| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
6,075.0 |
6,063.5 |
-11.5 |
-0.2% |
6,050.0 |
| High |
6,099.0 |
6,087.0 |
-12.0 |
-0.2% |
6,081.0 |
| Low |
6,054.5 |
6,042.0 |
-12.5 |
-0.2% |
6,007.0 |
| Close |
6,072.5 |
6,067.0 |
-5.5 |
-0.1% |
6,071.0 |
| Range |
44.5 |
45.0 |
0.5 |
1.1% |
74.0 |
| ATR |
51.8 |
51.3 |
-0.5 |
-0.9% |
0.0 |
| Volume |
104,570 |
101,973 |
-2,597 |
-2.5% |
420,274 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,200.5 |
6,178.5 |
6,092.0 |
|
| R3 |
6,155.5 |
6,133.5 |
6,079.5 |
|
| R2 |
6,110.5 |
6,110.5 |
6,075.0 |
|
| R1 |
6,088.5 |
6,088.5 |
6,071.0 |
6,099.5 |
| PP |
6,065.5 |
6,065.5 |
6,065.5 |
6,071.0 |
| S1 |
6,043.5 |
6,043.5 |
6,063.0 |
6,054.5 |
| S2 |
6,020.5 |
6,020.5 |
6,059.0 |
|
| S3 |
5,975.5 |
5,998.5 |
6,054.5 |
|
| S4 |
5,930.5 |
5,953.5 |
6,042.0 |
|
|
| 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 |
6,020.5 |
78.5 |
1.3% |
39.5 |
0.7% |
59% |
False |
False |
92,611 |
| 10 |
6,099.0 |
5,866.5 |
232.5 |
3.8% |
53.5 |
0.9% |
86% |
False |
False |
89,466 |
| 20 |
6,099.0 |
5,828.5 |
270.5 |
4.5% |
52.0 |
0.9% |
88% |
False |
False |
100,363 |
| 40 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
46.0 |
0.8% |
94% |
False |
False |
53,897 |
| 60 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
48.5 |
0.8% |
94% |
False |
False |
35,953 |
| 80 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
43.5 |
0.7% |
94% |
False |
False |
26,969 |
| 100 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
36.0 |
0.6% |
94% |
False |
False |
21,581 |
| 120 |
6,099.0 |
5,454.0 |
645.0 |
10.6% |
30.0 |
0.5% |
95% |
False |
False |
17,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,278.0 |
|
2.618 |
6,205.0 |
|
1.618 |
6,160.0 |
|
1.000 |
6,132.0 |
|
0.618 |
6,115.0 |
|
HIGH |
6,087.0 |
|
0.618 |
6,070.0 |
|
0.500 |
6,064.5 |
|
0.382 |
6,059.0 |
|
LOW |
6,042.0 |
|
0.618 |
6,014.0 |
|
1.000 |
5,997.0 |
|
1.618 |
5,969.0 |
|
2.618 |
5,924.0 |
|
4.250 |
5,851.0 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,066.0 |
6,070.5 |
| PP |
6,065.5 |
6,069.5 |
| S1 |
6,064.5 |
6,068.0 |
|