| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
6,050.0 |
6,029.0 |
-21.0 |
-0.3% |
5,851.0 |
| High |
6,055.5 |
6,046.5 |
-9.0 |
-0.1% |
6,062.5 |
| Low |
6,011.5 |
6,007.0 |
-4.5 |
-0.1% |
5,828.5 |
| Close |
6,021.0 |
6,014.0 |
-7.0 |
-0.1% |
6,037.0 |
| Range |
44.0 |
39.5 |
-4.5 |
-10.2% |
234.0 |
| ATR |
57.2 |
56.0 |
-1.3 |
-2.2% |
0.0 |
| Volume |
77,639 |
86,119 |
8,480 |
10.9% |
391,134 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,141.0 |
6,117.0 |
6,035.5 |
|
| R3 |
6,101.5 |
6,077.5 |
6,025.0 |
|
| R2 |
6,062.0 |
6,062.0 |
6,021.0 |
|
| R1 |
6,038.0 |
6,038.0 |
6,017.5 |
6,030.0 |
| PP |
6,022.5 |
6,022.5 |
6,022.5 |
6,018.5 |
| S1 |
5,998.5 |
5,998.5 |
6,010.5 |
5,991.0 |
| S2 |
5,983.0 |
5,983.0 |
6,007.0 |
|
| S3 |
5,943.5 |
5,959.0 |
6,003.0 |
|
| S4 |
5,904.0 |
5,919.5 |
5,992.5 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,678.0 |
6,591.5 |
6,165.5 |
|
| R3 |
6,444.0 |
6,357.5 |
6,101.5 |
|
| R2 |
6,210.0 |
6,210.0 |
6,080.0 |
|
| R1 |
6,123.5 |
6,123.5 |
6,058.5 |
6,167.0 |
| PP |
5,976.0 |
5,976.0 |
5,976.0 |
5,997.5 |
| S1 |
5,889.5 |
5,889.5 |
6,015.5 |
5,933.0 |
| S2 |
5,742.0 |
5,742.0 |
5,994.0 |
|
| S3 |
5,508.0 |
5,655.5 |
5,972.5 |
|
| S4 |
5,274.0 |
5,421.5 |
5,908.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,062.5 |
5,866.5 |
196.0 |
3.3% |
67.5 |
1.1% |
75% |
False |
False |
86,320 |
| 10 |
6,062.5 |
5,828.5 |
234.0 |
3.9% |
65.0 |
1.1% |
79% |
False |
False |
68,992 |
| 20 |
6,062.5 |
5,828.5 |
234.0 |
3.9% |
50.0 |
0.8% |
79% |
False |
False |
83,958 |
| 40 |
6,062.5 |
5,566.0 |
496.5 |
8.3% |
48.0 |
0.8% |
90% |
False |
False |
42,333 |
| 60 |
6,062.5 |
5,566.0 |
496.5 |
8.3% |
46.5 |
0.8% |
90% |
False |
False |
28,237 |
| 80 |
6,062.5 |
5,566.0 |
496.5 |
8.3% |
41.5 |
0.7% |
90% |
False |
False |
21,183 |
| 100 |
6,062.5 |
5,566.0 |
496.5 |
8.3% |
34.0 |
0.6% |
90% |
False |
False |
16,953 |
| 120 |
6,062.5 |
5,380.5 |
682.0 |
11.3% |
28.5 |
0.5% |
93% |
False |
False |
14,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,214.5 |
|
2.618 |
6,150.0 |
|
1.618 |
6,110.5 |
|
1.000 |
6,086.0 |
|
0.618 |
6,071.0 |
|
HIGH |
6,046.5 |
|
0.618 |
6,031.5 |
|
0.500 |
6,027.0 |
|
0.382 |
6,022.0 |
|
LOW |
6,007.0 |
|
0.618 |
5,982.5 |
|
1.000 |
5,967.5 |
|
1.618 |
5,943.0 |
|
2.618 |
5,903.5 |
|
4.250 |
5,839.0 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,027.0 |
6,026.5 |
| PP |
6,022.5 |
6,022.5 |
| S1 |
6,018.0 |
6,018.0 |
|