| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,718.75 |
2,715.00 |
-3.75 |
-0.1% |
2,590.25 |
| High |
2,724.75 |
2,730.25 |
5.50 |
0.2% |
2,747.00 |
| Low |
2,698.50 |
2,711.25 |
12.75 |
0.5% |
2,580.00 |
| Close |
2,714.00 |
2,722.00 |
8.00 |
0.3% |
2,713.00 |
| Range |
26.25 |
19.00 |
-7.25 |
-27.6% |
167.00 |
| ATR |
39.54 |
38.08 |
-1.47 |
-3.7% |
0.00 |
| Volume |
200,787 |
159,091 |
-41,696 |
-20.8% |
914,187 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.25 |
2,769.00 |
2,732.50 |
|
| R3 |
2,759.25 |
2,750.00 |
2,727.25 |
|
| R2 |
2,740.25 |
2,740.25 |
2,725.50 |
|
| R1 |
2,731.00 |
2,731.00 |
2,723.75 |
2,735.50 |
| PP |
2,721.25 |
2,721.25 |
2,721.25 |
2,723.50 |
| S1 |
2,712.00 |
2,712.00 |
2,720.25 |
2,716.50 |
| S2 |
2,702.25 |
2,702.25 |
2,718.50 |
|
| S3 |
2,683.25 |
2,693.00 |
2,716.75 |
|
| S4 |
2,664.25 |
2,674.00 |
2,711.50 |
|
|
| 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 |
2,698.50 |
48.50 |
1.8% |
23.75 |
0.9% |
48% |
False |
False |
192,839 |
| 10 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
39.00 |
1.4% |
85% |
False |
False |
189,233 |
| 20 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
39.25 |
1.4% |
85% |
False |
False |
189,873 |
| 40 |
2,747.00 |
2,502.00 |
245.00 |
9.0% |
36.25 |
1.3% |
90% |
False |
False |
95,193 |
| 60 |
2,773.25 |
2,502.00 |
271.25 |
10.0% |
36.50 |
1.3% |
81% |
False |
False |
63,482 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
31.25 |
1.2% |
64% |
False |
False |
47,614 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
25.50 |
0.9% |
64% |
False |
False |
38,091 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
21.50 |
0.8% |
64% |
False |
False |
31,743 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,811.00 |
|
2.618 |
2,780.00 |
|
1.618 |
2,761.00 |
|
1.000 |
2,749.25 |
|
0.618 |
2,742.00 |
|
HIGH |
2,730.25 |
|
0.618 |
2,723.00 |
|
0.500 |
2,720.75 |
|
0.382 |
2,718.50 |
|
LOW |
2,711.25 |
|
0.618 |
2,699.50 |
|
1.000 |
2,692.25 |
|
1.618 |
2,680.50 |
|
2.618 |
2,661.50 |
|
4.250 |
2,630.50 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,721.50 |
2,719.50 |
| PP |
2,721.25 |
2,717.00 |
| S1 |
2,720.75 |
2,714.50 |
|