| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,742.50 |
2,744.00 |
1.50 |
0.1% |
2,716.25 |
| High |
2,744.50 |
2,750.25 |
5.75 |
0.2% |
2,744.50 |
| Low |
2,732.25 |
2,719.25 |
-13.00 |
-0.5% |
2,698.50 |
| Close |
2,743.75 |
2,728.75 |
-15.00 |
-0.5% |
2,743.75 |
| Range |
12.25 |
31.00 |
18.75 |
153.1% |
46.00 |
| ATR |
35.68 |
35.35 |
-0.33 |
-0.9% |
0.00 |
| Volume |
140,405 |
207,499 |
67,094 |
47.8% |
919,907 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,825.75 |
2,808.25 |
2,745.75 |
|
| R3 |
2,794.75 |
2,777.25 |
2,737.25 |
|
| R2 |
2,763.75 |
2,763.75 |
2,734.50 |
|
| R1 |
2,746.25 |
2,746.25 |
2,731.50 |
2,739.50 |
| PP |
2,732.75 |
2,732.75 |
2,732.75 |
2,729.50 |
| S1 |
2,715.25 |
2,715.25 |
2,726.00 |
2,708.50 |
| S2 |
2,701.75 |
2,701.75 |
2,723.00 |
|
| S3 |
2,670.75 |
2,684.25 |
2,720.25 |
|
| S4 |
2,639.75 |
2,653.25 |
2,711.75 |
|
|
| 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 |
2,750.25 |
2,698.50 |
51.75 |
1.9% |
23.75 |
0.9% |
58% |
True |
False |
190,514 |
| 10 |
2,750.25 |
2,580.00 |
170.25 |
6.2% |
33.25 |
1.2% |
87% |
True |
False |
204,159 |
| 20 |
2,750.25 |
2,580.00 |
170.25 |
6.2% |
36.50 |
1.3% |
87% |
True |
False |
213,423 |
| 40 |
2,750.25 |
2,502.00 |
248.25 |
9.1% |
35.25 |
1.3% |
91% |
True |
False |
110,007 |
| 60 |
2,765.00 |
2,502.00 |
263.00 |
9.6% |
36.25 |
1.3% |
86% |
False |
False |
73,353 |
| 80 |
2,847.75 |
2,502.00 |
345.75 |
12.7% |
32.25 |
1.2% |
66% |
False |
False |
55,022 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
26.25 |
1.0% |
66% |
False |
False |
44,018 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
22.00 |
0.8% |
66% |
False |
False |
36,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,882.00 |
|
2.618 |
2,831.50 |
|
1.618 |
2,800.50 |
|
1.000 |
2,781.25 |
|
0.618 |
2,769.50 |
|
HIGH |
2,750.25 |
|
0.618 |
2,738.50 |
|
0.500 |
2,734.75 |
|
0.382 |
2,731.00 |
|
LOW |
2,719.25 |
|
0.618 |
2,700.00 |
|
1.000 |
2,688.25 |
|
1.618 |
2,669.00 |
|
2.618 |
2,638.00 |
|
4.250 |
2,587.50 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,734.75 |
2,732.00 |
| PP |
2,732.75 |
2,731.00 |
| S1 |
2,730.75 |
2,729.75 |
|