| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,658.9 |
1,650.5 |
-8.4 |
-0.5% |
1,658.6 |
| High |
1,664.3 |
1,664.9 |
0.6 |
0.0% |
1,697.2 |
| Low |
1,644.5 |
1,649.0 |
4.5 |
0.3% |
1,627.9 |
| Close |
1,648.2 |
1,664.3 |
16.1 |
1.0% |
1,650.9 |
| Range |
19.8 |
15.9 |
-3.9 |
-19.7% |
69.3 |
| ATR |
21.5 |
21.1 |
-0.3 |
-1.6% |
0.0 |
| Volume |
16,200 |
13,733 |
-2,467 |
-15.2% |
39,481 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,707.1 |
1,701.6 |
1,673.0 |
|
| R3 |
1,691.2 |
1,685.7 |
1,668.7 |
|
| R2 |
1,675.3 |
1,675.3 |
1,667.2 |
|
| R1 |
1,669.8 |
1,669.8 |
1,665.8 |
1,672.6 |
| PP |
1,659.4 |
1,659.4 |
1,659.4 |
1,660.8 |
| S1 |
1,653.9 |
1,653.9 |
1,662.8 |
1,656.7 |
| S2 |
1,643.5 |
1,643.5 |
1,661.4 |
|
| S3 |
1,627.6 |
1,638.0 |
1,659.9 |
|
| S4 |
1,611.7 |
1,622.1 |
1,655.6 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,866.6 |
1,828.0 |
1,689.0 |
|
| R3 |
1,797.3 |
1,758.7 |
1,670.0 |
|
| R2 |
1,728.0 |
1,728.0 |
1,663.6 |
|
| R1 |
1,689.4 |
1,689.4 |
1,657.3 |
1,674.1 |
| PP |
1,658.7 |
1,658.7 |
1,658.7 |
1,651.0 |
| S1 |
1,620.1 |
1,620.1 |
1,644.5 |
1,604.8 |
| S2 |
1,589.4 |
1,589.4 |
1,638.2 |
|
| S3 |
1,520.1 |
1,550.8 |
1,631.8 |
|
| S4 |
1,450.8 |
1,481.5 |
1,612.8 |
|
|
| 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 |
1,627.9 |
69.3 |
4.2% |
25.3 |
1.5% |
53% |
False |
False |
13,206 |
| 10 |
1,697.2 |
1,627.9 |
69.3 |
4.2% |
20.4 |
1.2% |
53% |
False |
False |
8,295 |
| 20 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
19.8 |
1.2% |
37% |
False |
False |
6,115 |
| 40 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
17.8 |
1.1% |
28% |
False |
False |
4,491 |
| 60 |
1,776.6 |
1,627.9 |
148.7 |
8.9% |
17.5 |
1.1% |
24% |
False |
False |
3,382 |
| 80 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
16.9 |
1.0% |
21% |
False |
False |
2,812 |
| 100 |
1,801.8 |
1,607.8 |
194.0 |
11.7% |
16.8 |
1.0% |
29% |
False |
False |
2,361 |
| 120 |
1,801.8 |
1,584.7 |
217.1 |
13.0% |
15.4 |
0.9% |
37% |
False |
False |
2,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,732.5 |
|
2.618 |
1,706.5 |
|
1.618 |
1,690.6 |
|
1.000 |
1,680.8 |
|
0.618 |
1,674.7 |
|
HIGH |
1,664.9 |
|
0.618 |
1,658.8 |
|
0.500 |
1,657.0 |
|
0.382 |
1,655.1 |
|
LOW |
1,649.0 |
|
0.618 |
1,639.2 |
|
1.000 |
1,633.1 |
|
1.618 |
1,623.3 |
|
2.618 |
1,607.4 |
|
4.250 |
1,581.4 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,661.9 |
1,658.6 |
| PP |
1,659.4 |
1,652.8 |
| S1 |
1,657.0 |
1,647.1 |
|