| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,681.7 |
1,688.1 |
6.4 |
0.4% |
1,659.4 |
| High |
1,697.2 |
1,692.0 |
-5.2 |
-0.3% |
1,670.7 |
| Low |
1,673.2 |
1,663.7 |
-9.5 |
-0.6% |
1,653.5 |
| Close |
1,691.0 |
1,676.7 |
-14.3 |
-0.8% |
1,658.1 |
| Range |
24.0 |
28.3 |
4.3 |
17.9% |
17.2 |
| ATR |
18.8 |
19.5 |
0.7 |
3.6% |
0.0 |
| Volume |
5,912 |
10,409 |
4,497 |
76.1% |
13,536 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,762.4 |
1,747.8 |
1,692.3 |
|
| R3 |
1,734.1 |
1,719.5 |
1,684.5 |
|
| R2 |
1,705.8 |
1,705.8 |
1,681.9 |
|
| R1 |
1,691.2 |
1,691.2 |
1,679.3 |
1,684.4 |
| PP |
1,677.5 |
1,677.5 |
1,677.5 |
1,674.0 |
| S1 |
1,662.9 |
1,662.9 |
1,674.1 |
1,656.1 |
| S2 |
1,649.2 |
1,649.2 |
1,671.5 |
|
| S3 |
1,620.9 |
1,634.6 |
1,668.9 |
|
| S4 |
1,592.6 |
1,606.3 |
1,661.1 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,712.4 |
1,702.4 |
1,667.6 |
|
| R3 |
1,695.2 |
1,685.2 |
1,662.8 |
|
| R2 |
1,678.0 |
1,678.0 |
1,661.3 |
|
| R1 |
1,668.0 |
1,668.0 |
1,659.7 |
1,664.4 |
| PP |
1,660.8 |
1,660.8 |
1,660.8 |
1,659.0 |
| S1 |
1,650.8 |
1,650.8 |
1,656.5 |
1,647.2 |
| S2 |
1,643.6 |
1,643.6 |
1,654.9 |
|
| S3 |
1,626.4 |
1,633.6 |
1,653.4 |
|
| S4 |
1,609.2 |
1,616.4 |
1,648.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,697.2 |
1,655.5 |
41.7 |
2.5% |
20.1 |
1.2% |
51% |
False |
False |
5,790 |
| 10 |
1,697.2 |
1,638.0 |
59.2 |
3.5% |
20.2 |
1.2% |
65% |
False |
False |
5,501 |
| 20 |
1,726.7 |
1,638.0 |
88.7 |
5.3% |
19.0 |
1.1% |
44% |
False |
False |
4,227 |
| 40 |
1,757.9 |
1,638.0 |
119.9 |
7.2% |
17.9 |
1.1% |
32% |
False |
False |
3,459 |
| 60 |
1,784.5 |
1,638.0 |
146.5 |
8.7% |
16.9 |
1.0% |
26% |
False |
False |
2,581 |
| 80 |
1,801.8 |
1,638.0 |
163.8 |
9.8% |
16.9 |
1.0% |
24% |
False |
False |
2,232 |
| 100 |
1,801.8 |
1,598.8 |
203.0 |
12.1% |
16.6 |
1.0% |
38% |
False |
False |
1,880 |
| 120 |
1,801.8 |
1,579.4 |
222.4 |
13.3% |
15.0 |
0.9% |
44% |
False |
False |
1,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,812.3 |
|
2.618 |
1,766.1 |
|
1.618 |
1,737.8 |
|
1.000 |
1,720.3 |
|
0.618 |
1,709.5 |
|
HIGH |
1,692.0 |
|
0.618 |
1,681.2 |
|
0.500 |
1,677.9 |
|
0.382 |
1,674.5 |
|
LOW |
1,663.7 |
|
0.618 |
1,646.2 |
|
1.000 |
1,635.4 |
|
1.618 |
1,617.9 |
|
2.618 |
1,589.6 |
|
4.250 |
1,543.4 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,677.9 |
1,677.9 |
| PP |
1,677.5 |
1,677.5 |
| S1 |
1,677.1 |
1,677.1 |
|