| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,667.8 |
1,679.7 |
11.9 |
0.7% |
1,656.3 |
| High |
1,684.9 |
1,684.7 |
-0.2 |
0.0% |
1,678.8 |
| Low |
1,666.2 |
1,673.0 |
6.8 |
0.4% |
1,642.6 |
| Close |
1,683.9 |
1,683.2 |
-0.7 |
0.0% |
1,660.6 |
| Range |
18.7 |
11.7 |
-7.0 |
-37.4% |
36.2 |
| ATR |
21.2 |
20.6 |
-0.7 |
-3.2% |
0.0 |
| Volume |
149,770 |
137,525 |
-12,245 |
-8.2% |
754,762 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,715.4 |
1,711.0 |
1,689.6 |
|
| R3 |
1,703.7 |
1,699.3 |
1,686.4 |
|
| R2 |
1,692.0 |
1,692.0 |
1,685.3 |
|
| R1 |
1,687.6 |
1,687.6 |
1,684.3 |
1,689.8 |
| PP |
1,680.3 |
1,680.3 |
1,680.3 |
1,681.4 |
| S1 |
1,675.9 |
1,675.9 |
1,682.1 |
1,678.1 |
| S2 |
1,668.6 |
1,668.6 |
1,681.1 |
|
| S3 |
1,656.9 |
1,664.2 |
1,680.0 |
|
| S4 |
1,645.2 |
1,652.5 |
1,676.8 |
|
|
| 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 |
1,653.1 |
31.8 |
1.9% |
18.9 |
1.1% |
95% |
False |
False |
149,909 |
| 10 |
1,690.5 |
1,626.0 |
64.5 |
3.8% |
21.3 |
1.3% |
89% |
False |
False |
156,542 |
| 20 |
1,704.4 |
1,626.0 |
78.4 |
4.7% |
21.9 |
1.3% |
73% |
False |
False |
135,756 |
| 40 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.7 |
1.2% |
44% |
False |
False |
119,380 |
| 60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.2 |
1.1% |
44% |
False |
False |
83,646 |
| 80 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
18.9 |
1.1% |
33% |
False |
False |
63,679 |
| 100 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
19.1 |
1.1% |
33% |
False |
False |
51,335 |
| 120 |
1,800.0 |
1,588.7 |
211.3 |
12.6% |
18.4 |
1.1% |
45% |
False |
False |
42,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,734.4 |
|
2.618 |
1,715.3 |
|
1.618 |
1,703.6 |
|
1.000 |
1,696.4 |
|
0.618 |
1,691.9 |
|
HIGH |
1,684.7 |
|
0.618 |
1,680.2 |
|
0.500 |
1,678.9 |
|
0.382 |
1,677.5 |
|
LOW |
1,673.0 |
|
0.618 |
1,665.8 |
|
1.000 |
1,661.3 |
|
1.618 |
1,654.1 |
|
2.618 |
1,642.4 |
|
4.250 |
1,623.3 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,681.8 |
1,679.5 |
| PP |
1,680.3 |
1,675.9 |
| S1 |
1,678.9 |
1,672.2 |
|