| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,722.50 |
2,742.50 |
20.00 |
0.7% |
2,716.25 |
| High |
2,743.50 |
2,744.50 |
1.00 |
0.0% |
2,744.50 |
| Low |
2,713.75 |
2,732.25 |
18.50 |
0.7% |
2,698.50 |
| Close |
2,737.00 |
2,743.75 |
6.75 |
0.2% |
2,743.75 |
| Range |
29.75 |
12.25 |
-17.50 |
-58.8% |
46.00 |
| ATR |
37.48 |
35.68 |
-1.80 |
-4.8% |
0.00 |
| Volume |
244,792 |
140,405 |
-104,387 |
-42.6% |
919,907 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,777.00 |
2,772.50 |
2,750.50 |
|
| R3 |
2,764.75 |
2,760.25 |
2,747.00 |
|
| R2 |
2,752.50 |
2,752.50 |
2,746.00 |
|
| R1 |
2,748.00 |
2,748.00 |
2,744.75 |
2,750.25 |
| PP |
2,740.25 |
2,740.25 |
2,740.25 |
2,741.25 |
| S1 |
2,735.75 |
2,735.75 |
2,742.75 |
2,738.00 |
| S2 |
2,728.00 |
2,728.00 |
2,741.50 |
|
| S3 |
2,715.75 |
2,723.50 |
2,740.50 |
|
| S4 |
2,703.50 |
2,711.25 |
2,737.00 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.00 |
2,851.25 |
2,769.00 |
|
| R3 |
2,821.00 |
2,805.25 |
2,756.50 |
|
| R2 |
2,775.00 |
2,775.00 |
2,752.25 |
|
| R1 |
2,759.25 |
2,759.25 |
2,748.00 |
2,767.00 |
| PP |
2,729.00 |
2,729.00 |
2,729.00 |
2,732.75 |
| S1 |
2,713.25 |
2,713.25 |
2,739.50 |
2,721.00 |
| S2 |
2,683.00 |
2,683.00 |
2,735.25 |
|
| S3 |
2,637.00 |
2,667.25 |
2,731.00 |
|
| S4 |
2,591.00 |
2,621.25 |
2,718.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,744.50 |
2,698.50 |
46.00 |
1.7% |
21.50 |
0.8% |
98% |
True |
False |
183,981 |
| 10 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
35.00 |
1.3% |
98% |
False |
False |
198,316 |
| 20 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
37.25 |
1.4% |
98% |
False |
False |
207,948 |
| 40 |
2,747.00 |
2,502.00 |
245.00 |
8.9% |
36.00 |
1.3% |
99% |
False |
False |
104,820 |
| 60 |
2,773.25 |
2,502.00 |
271.25 |
9.9% |
36.00 |
1.3% |
89% |
False |
False |
69,901 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
32.00 |
1.2% |
70% |
False |
False |
52,429 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
25.75 |
0.9% |
70% |
False |
False |
41,943 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
21.75 |
0.8% |
70% |
False |
False |
34,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,796.50 |
|
2.618 |
2,776.50 |
|
1.618 |
2,764.25 |
|
1.000 |
2,756.75 |
|
0.618 |
2,752.00 |
|
HIGH |
2,744.50 |
|
0.618 |
2,739.75 |
|
0.500 |
2,738.50 |
|
0.382 |
2,737.00 |
|
LOW |
2,732.25 |
|
0.618 |
2,724.75 |
|
1.000 |
2,720.00 |
|
1.618 |
2,712.50 |
|
2.618 |
2,700.25 |
|
4.250 |
2,680.25 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,742.00 |
2,738.50 |
| PP |
2,740.25 |
2,733.25 |
| S1 |
2,738.50 |
2,728.00 |
|