| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
6,050.5 |
6,075.0 |
24.5 |
0.4% |
6,050.0 |
| High |
6,076.0 |
6,081.0 |
5.0 |
0.1% |
6,081.0 |
| Low |
6,044.5 |
6,052.5 |
8.0 |
0.1% |
6,007.0 |
| Close |
6,054.5 |
6,071.0 |
16.5 |
0.3% |
6,071.0 |
| Range |
31.5 |
28.5 |
-3.0 |
-9.5% |
74.0 |
| ATR |
54.1 |
52.3 |
-1.8 |
-3.4% |
0.0 |
| Volume |
82,333 |
93,306 |
10,973 |
13.3% |
420,274 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,153.5 |
6,141.0 |
6,086.5 |
|
| R3 |
6,125.0 |
6,112.5 |
6,079.0 |
|
| R2 |
6,096.5 |
6,096.5 |
6,076.0 |
|
| R1 |
6,084.0 |
6,084.0 |
6,073.5 |
6,076.0 |
| PP |
6,068.0 |
6,068.0 |
6,068.0 |
6,064.0 |
| S1 |
6,055.5 |
6,055.5 |
6,068.5 |
6,047.5 |
| S2 |
6,039.5 |
6,039.5 |
6,066.0 |
|
| S3 |
6,011.0 |
6,027.0 |
6,063.0 |
|
| S4 |
5,982.5 |
5,998.5 |
6,055.5 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,275.0 |
6,247.0 |
6,111.5 |
|
| R3 |
6,201.0 |
6,173.0 |
6,091.5 |
|
| R2 |
6,127.0 |
6,127.0 |
6,084.5 |
|
| R1 |
6,099.0 |
6,099.0 |
6,078.0 |
6,113.0 |
| PP |
6,053.0 |
6,053.0 |
6,053.0 |
6,060.0 |
| S1 |
6,025.0 |
6,025.0 |
6,064.0 |
6,039.0 |
| S2 |
5,979.0 |
5,979.0 |
6,057.5 |
|
| S3 |
5,905.0 |
5,951.0 |
6,050.5 |
|
| S4 |
5,831.0 |
5,877.0 |
6,030.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,081.0 |
6,007.0 |
74.0 |
1.2% |
38.5 |
0.6% |
86% |
True |
False |
84,054 |
| 10 |
6,081.0 |
5,828.5 |
252.5 |
4.2% |
58.5 |
1.0% |
96% |
True |
False |
83,172 |
| 20 |
6,081.0 |
5,828.5 |
252.5 |
4.2% |
51.5 |
0.8% |
96% |
True |
False |
95,067 |
| 40 |
6,081.0 |
5,566.0 |
515.0 |
8.5% |
47.0 |
0.8% |
98% |
True |
False |
48,737 |
| 60 |
6,081.0 |
5,566.0 |
515.0 |
8.5% |
47.0 |
0.8% |
98% |
True |
False |
32,512 |
| 80 |
6,081.0 |
5,566.0 |
515.0 |
8.5% |
43.0 |
0.7% |
98% |
True |
False |
24,390 |
| 100 |
6,081.0 |
5,566.0 |
515.0 |
8.5% |
35.0 |
0.6% |
98% |
True |
False |
19,516 |
| 120 |
6,081.0 |
5,380.5 |
700.5 |
11.5% |
29.0 |
0.5% |
99% |
True |
False |
16,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,202.0 |
|
2.618 |
6,155.5 |
|
1.618 |
6,127.0 |
|
1.000 |
6,109.5 |
|
0.618 |
6,098.5 |
|
HIGH |
6,081.0 |
|
0.618 |
6,070.0 |
|
0.500 |
6,067.0 |
|
0.382 |
6,063.5 |
|
LOW |
6,052.5 |
|
0.618 |
6,035.0 |
|
1.000 |
6,024.0 |
|
1.618 |
6,006.5 |
|
2.618 |
5,978.0 |
|
4.250 |
5,931.5 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,069.5 |
6,064.0 |
| PP |
6,068.0 |
6,057.5 |
| S1 |
6,067.0 |
6,051.0 |
|