| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,662.0 |
1,678.8 |
16.8 |
1.0% |
1,660.8 |
| High |
1,684.7 |
1,699.2 |
14.5 |
0.9% |
1,672.6 |
| Low |
1,661.0 |
1,675.1 |
14.1 |
0.8% |
1,657.1 |
| Close |
1,680.0 |
1,693.0 |
13.0 |
0.8% |
1,660.1 |
| Range |
23.7 |
24.1 |
0.4 |
1.7% |
15.5 |
| ATR |
18.1 |
18.5 |
0.4 |
2.4% |
0.0 |
| Volume |
2,298 |
3,231 |
933 |
40.6% |
7,839 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,761.4 |
1,751.3 |
1,706.3 |
|
| R3 |
1,737.3 |
1,727.2 |
1,699.6 |
|
| R2 |
1,713.2 |
1,713.2 |
1,697.4 |
|
| R1 |
1,703.1 |
1,703.1 |
1,695.2 |
1,708.2 |
| PP |
1,689.1 |
1,689.1 |
1,689.1 |
1,691.6 |
| S1 |
1,679.0 |
1,679.0 |
1,690.8 |
1,684.1 |
| S2 |
1,665.0 |
1,665.0 |
1,688.6 |
|
| S3 |
1,640.9 |
1,654.9 |
1,686.4 |
|
| S4 |
1,616.8 |
1,630.8 |
1,679.7 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,709.8 |
1,700.4 |
1,668.6 |
|
| R3 |
1,694.3 |
1,684.9 |
1,664.4 |
|
| R2 |
1,678.8 |
1,678.8 |
1,662.9 |
|
| R1 |
1,669.4 |
1,669.4 |
1,661.5 |
1,666.4 |
| PP |
1,663.3 |
1,663.3 |
1,663.3 |
1,661.7 |
| S1 |
1,653.9 |
1,653.9 |
1,658.7 |
1,650.9 |
| S2 |
1,647.8 |
1,647.8 |
1,657.3 |
|
| S3 |
1,632.3 |
1,638.4 |
1,655.8 |
|
| S4 |
1,616.8 |
1,622.9 |
1,651.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,699.2 |
1,657.1 |
42.1 |
2.5% |
17.2 |
1.0% |
85% |
True |
False |
2,176 |
| 10 |
1,708.2 |
1,640.8 |
67.4 |
4.0% |
21.2 |
1.2% |
77% |
False |
False |
2,147 |
| 20 |
1,728.8 |
1,640.8 |
88.0 |
5.2% |
18.6 |
1.1% |
59% |
False |
False |
2,216 |
| 40 |
1,759.5 |
1,640.8 |
118.7 |
7.0% |
17.4 |
1.0% |
44% |
False |
False |
2,063 |
| 60 |
1,787.0 |
1,640.8 |
146.2 |
8.6% |
16.3 |
1.0% |
36% |
False |
False |
1,803 |
| 80 |
1,803.0 |
1,640.8 |
162.2 |
9.6% |
16.4 |
1.0% |
32% |
False |
False |
1,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,801.6 |
|
2.618 |
1,762.3 |
|
1.618 |
1,738.2 |
|
1.000 |
1,723.3 |
|
0.618 |
1,714.1 |
|
HIGH |
1,699.2 |
|
0.618 |
1,690.0 |
|
0.500 |
1,687.2 |
|
0.382 |
1,684.3 |
|
LOW |
1,675.1 |
|
0.618 |
1,660.2 |
|
1.000 |
1,651.0 |
|
1.618 |
1,636.1 |
|
2.618 |
1,612.0 |
|
4.250 |
1,572.7 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,691.1 |
1,688.3 |
| PP |
1,689.1 |
1,683.6 |
| S1 |
1,687.2 |
1,678.9 |
|