| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,679.7 |
1,680.5 |
0.8 |
0.0% |
1,656.3 |
| High |
1,684.7 |
1,697.8 |
13.1 |
0.8% |
1,678.8 |
| Low |
1,673.0 |
1,666.4 |
-6.6 |
-0.4% |
1,642.6 |
| Close |
1,683.2 |
1,690.8 |
7.6 |
0.5% |
1,660.6 |
| Range |
11.7 |
31.4 |
19.7 |
168.4% |
36.2 |
| ATR |
20.6 |
21.3 |
0.8 |
3.8% |
0.0 |
| Volume |
137,525 |
202,942 |
65,417 |
47.6% |
754,762 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,779.2 |
1,766.4 |
1,708.1 |
|
| R3 |
1,747.8 |
1,735.0 |
1,699.4 |
|
| R2 |
1,716.4 |
1,716.4 |
1,696.6 |
|
| R1 |
1,703.6 |
1,703.6 |
1,693.7 |
1,710.0 |
| PP |
1,685.0 |
1,685.0 |
1,685.0 |
1,688.2 |
| S1 |
1,672.2 |
1,672.2 |
1,687.9 |
1,678.6 |
| S2 |
1,653.6 |
1,653.6 |
1,685.0 |
|
| S3 |
1,622.2 |
1,640.8 |
1,682.2 |
|
| S4 |
1,590.8 |
1,609.4 |
1,673.5 |
|
|
| 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 |
1,697.8 |
1,653.1 |
44.7 |
2.6% |
20.2 |
1.2% |
84% |
True |
False |
158,633 |
| 10 |
1,697.8 |
1,626.0 |
71.8 |
4.2% |
21.5 |
1.3% |
90% |
True |
False |
162,458 |
| 20 |
1,697.8 |
1,626.0 |
71.8 |
4.2% |
21.3 |
1.3% |
90% |
True |
False |
136,883 |
| 40 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
20.0 |
1.2% |
49% |
False |
False |
123,807 |
| 60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.5 |
1.2% |
49% |
False |
False |
86,875 |
| 80 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
19.1 |
1.1% |
37% |
False |
False |
66,149 |
| 100 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
19.3 |
1.1% |
37% |
False |
False |
53,355 |
| 120 |
1,800.0 |
1,588.7 |
211.3 |
12.5% |
18.6 |
1.1% |
48% |
False |
False |
44,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,831.3 |
|
2.618 |
1,780.0 |
|
1.618 |
1,748.6 |
|
1.000 |
1,729.2 |
|
0.618 |
1,717.2 |
|
HIGH |
1,697.8 |
|
0.618 |
1,685.8 |
|
0.500 |
1,682.1 |
|
0.382 |
1,678.4 |
|
LOW |
1,666.4 |
|
0.618 |
1,647.0 |
|
1.000 |
1,635.0 |
|
1.618 |
1,615.6 |
|
2.618 |
1,584.2 |
|
4.250 |
1,533.0 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,687.9 |
1,687.9 |
| PP |
1,685.0 |
1,684.9 |
| S1 |
1,682.1 |
1,682.0 |
|