| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,726.25 |
2,735.50 |
9.25 |
0.3% |
2,744.00 |
| High |
2,752.00 |
2,741.75 |
-10.25 |
-0.4% |
2,752.00 |
| Low |
2,716.50 |
2,722.50 |
6.00 |
0.2% |
2,705.25 |
| Close |
2,740.50 |
2,733.75 |
-6.75 |
-0.2% |
2,733.75 |
| Range |
35.50 |
19.25 |
-16.25 |
-45.8% |
46.75 |
| ATR |
34.29 |
33.21 |
-1.07 |
-3.1% |
0.00 |
| Volume |
211,220 |
171,009 |
-40,211 |
-19.0% |
982,027 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.50 |
2,781.25 |
2,744.25 |
|
| R3 |
2,771.25 |
2,762.00 |
2,739.00 |
|
| R2 |
2,752.00 |
2,752.00 |
2,737.25 |
|
| R1 |
2,742.75 |
2,742.75 |
2,735.50 |
2,737.75 |
| PP |
2,732.75 |
2,732.75 |
2,732.75 |
2,730.00 |
| S1 |
2,723.50 |
2,723.50 |
2,732.00 |
2,718.50 |
| S2 |
2,713.50 |
2,713.50 |
2,730.25 |
|
| S3 |
2,694.25 |
2,704.25 |
2,728.50 |
|
| S4 |
2,675.00 |
2,685.00 |
2,723.25 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.50 |
2,849.00 |
2,759.50 |
|
| R3 |
2,823.75 |
2,802.25 |
2,746.50 |
|
| R2 |
2,777.00 |
2,777.00 |
2,742.25 |
|
| R1 |
2,755.50 |
2,755.50 |
2,738.00 |
2,743.00 |
| PP |
2,730.25 |
2,730.25 |
2,730.25 |
2,724.00 |
| S1 |
2,708.75 |
2,708.75 |
2,729.50 |
2,696.00 |
| S2 |
2,683.50 |
2,683.50 |
2,725.25 |
|
| S3 |
2,636.75 |
2,662.00 |
2,721.00 |
|
| S4 |
2,590.00 |
2,615.25 |
2,708.00 |
|
|
| 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% |
28.00 |
1.0% |
61% |
False |
False |
196,405 |
| 10 |
2,752.00 |
2,698.50 |
53.50 |
2.0% |
24.75 |
0.9% |
66% |
False |
False |
190,193 |
| 20 |
2,752.00 |
2,580.00 |
172.00 |
6.3% |
33.50 |
1.2% |
89% |
False |
False |
189,246 |
| 40 |
2,752.00 |
2,574.00 |
178.00 |
6.5% |
34.75 |
1.3% |
90% |
False |
False |
129,353 |
| 60 |
2,752.00 |
2,502.00 |
250.00 |
9.1% |
35.25 |
1.3% |
93% |
False |
False |
86,260 |
| 80 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
33.25 |
1.2% |
71% |
False |
False |
64,704 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
27.00 |
1.0% |
67% |
False |
False |
51,763 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
22.75 |
0.8% |
67% |
False |
False |
43,136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,823.50 |
|
2.618 |
2,792.25 |
|
1.618 |
2,773.00 |
|
1.000 |
2,761.00 |
|
0.618 |
2,753.75 |
|
HIGH |
2,741.75 |
|
0.618 |
2,734.50 |
|
0.500 |
2,732.00 |
|
0.382 |
2,729.75 |
|
LOW |
2,722.50 |
|
0.618 |
2,710.50 |
|
1.000 |
2,703.25 |
|
1.618 |
2,691.25 |
|
2.618 |
2,672.00 |
|
4.250 |
2,640.75 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.25 |
2,733.00 |
| PP |
2,732.75 |
2,732.00 |
| S1 |
2,732.00 |
2,731.25 |
|