| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,739.00 |
2,726.50 |
-12.50 |
-0.5% |
2,590.25 |
| High |
2,747.00 |
2,736.00 |
-11.00 |
-0.4% |
2,747.00 |
| Low |
2,719.00 |
2,711.25 |
-7.75 |
-0.3% |
2,580.00 |
| Close |
2,725.50 |
2,713.00 |
-12.50 |
-0.5% |
2,713.00 |
| Range |
28.00 |
24.75 |
-3.25 |
-11.6% |
167.00 |
| ATR |
43.47 |
42.13 |
-1.34 |
-3.1% |
0.00 |
| Volume |
216,626 |
212,859 |
-3,767 |
-1.7% |
914,187 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,794.25 |
2,778.50 |
2,726.50 |
|
| R3 |
2,769.50 |
2,753.75 |
2,719.75 |
|
| R2 |
2,744.75 |
2,744.75 |
2,717.50 |
|
| R1 |
2,729.00 |
2,729.00 |
2,715.25 |
2,724.50 |
| PP |
2,720.00 |
2,720.00 |
2,720.00 |
2,718.00 |
| S1 |
2,704.25 |
2,704.25 |
2,710.75 |
2,699.75 |
| S2 |
2,695.25 |
2,695.25 |
2,708.50 |
|
| S3 |
2,670.50 |
2,679.50 |
2,706.25 |
|
| S4 |
2,645.75 |
2,654.75 |
2,699.50 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.00 |
3,114.00 |
2,804.75 |
|
| R3 |
3,014.00 |
2,947.00 |
2,759.00 |
|
| R2 |
2,847.00 |
2,847.00 |
2,743.50 |
|
| R1 |
2,780.00 |
2,780.00 |
2,728.25 |
2,813.50 |
| PP |
2,680.00 |
2,680.00 |
2,680.00 |
2,696.75 |
| S1 |
2,613.00 |
2,613.00 |
2,697.75 |
2,646.50 |
| S2 |
2,513.00 |
2,513.00 |
2,682.50 |
|
| S3 |
2,346.00 |
2,446.00 |
2,667.00 |
|
| S4 |
2,179.00 |
2,279.00 |
2,621.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,747.00 |
2,580.00 |
167.00 |
6.2% |
48.50 |
1.8% |
80% |
False |
False |
212,652 |
| 10 |
2,747.00 |
2,580.00 |
167.00 |
6.2% |
42.25 |
1.6% |
80% |
False |
False |
188,299 |
| 20 |
2,747.00 |
2,580.00 |
167.00 |
6.2% |
41.75 |
1.5% |
80% |
False |
False |
163,419 |
| 40 |
2,747.00 |
2,502.00 |
245.00 |
9.0% |
39.00 |
1.4% |
86% |
False |
False |
81,831 |
| 60 |
2,773.25 |
2,502.00 |
271.25 |
10.0% |
36.00 |
1.3% |
78% |
False |
False |
54,571 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
30.75 |
1.1% |
61% |
False |
False |
40,930 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
24.75 |
0.9% |
61% |
False |
False |
32,744 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.8% |
21.00 |
0.8% |
61% |
False |
False |
27,287 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,841.25 |
|
2.618 |
2,800.75 |
|
1.618 |
2,776.00 |
|
1.000 |
2,760.75 |
|
0.618 |
2,751.25 |
|
HIGH |
2,736.00 |
|
0.618 |
2,726.50 |
|
0.500 |
2,723.50 |
|
0.382 |
2,720.75 |
|
LOW |
2,711.25 |
|
0.618 |
2,696.00 |
|
1.000 |
2,686.50 |
|
1.618 |
2,671.25 |
|
2.618 |
2,646.50 |
|
4.250 |
2,606.00 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.50 |
2,716.50 |
| PP |
2,720.00 |
2,715.50 |
| S1 |
2,716.50 |
2,714.25 |
|