| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
6,063.5 |
6,081.5 |
18.0 |
0.3% |
6,050.0 |
| High |
6,087.0 |
6,085.0 |
-2.0 |
0.0% |
6,081.0 |
| Low |
6,042.0 |
6,035.0 |
-7.0 |
-0.1% |
6,007.0 |
| Close |
6,067.0 |
6,065.0 |
-2.0 |
0.0% |
6,071.0 |
| Range |
45.0 |
50.0 |
5.0 |
11.1% |
74.0 |
| ATR |
51.3 |
51.2 |
-0.1 |
-0.2% |
0.0 |
| Volume |
101,973 |
104,100 |
2,127 |
2.1% |
420,274 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,211.5 |
6,188.5 |
6,092.5 |
|
| R3 |
6,161.5 |
6,138.5 |
6,079.0 |
|
| R2 |
6,111.5 |
6,111.5 |
6,074.0 |
|
| R1 |
6,088.5 |
6,088.5 |
6,069.5 |
6,075.0 |
| PP |
6,061.5 |
6,061.5 |
6,061.5 |
6,055.0 |
| S1 |
6,038.5 |
6,038.5 |
6,060.5 |
6,025.0 |
| S2 |
6,011.5 |
6,011.5 |
6,056.0 |
|
| S3 |
5,961.5 |
5,988.5 |
6,051.0 |
|
| S4 |
5,911.5 |
5,938.5 |
6,037.5 |
|
|
| 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 |
6,099.0 |
6,035.0 |
64.0 |
1.1% |
40.0 |
0.7% |
47% |
False |
True |
97,256 |
| 10 |
6,099.0 |
5,973.5 |
125.5 |
2.1% |
44.0 |
0.7% |
73% |
False |
False |
90,899 |
| 20 |
6,099.0 |
5,828.5 |
270.5 |
4.5% |
52.5 |
0.9% |
87% |
False |
False |
93,538 |
| 40 |
6,099.0 |
5,600.0 |
499.0 |
8.2% |
46.0 |
0.8% |
93% |
False |
False |
56,487 |
| 60 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
48.5 |
0.8% |
94% |
False |
False |
37,688 |
| 80 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
44.0 |
0.7% |
94% |
False |
False |
28,270 |
| 100 |
6,099.0 |
5,566.0 |
533.0 |
8.8% |
36.5 |
0.6% |
94% |
False |
False |
22,621 |
| 120 |
6,099.0 |
5,509.5 |
589.5 |
9.7% |
30.5 |
0.5% |
94% |
False |
False |
18,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,297.5 |
|
2.618 |
6,216.0 |
|
1.618 |
6,166.0 |
|
1.000 |
6,135.0 |
|
0.618 |
6,116.0 |
|
HIGH |
6,085.0 |
|
0.618 |
6,066.0 |
|
0.500 |
6,060.0 |
|
0.382 |
6,054.0 |
|
LOW |
6,035.0 |
|
0.618 |
6,004.0 |
|
1.000 |
5,985.0 |
|
1.618 |
5,954.0 |
|
2.618 |
5,904.0 |
|
4.250 |
5,822.5 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,063.5 |
6,067.0 |
| PP |
6,061.5 |
6,066.5 |
| S1 |
6,060.0 |
6,065.5 |
|