| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,590.25 |
2,686.25 |
96.00 |
3.7% |
2,660.00 |
| High |
2,665.00 |
2,742.75 |
77.75 |
2.9% |
2,662.75 |
| Low |
2,580.00 |
2,686.25 |
106.25 |
4.1% |
2,582.50 |
| Close |
2,655.25 |
2,738.75 |
83.50 |
3.1% |
2,586.00 |
| Range |
85.00 |
56.50 |
-28.50 |
-33.5% |
80.25 |
| ATR |
41.36 |
44.66 |
3.30 |
8.0% |
0.00 |
| Volume |
198,763 |
285,939 |
87,176 |
43.9% |
483,746 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,892.00 |
2,872.00 |
2,769.75 |
|
| R3 |
2,835.50 |
2,815.50 |
2,754.25 |
|
| R2 |
2,779.00 |
2,779.00 |
2,749.00 |
|
| R1 |
2,759.00 |
2,759.00 |
2,744.00 |
2,769.00 |
| PP |
2,722.50 |
2,722.50 |
2,722.50 |
2,727.50 |
| S1 |
2,702.50 |
2,702.50 |
2,733.50 |
2,712.50 |
| S2 |
2,666.00 |
2,666.00 |
2,728.50 |
|
| S3 |
2,609.50 |
2,646.00 |
2,723.25 |
|
| S4 |
2,553.00 |
2,589.50 |
2,707.75 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.25 |
2,798.75 |
2,630.25 |
|
| R3 |
2,771.00 |
2,718.50 |
2,608.00 |
|
| R2 |
2,690.75 |
2,690.75 |
2,600.75 |
|
| R1 |
2,638.25 |
2,638.25 |
2,593.25 |
2,624.50 |
| PP |
2,610.50 |
2,610.50 |
2,610.50 |
2,603.50 |
| S1 |
2,558.00 |
2,558.00 |
2,578.75 |
2,544.00 |
| S2 |
2,530.25 |
2,530.25 |
2,571.25 |
|
| S3 |
2,450.00 |
2,477.75 |
2,564.00 |
|
| S4 |
2,369.75 |
2,397.50 |
2,541.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,742.75 |
2,580.00 |
162.75 |
5.9% |
54.00 |
2.0% |
98% |
True |
False |
185,628 |
| 10 |
2,742.75 |
2,580.00 |
162.75 |
5.9% |
44.00 |
1.6% |
98% |
True |
False |
212,992 |
| 20 |
2,742.75 |
2,580.00 |
162.75 |
5.9% |
43.00 |
1.6% |
98% |
True |
False |
142,062 |
| 40 |
2,742.75 |
2,502.00 |
240.75 |
8.8% |
39.00 |
1.4% |
98% |
True |
False |
71,097 |
| 60 |
2,798.00 |
2,502.00 |
296.00 |
10.8% |
36.25 |
1.3% |
80% |
False |
False |
47,413 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
30.25 |
1.1% |
68% |
False |
False |
35,562 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
24.25 |
0.9% |
68% |
False |
False |
28,449 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
20.50 |
0.7% |
68% |
False |
False |
23,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,983.00 |
|
2.618 |
2,890.75 |
|
1.618 |
2,834.25 |
|
1.000 |
2,799.25 |
|
0.618 |
2,777.75 |
|
HIGH |
2,742.75 |
|
0.618 |
2,721.25 |
|
0.500 |
2,714.50 |
|
0.382 |
2,707.75 |
|
LOW |
2,686.25 |
|
0.618 |
2,651.25 |
|
1.000 |
2,629.75 |
|
1.618 |
2,594.75 |
|
2.618 |
2,538.25 |
|
4.250 |
2,446.00 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,730.75 |
2,713.00 |
| PP |
2,722.50 |
2,687.25 |
| S1 |
2,714.50 |
2,661.50 |
|