| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
6,075.0 |
6,075.0 |
0.0 |
0.0% |
6,050.0 |
| High |
6,081.0 |
6,099.0 |
18.0 |
0.3% |
6,081.0 |
| Low |
6,052.5 |
6,054.5 |
2.0 |
0.0% |
6,007.0 |
| Close |
6,071.0 |
6,072.5 |
1.5 |
0.0% |
6,071.0 |
| Range |
28.5 |
44.5 |
16.0 |
56.1% |
74.0 |
| ATR |
52.3 |
51.8 |
-0.6 |
-1.1% |
0.0 |
| Volume |
93,306 |
104,570 |
11,264 |
12.1% |
420,274 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,209.0 |
6,185.0 |
6,097.0 |
|
| R3 |
6,164.5 |
6,140.5 |
6,084.5 |
|
| R2 |
6,120.0 |
6,120.0 |
6,080.5 |
|
| R1 |
6,096.0 |
6,096.0 |
6,076.5 |
6,086.0 |
| PP |
6,075.5 |
6,075.5 |
6,075.5 |
6,070.0 |
| S1 |
6,051.5 |
6,051.5 |
6,068.5 |
6,041.0 |
| S2 |
6,031.0 |
6,031.0 |
6,064.5 |
|
| S3 |
5,986.5 |
6,007.0 |
6,060.5 |
|
| S4 |
5,942.0 |
5,962.5 |
6,048.0 |
|
|
| 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 |
6,099.0 |
6,007.0 |
92.0 |
1.5% |
38.5 |
0.6% |
71% |
True |
False |
89,441 |
| 10 |
6,099.0 |
5,828.5 |
270.5 |
4.5% |
54.5 |
0.9% |
90% |
True |
False |
91,597 |
| 20 |
6,099.0 |
5,828.5 |
270.5 |
4.5% |
51.5 |
0.8% |
90% |
True |
False |
98,165 |
| 40 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
46.0 |
0.8% |
95% |
True |
False |
51,348 |
| 60 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
47.5 |
0.8% |
95% |
True |
False |
34,253 |
| 80 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
43.0 |
0.7% |
95% |
True |
False |
25,697 |
| 100 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
35.5 |
0.6% |
95% |
True |
False |
20,561 |
| 120 |
6,099.0 |
5,380.5 |
718.5 |
11.8% |
29.5 |
0.5% |
96% |
True |
False |
17,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,288.0 |
|
2.618 |
6,215.5 |
|
1.618 |
6,171.0 |
|
1.000 |
6,143.5 |
|
0.618 |
6,126.5 |
|
HIGH |
6,099.0 |
|
0.618 |
6,082.0 |
|
0.500 |
6,077.0 |
|
0.382 |
6,071.5 |
|
LOW |
6,054.5 |
|
0.618 |
6,027.0 |
|
1.000 |
6,010.0 |
|
1.618 |
5,982.5 |
|
2.618 |
5,938.0 |
|
4.250 |
5,865.5 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,077.0 |
6,072.0 |
| PP |
6,075.5 |
6,072.0 |
| S1 |
6,074.0 |
6,072.0 |
|