| 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 |
1,449.00 |
1,446.00 |
-3.00 |
-0.2% |
1,382.25 |
| High |
1,450.00 |
1,452.50 |
2.50 |
0.2% |
1,456.00 |
| Low |
1,440.00 |
1,445.00 |
5.00 |
0.3% |
1,379.50 |
| Close |
1,445.50 |
1,449.00 |
3.50 |
0.2% |
1,450.75 |
| Range |
10.00 |
7.50 |
-2.50 |
-25.0% |
76.50 |
| ATR |
16.81 |
16.14 |
-0.66 |
-4.0% |
0.00 |
| Volume |
1,540 |
568 |
-972 |
-63.1% |
5,931 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,471.25 |
1,467.75 |
1,453.00 |
|
| R3 |
1,463.75 |
1,460.25 |
1,451.00 |
|
| R2 |
1,456.25 |
1,456.25 |
1,450.50 |
|
| R1 |
1,452.75 |
1,452.75 |
1,449.75 |
1,454.50 |
| PP |
1,448.75 |
1,448.75 |
1,448.75 |
1,449.75 |
| S1 |
1,445.25 |
1,445.25 |
1,448.25 |
1,447.00 |
| S2 |
1,441.25 |
1,441.25 |
1,447.50 |
|
| S3 |
1,433.75 |
1,437.75 |
1,447.00 |
|
| S4 |
1,426.25 |
1,430.25 |
1,445.00 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,658.25 |
1,631.00 |
1,492.75 |
|
| R3 |
1,581.75 |
1,554.50 |
1,471.75 |
|
| R2 |
1,505.25 |
1,505.25 |
1,464.75 |
|
| R1 |
1,478.00 |
1,478.00 |
1,457.75 |
1,491.50 |
| PP |
1,428.75 |
1,428.75 |
1,428.75 |
1,435.50 |
| S1 |
1,401.50 |
1,401.50 |
1,443.75 |
1,415.00 |
| S2 |
1,352.25 |
1,352.25 |
1,436.75 |
|
| S3 |
1,275.75 |
1,325.00 |
1,429.75 |
|
| S4 |
1,199.25 |
1,248.50 |
1,408.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,456.00 |
1,440.00 |
16.00 |
1.1% |
9.50 |
0.7% |
56% |
False |
False |
1,373 |
| 10 |
1,456.00 |
1,375.75 |
80.25 |
5.5% |
17.25 |
1.2% |
91% |
False |
False |
1,278 |
| 20 |
1,456.00 |
1,375.75 |
80.25 |
5.5% |
15.75 |
1.1% |
91% |
False |
False |
1,122 |
| 40 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
13.50 |
0.9% |
94% |
False |
False |
695 |
| 60 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
14.00 |
1.0% |
94% |
False |
False |
484 |
| 80 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
12.25 |
0.8% |
94% |
False |
False |
388 |
| 100 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
10.00 |
0.7% |
94% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,484.50 |
|
2.618 |
1,472.25 |
|
1.618 |
1,464.75 |
|
1.000 |
1,460.00 |
|
0.618 |
1,457.25 |
|
HIGH |
1,452.50 |
|
0.618 |
1,449.75 |
|
0.500 |
1,448.75 |
|
0.382 |
1,447.75 |
|
LOW |
1,445.00 |
|
0.618 |
1,440.25 |
|
1.000 |
1,437.50 |
|
1.618 |
1,432.75 |
|
2.618 |
1,425.25 |
|
4.250 |
1,413.00 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,449.00 |
1,448.00 |
| PP |
1,448.75 |
1,447.25 |
| S1 |
1,448.75 |
1,446.50 |
|