| 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 |
1,655.9 |
1,664.5 |
8.6 |
0.5% |
1,662.0 |
| High |
1,666.6 |
1,670.0 |
3.4 |
0.2% |
1,699.2 |
| Low |
1,651.7 |
1,655.8 |
4.1 |
0.2% |
1,631.3 |
| Close |
1,666.3 |
1,659.7 |
-6.6 |
-0.4% |
1,652.8 |
| Range |
14.9 |
14.2 |
-0.7 |
-4.7% |
67.9 |
| ATR |
20.7 |
20.2 |
-0.5 |
-2.2% |
0.0 |
| Volume |
2,534 |
6,216 |
3,682 |
145.3% |
17,965 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,704.4 |
1,696.3 |
1,667.5 |
|
| R3 |
1,690.2 |
1,682.1 |
1,663.6 |
|
| R2 |
1,676.0 |
1,676.0 |
1,662.3 |
|
| R1 |
1,667.9 |
1,667.9 |
1,661.0 |
1,664.9 |
| PP |
1,661.8 |
1,661.8 |
1,661.8 |
1,660.3 |
| S1 |
1,653.7 |
1,653.7 |
1,658.4 |
1,650.7 |
| S2 |
1,647.6 |
1,647.6 |
1,657.1 |
|
| S3 |
1,633.4 |
1,639.5 |
1,655.8 |
|
| S4 |
1,619.2 |
1,625.3 |
1,651.9 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,864.8 |
1,826.7 |
1,690.1 |
|
| R3 |
1,796.9 |
1,758.8 |
1,671.5 |
|
| R2 |
1,729.0 |
1,729.0 |
1,665.2 |
|
| R1 |
1,690.9 |
1,690.9 |
1,659.0 |
1,676.0 |
| PP |
1,661.1 |
1,661.1 |
1,661.1 |
1,653.7 |
| S1 |
1,623.0 |
1,623.0 |
1,646.6 |
1,608.1 |
| S2 |
1,593.2 |
1,593.2 |
1,640.4 |
|
| S3 |
1,525.3 |
1,555.1 |
1,634.1 |
|
| S4 |
1,457.4 |
1,487.2 |
1,615.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,693.0 |
1,631.3 |
61.7 |
3.7% |
22.0 |
1.3% |
46% |
False |
False |
5,123 |
| 10 |
1,699.2 |
1,631.3 |
67.9 |
4.1% |
19.6 |
1.2% |
42% |
False |
False |
3,650 |
| 20 |
1,728.8 |
1,631.3 |
97.5 |
5.9% |
19.1 |
1.2% |
29% |
False |
False |
2,950 |
| 40 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.6 |
1.1% |
22% |
False |
False |
2,457 |
| 60 |
1,760.5 |
1,631.3 |
129.2 |
7.8% |
17.0 |
1.0% |
22% |
False |
False |
2,182 |
| 80 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.7 |
1.0% |
17% |
False |
False |
1,837 |
| 100 |
1,803.0 |
1,620.7 |
182.3 |
11.0% |
16.7 |
1.0% |
21% |
False |
False |
1,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,730.4 |
|
2.618 |
1,707.2 |
|
1.618 |
1,693.0 |
|
1.000 |
1,684.2 |
|
0.618 |
1,678.8 |
|
HIGH |
1,670.0 |
|
0.618 |
1,664.6 |
|
0.500 |
1,662.9 |
|
0.382 |
1,661.2 |
|
LOW |
1,655.8 |
|
0.618 |
1,647.0 |
|
1.000 |
1,641.6 |
|
1.618 |
1,632.8 |
|
2.618 |
1,618.6 |
|
4.250 |
1,595.5 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,662.9 |
1,659.4 |
| PP |
1,661.8 |
1,659.2 |
| S1 |
1,660.8 |
1,658.9 |
|