| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,664.5 |
1,660.2 |
-4.3 |
-0.3% |
1,662.0 |
| High |
1,670.0 |
1,682.8 |
12.8 |
0.8% |
1,699.2 |
| Low |
1,655.8 |
1,659.6 |
3.8 |
0.2% |
1,631.3 |
| Close |
1,659.7 |
1,682.3 |
22.6 |
1.4% |
1,652.8 |
| Range |
14.2 |
23.2 |
9.0 |
63.4% |
67.9 |
| ATR |
20.2 |
20.4 |
0.2 |
1.1% |
0.0 |
| Volume |
6,216 |
2,349 |
-3,867 |
-62.2% |
17,965 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,744.5 |
1,736.6 |
1,695.1 |
|
| R3 |
1,721.3 |
1,713.4 |
1,688.7 |
|
| R2 |
1,698.1 |
1,698.1 |
1,686.6 |
|
| R1 |
1,690.2 |
1,690.2 |
1,684.4 |
1,694.2 |
| PP |
1,674.9 |
1,674.9 |
1,674.9 |
1,676.9 |
| S1 |
1,667.0 |
1,667.0 |
1,680.2 |
1,671.0 |
| S2 |
1,651.7 |
1,651.7 |
1,678.0 |
|
| S3 |
1,628.5 |
1,643.8 |
1,675.9 |
|
| S4 |
1,605.3 |
1,620.6 |
1,669.5 |
|
|
| 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 |
1,682.8 |
1,631.3 |
51.5 |
3.1% |
21.1 |
1.3% |
99% |
True |
False |
4,647 |
| 10 |
1,699.2 |
1,631.3 |
67.9 |
4.0% |
20.4 |
1.2% |
75% |
False |
False |
3,770 |
| 20 |
1,728.8 |
1,631.3 |
97.5 |
5.8% |
19.8 |
1.2% |
52% |
False |
False |
3,028 |
| 40 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.9 |
1.1% |
40% |
False |
False |
2,470 |
| 60 |
1,760.5 |
1,631.3 |
129.2 |
7.7% |
17.1 |
1.0% |
39% |
False |
False |
2,208 |
| 80 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.8 |
1.0% |
30% |
False |
False |
1,864 |
| 100 |
1,803.0 |
1,622.2 |
180.8 |
10.7% |
16.8 |
1.0% |
33% |
False |
False |
1,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,781.4 |
|
2.618 |
1,743.5 |
|
1.618 |
1,720.3 |
|
1.000 |
1,706.0 |
|
0.618 |
1,697.1 |
|
HIGH |
1,682.8 |
|
0.618 |
1,673.9 |
|
0.500 |
1,671.2 |
|
0.382 |
1,668.5 |
|
LOW |
1,659.6 |
|
0.618 |
1,645.3 |
|
1.000 |
1,636.4 |
|
1.618 |
1,622.1 |
|
2.618 |
1,598.9 |
|
4.250 |
1,561.0 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,678.6 |
1,677.3 |
| PP |
1,674.9 |
1,672.3 |
| S1 |
1,671.2 |
1,667.3 |
|