| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,716.25 |
2,718.75 |
2.50 |
0.1% |
2,590.25 |
| High |
2,722.75 |
2,724.75 |
2.00 |
0.1% |
2,747.00 |
| Low |
2,702.50 |
2,698.50 |
-4.00 |
-0.1% |
2,580.00 |
| Close |
2,717.75 |
2,714.00 |
-3.75 |
-0.1% |
2,713.00 |
| Range |
20.25 |
26.25 |
6.00 |
29.6% |
167.00 |
| ATR |
40.57 |
39.54 |
-1.02 |
-2.5% |
0.00 |
| Volume |
174,832 |
200,787 |
25,955 |
14.8% |
914,187 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,791.25 |
2,778.75 |
2,728.50 |
|
| R3 |
2,765.00 |
2,752.50 |
2,721.25 |
|
| R2 |
2,738.75 |
2,738.75 |
2,718.75 |
|
| R1 |
2,726.25 |
2,726.25 |
2,716.50 |
2,719.50 |
| PP |
2,712.50 |
2,712.50 |
2,712.50 |
2,709.00 |
| S1 |
2,700.00 |
2,700.00 |
2,711.50 |
2,693.00 |
| S2 |
2,686.25 |
2,686.25 |
2,709.25 |
|
| S3 |
2,660.00 |
2,673.75 |
2,706.75 |
|
| S4 |
2,633.75 |
2,647.50 |
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 |
2,686.25 |
60.75 |
2.2% |
31.25 |
1.1% |
46% |
False |
False |
218,208 |
| 10 |
2,747.00 |
2,580.00 |
167.00 |
6.2% |
38.50 |
1.4% |
80% |
False |
False |
177,355 |
| 20 |
2,747.00 |
2,580.00 |
167.00 |
6.2% |
40.00 |
1.5% |
80% |
False |
False |
181,971 |
| 40 |
2,747.00 |
2,502.00 |
245.00 |
9.0% |
36.75 |
1.3% |
87% |
False |
False |
91,217 |
| 60 |
2,773.25 |
2,502.00 |
271.25 |
10.0% |
36.25 |
1.3% |
78% |
False |
False |
60,831 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
31.25 |
1.1% |
61% |
False |
False |
45,625 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
25.25 |
0.9% |
61% |
False |
False |
36,500 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
21.25 |
0.8% |
61% |
False |
False |
30,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,836.25 |
|
2.618 |
2,793.50 |
|
1.618 |
2,767.25 |
|
1.000 |
2,751.00 |
|
0.618 |
2,741.00 |
|
HIGH |
2,724.75 |
|
0.618 |
2,714.75 |
|
0.500 |
2,711.50 |
|
0.382 |
2,708.50 |
|
LOW |
2,698.50 |
|
0.618 |
2,682.25 |
|
1.000 |
2,672.25 |
|
1.618 |
2,656.00 |
|
2.618 |
2,629.75 |
|
4.250 |
2,587.00 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.25 |
2,717.25 |
| PP |
2,712.50 |
2,716.25 |
| S1 |
2,711.50 |
2,715.00 |
|