| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,715.00 |
2,722.50 |
7.50 |
0.3% |
2,590.25 |
| High |
2,730.25 |
2,743.50 |
13.25 |
0.5% |
2,747.00 |
| Low |
2,711.25 |
2,713.75 |
2.50 |
0.1% |
2,580.00 |
| Close |
2,722.00 |
2,737.00 |
15.00 |
0.6% |
2,713.00 |
| Range |
19.00 |
29.75 |
10.75 |
56.6% |
167.00 |
| ATR |
38.08 |
37.48 |
-0.59 |
-1.6% |
0.00 |
| Volume |
159,091 |
244,792 |
85,701 |
53.9% |
914,187 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,820.75 |
2,808.50 |
2,753.25 |
|
| R3 |
2,791.00 |
2,778.75 |
2,745.25 |
|
| R2 |
2,761.25 |
2,761.25 |
2,742.50 |
|
| R1 |
2,749.00 |
2,749.00 |
2,739.75 |
2,755.00 |
| PP |
2,731.50 |
2,731.50 |
2,731.50 |
2,734.50 |
| S1 |
2,719.25 |
2,719.25 |
2,734.25 |
2,725.50 |
| S2 |
2,701.75 |
2,701.75 |
2,731.50 |
|
| S3 |
2,672.00 |
2,689.50 |
2,728.75 |
|
| S4 |
2,642.25 |
2,659.75 |
2,720.75 |
|
|
| 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 |
2,743.50 |
2,698.50 |
45.00 |
1.6% |
24.00 |
0.9% |
86% |
True |
False |
198,472 |
| 10 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
38.25 |
1.4% |
94% |
False |
False |
205,428 |
| 20 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
38.00 |
1.4% |
94% |
False |
False |
201,736 |
| 40 |
2,747.00 |
2,502.00 |
245.00 |
9.0% |
36.25 |
1.3% |
96% |
False |
False |
101,311 |
| 60 |
2,773.25 |
2,502.00 |
271.25 |
9.9% |
36.50 |
1.3% |
87% |
False |
False |
67,561 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
31.75 |
1.2% |
68% |
False |
False |
50,674 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
25.75 |
0.9% |
68% |
False |
False |
40,539 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
21.75 |
0.8% |
68% |
False |
False |
33,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,870.00 |
|
2.618 |
2,821.50 |
|
1.618 |
2,791.75 |
|
1.000 |
2,773.25 |
|
0.618 |
2,762.00 |
|
HIGH |
2,743.50 |
|
0.618 |
2,732.25 |
|
0.500 |
2,728.50 |
|
0.382 |
2,725.00 |
|
LOW |
2,713.75 |
|
0.618 |
2,695.25 |
|
1.000 |
2,684.00 |
|
1.618 |
2,665.50 |
|
2.618 |
2,635.75 |
|
4.250 |
2,587.25 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,734.25 |
2,731.75 |
| PP |
2,731.50 |
2,726.25 |
| S1 |
2,728.50 |
2,721.00 |
|