| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,659.5 |
1,667.8 |
8.3 |
0.5% |
1,656.3 |
| High |
1,674.8 |
1,684.9 |
10.1 |
0.6% |
1,678.8 |
| Low |
1,659.5 |
1,666.2 |
6.7 |
0.4% |
1,642.6 |
| Close |
1,669.4 |
1,683.9 |
14.5 |
0.9% |
1,660.6 |
| Range |
15.3 |
18.7 |
3.4 |
22.2% |
36.2 |
| ATR |
21.4 |
21.2 |
-0.2 |
-0.9% |
0.0 |
| Volume |
126,856 |
149,770 |
22,914 |
18.1% |
754,762 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,734.4 |
1,727.9 |
1,694.2 |
|
| R3 |
1,715.7 |
1,709.2 |
1,689.0 |
|
| R2 |
1,697.0 |
1,697.0 |
1,687.3 |
|
| R1 |
1,690.5 |
1,690.5 |
1,685.6 |
1,693.8 |
| PP |
1,678.3 |
1,678.3 |
1,678.3 |
1,680.0 |
| S1 |
1,671.8 |
1,671.8 |
1,682.2 |
1,675.1 |
| S2 |
1,659.6 |
1,659.6 |
1,680.5 |
|
| S3 |
1,640.9 |
1,653.1 |
1,678.8 |
|
| S4 |
1,622.2 |
1,634.4 |
1,673.6 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,769.3 |
1,751.1 |
1,680.5 |
|
| R3 |
1,733.1 |
1,714.9 |
1,670.6 |
|
| R2 |
1,696.9 |
1,696.9 |
1,667.2 |
|
| R1 |
1,678.7 |
1,678.7 |
1,663.9 |
1,687.8 |
| PP |
1,660.7 |
1,660.7 |
1,660.7 |
1,665.2 |
| S1 |
1,642.5 |
1,642.5 |
1,657.3 |
1,651.6 |
| S2 |
1,624.5 |
1,624.5 |
1,654.0 |
|
| S3 |
1,588.3 |
1,606.3 |
1,650.6 |
|
| S4 |
1,552.1 |
1,570.1 |
1,640.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,684.9 |
1,651.3 |
33.6 |
2.0% |
19.5 |
1.2% |
97% |
True |
False |
148,746 |
| 10 |
1,695.4 |
1,626.0 |
69.4 |
4.1% |
22.6 |
1.3% |
83% |
False |
False |
156,072 |
| 20 |
1,704.4 |
1,626.0 |
78.4 |
4.7% |
22.0 |
1.3% |
74% |
False |
False |
133,576 |
| 40 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.7 |
1.2% |
44% |
False |
False |
116,495 |
| 60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.5 |
1.2% |
44% |
False |
False |
81,385 |
| 80 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
19.0 |
1.1% |
33% |
False |
False |
61,973 |
| 100 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
19.2 |
1.1% |
33% |
False |
False |
49,970 |
| 120 |
1,800.0 |
1,588.7 |
211.3 |
12.5% |
18.5 |
1.1% |
45% |
False |
False |
41,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,764.4 |
|
2.618 |
1,733.9 |
|
1.618 |
1,715.2 |
|
1.000 |
1,703.6 |
|
0.618 |
1,696.5 |
|
HIGH |
1,684.9 |
|
0.618 |
1,677.8 |
|
0.500 |
1,675.6 |
|
0.382 |
1,673.3 |
|
LOW |
1,666.2 |
|
0.618 |
1,654.6 |
|
1.000 |
1,647.5 |
|
1.618 |
1,635.9 |
|
2.618 |
1,617.2 |
|
4.250 |
1,586.7 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,681.1 |
1,678.9 |
| PP |
1,678.3 |
1,674.0 |
| S1 |
1,675.6 |
1,669.0 |
|