| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,720.75 |
2,726.25 |
5.50 |
0.2% |
2,716.25 |
| High |
2,737.50 |
2,752.00 |
14.50 |
0.5% |
2,744.50 |
| Low |
2,710.50 |
2,716.50 |
6.00 |
0.2% |
2,698.50 |
| Close |
2,726.00 |
2,740.50 |
14.50 |
0.5% |
2,743.75 |
| Range |
27.00 |
35.50 |
8.50 |
31.5% |
46.00 |
| ATR |
34.20 |
34.29 |
0.09 |
0.3% |
0.00 |
| Volume |
181,659 |
211,220 |
29,561 |
16.3% |
919,907 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,842.75 |
2,827.25 |
2,760.00 |
|
| R3 |
2,807.25 |
2,791.75 |
2,750.25 |
|
| R2 |
2,771.75 |
2,771.75 |
2,747.00 |
|
| R1 |
2,756.25 |
2,756.25 |
2,743.75 |
2,764.00 |
| PP |
2,736.25 |
2,736.25 |
2,736.25 |
2,740.25 |
| S1 |
2,720.75 |
2,720.75 |
2,737.25 |
2,728.50 |
| S2 |
2,700.75 |
2,700.75 |
2,734.00 |
|
| S3 |
2,665.25 |
2,685.25 |
2,730.75 |
|
| S4 |
2,629.75 |
2,649.75 |
2,721.00 |
|
|
| 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 |
2,752.00 |
2,705.25 |
46.75 |
1.7% |
26.50 |
1.0% |
75% |
True |
False |
190,284 |
| 10 |
2,752.00 |
2,698.50 |
53.50 |
2.0% |
25.25 |
0.9% |
79% |
True |
False |
194,378 |
| 20 |
2,752.00 |
2,580.00 |
172.00 |
6.3% |
33.75 |
1.2% |
93% |
True |
False |
194,630 |
| 40 |
2,752.00 |
2,565.75 |
186.25 |
6.8% |
35.00 |
1.3% |
94% |
True |
False |
125,082 |
| 60 |
2,752.00 |
2,502.00 |
250.00 |
9.1% |
35.50 |
1.3% |
95% |
True |
False |
83,410 |
| 80 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
33.50 |
1.2% |
73% |
False |
False |
62,566 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
27.00 |
1.0% |
69% |
False |
False |
50,053 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
22.75 |
0.8% |
69% |
False |
False |
41,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,903.00 |
|
2.618 |
2,845.00 |
|
1.618 |
2,809.50 |
|
1.000 |
2,787.50 |
|
0.618 |
2,774.00 |
|
HIGH |
2,752.00 |
|
0.618 |
2,738.50 |
|
0.500 |
2,734.25 |
|
0.382 |
2,730.00 |
|
LOW |
2,716.50 |
|
0.618 |
2,694.50 |
|
1.000 |
2,681.00 |
|
1.618 |
2,659.00 |
|
2.618 |
2,623.50 |
|
4.250 |
2,565.50 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,738.50 |
2,736.50 |
| PP |
2,736.25 |
2,732.50 |
| S1 |
2,734.25 |
2,728.50 |
|