| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,744.00 |
2,731.00 |
-13.00 |
-0.5% |
2,716.25 |
| High |
2,750.25 |
2,732.25 |
-18.00 |
-0.7% |
2,744.50 |
| Low |
2,719.25 |
2,705.25 |
-14.00 |
-0.5% |
2,698.50 |
| Close |
2,728.75 |
2,714.25 |
-14.50 |
-0.5% |
2,743.75 |
| Range |
31.00 |
27.00 |
-4.00 |
-12.9% |
46.00 |
| ATR |
35.35 |
34.75 |
-0.60 |
-1.7% |
0.00 |
| Volume |
207,499 |
210,640 |
3,141 |
1.5% |
919,907 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,798.25 |
2,783.25 |
2,729.00 |
|
| R3 |
2,771.25 |
2,756.25 |
2,721.75 |
|
| R2 |
2,744.25 |
2,744.25 |
2,719.25 |
|
| R1 |
2,729.25 |
2,729.25 |
2,716.75 |
2,723.25 |
| PP |
2,717.25 |
2,717.25 |
2,717.25 |
2,714.25 |
| S1 |
2,702.25 |
2,702.25 |
2,711.75 |
2,696.25 |
| S2 |
2,690.25 |
2,690.25 |
2,709.25 |
|
| S3 |
2,663.25 |
2,675.25 |
2,706.75 |
|
| S4 |
2,636.25 |
2,648.25 |
2,699.50 |
|
|
| 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 |
2,705.25 |
45.00 |
1.7% |
23.75 |
0.9% |
20% |
False |
True |
192,485 |
| 10 |
2,750.25 |
2,686.25 |
64.00 |
2.4% |
27.50 |
1.0% |
44% |
False |
False |
205,347 |
| 20 |
2,750.25 |
2,580.00 |
170.25 |
6.3% |
35.75 |
1.3% |
79% |
False |
False |
211,311 |
| 40 |
2,750.25 |
2,502.00 |
248.25 |
9.1% |
35.25 |
1.3% |
85% |
False |
False |
115,267 |
| 60 |
2,750.25 |
2,502.00 |
248.25 |
9.1% |
36.00 |
1.3% |
85% |
False |
False |
76,863 |
| 80 |
2,847.00 |
2,502.00 |
345.00 |
12.7% |
32.50 |
1.2% |
62% |
False |
False |
57,655 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
26.50 |
1.0% |
61% |
False |
False |
46,125 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
22.25 |
0.8% |
61% |
False |
False |
38,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,847.00 |
|
2.618 |
2,803.00 |
|
1.618 |
2,776.00 |
|
1.000 |
2,759.25 |
|
0.618 |
2,749.00 |
|
HIGH |
2,732.25 |
|
0.618 |
2,722.00 |
|
0.500 |
2,718.75 |
|
0.382 |
2,715.50 |
|
LOW |
2,705.25 |
|
0.618 |
2,688.50 |
|
1.000 |
2,678.25 |
|
1.618 |
2,661.50 |
|
2.618 |
2,634.50 |
|
4.250 |
2,590.50 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,718.75 |
2,727.75 |
| PP |
2,717.25 |
2,723.25 |
| S1 |
2,715.75 |
2,718.75 |
|