| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,650.5 |
1,662.3 |
11.8 |
0.7% |
1,658.6 |
| High |
1,664.9 |
1,667.8 |
2.9 |
0.2% |
1,697.2 |
| Low |
1,649.0 |
1,653.5 |
4.5 |
0.3% |
1,627.9 |
| Close |
1,664.3 |
1,657.7 |
-6.6 |
-0.4% |
1,650.9 |
| Range |
15.9 |
14.3 |
-1.6 |
-10.1% |
69.3 |
| ATR |
21.1 |
20.6 |
-0.5 |
-2.3% |
0.0 |
| Volume |
13,733 |
18,538 |
4,805 |
35.0% |
39,481 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,702.6 |
1,694.4 |
1,665.6 |
|
| R3 |
1,688.3 |
1,680.1 |
1,661.6 |
|
| R2 |
1,674.0 |
1,674.0 |
1,660.3 |
|
| R1 |
1,665.8 |
1,665.8 |
1,659.0 |
1,662.8 |
| PP |
1,659.7 |
1,659.7 |
1,659.7 |
1,658.1 |
| S1 |
1,651.5 |
1,651.5 |
1,656.4 |
1,648.5 |
| S2 |
1,645.4 |
1,645.4 |
1,655.1 |
|
| S3 |
1,631.1 |
1,637.2 |
1,653.8 |
|
| S4 |
1,616.8 |
1,622.9 |
1,649.8 |
|
|
| 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 |
1,692.0 |
1,627.9 |
64.1 |
3.9% |
23.3 |
1.4% |
46% |
False |
False |
15,731 |
| 10 |
1,697.2 |
1,627.9 |
69.3 |
4.2% |
20.6 |
1.2% |
43% |
False |
False |
9,862 |
| 20 |
1,726.7 |
1,627.9 |
98.8 |
6.0% |
19.8 |
1.2% |
30% |
False |
False |
6,967 |
| 40 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
17.9 |
1.1% |
23% |
False |
False |
4,887 |
| 60 |
1,758.5 |
1,627.9 |
130.6 |
7.9% |
17.5 |
1.1% |
23% |
False |
False |
3,683 |
| 80 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.0 |
1.0% |
17% |
False |
False |
3,028 |
| 100 |
1,801.8 |
1,618.3 |
183.5 |
11.1% |
16.8 |
1.0% |
21% |
False |
False |
2,541 |
| 120 |
1,801.8 |
1,584.7 |
217.1 |
13.1% |
15.6 |
0.9% |
34% |
False |
False |
2,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,728.6 |
|
2.618 |
1,705.2 |
|
1.618 |
1,690.9 |
|
1.000 |
1,682.1 |
|
0.618 |
1,676.6 |
|
HIGH |
1,667.8 |
|
0.618 |
1,662.3 |
|
0.500 |
1,660.7 |
|
0.382 |
1,659.0 |
|
LOW |
1,653.5 |
|
0.618 |
1,644.7 |
|
1.000 |
1,639.2 |
|
1.618 |
1,630.4 |
|
2.618 |
1,616.1 |
|
4.250 |
1,592.7 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,660.7 |
1,657.2 |
| PP |
1,659.7 |
1,656.7 |
| S1 |
1,658.7 |
1,656.2 |
|