| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
6,081.5 |
6,075.0 |
-6.5 |
-0.1% |
6,050.0 |
| High |
6,085.0 |
6,103.5 |
18.5 |
0.3% |
6,081.0 |
| Low |
6,035.0 |
6,040.0 |
5.0 |
0.1% |
6,007.0 |
| Close |
6,065.0 |
6,088.5 |
23.5 |
0.4% |
6,071.0 |
| Range |
50.0 |
63.5 |
13.5 |
27.0% |
74.0 |
| ATR |
51.2 |
52.1 |
0.9 |
1.7% |
0.0 |
| Volume |
104,100 |
108,646 |
4,546 |
4.4% |
420,274 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,268.0 |
6,241.5 |
6,123.5 |
|
| R3 |
6,204.5 |
6,178.0 |
6,106.0 |
|
| R2 |
6,141.0 |
6,141.0 |
6,100.0 |
|
| R1 |
6,114.5 |
6,114.5 |
6,094.5 |
6,128.0 |
| PP |
6,077.5 |
6,077.5 |
6,077.5 |
6,084.0 |
| S1 |
6,051.0 |
6,051.0 |
6,082.5 |
6,064.0 |
| S2 |
6,014.0 |
6,014.0 |
6,077.0 |
|
| S3 |
5,950.5 |
5,987.5 |
6,071.0 |
|
| S4 |
5,887.0 |
5,924.0 |
6,053.5 |
|
|
| 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 |
6,103.5 |
6,035.0 |
68.5 |
1.1% |
46.5 |
0.8% |
78% |
True |
False |
102,519 |
| 10 |
6,103.5 |
5,990.5 |
113.0 |
1.9% |
46.5 |
0.8% |
87% |
True |
False |
92,338 |
| 20 |
6,103.5 |
5,828.5 |
275.0 |
4.5% |
53.5 |
0.9% |
95% |
True |
False |
87,755 |
| 40 |
6,103.5 |
5,660.0 |
443.5 |
7.3% |
45.5 |
0.7% |
97% |
True |
False |
59,203 |
| 60 |
6,103.5 |
5,566.0 |
537.5 |
8.8% |
49.0 |
0.8% |
97% |
True |
False |
39,498 |
| 80 |
6,103.5 |
5,566.0 |
537.5 |
8.8% |
44.5 |
0.7% |
97% |
True |
False |
29,627 |
| 100 |
6,103.5 |
5,566.0 |
537.5 |
8.8% |
37.0 |
0.6% |
97% |
True |
False |
23,707 |
| 120 |
6,103.5 |
5,543.5 |
560.0 |
9.2% |
31.0 |
0.5% |
97% |
True |
False |
19,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,373.5 |
|
2.618 |
6,269.5 |
|
1.618 |
6,206.0 |
|
1.000 |
6,167.0 |
|
0.618 |
6,142.5 |
|
HIGH |
6,103.5 |
|
0.618 |
6,079.0 |
|
0.500 |
6,072.0 |
|
0.382 |
6,064.5 |
|
LOW |
6,040.0 |
|
0.618 |
6,001.0 |
|
1.000 |
5,976.5 |
|
1.618 |
5,937.5 |
|
2.618 |
5,874.0 |
|
4.250 |
5,770.0 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,083.0 |
6,082.0 |
| PP |
6,077.5 |
6,075.5 |
| S1 |
6,072.0 |
6,069.0 |
|