| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,670.0 |
2,696.0 |
26.0 |
1.0% |
2,643.0 |
| High |
2,705.0 |
2,701.0 |
-4.0 |
-0.1% |
2,666.0 |
| Low |
2,666.0 |
2,681.0 |
15.0 |
0.6% |
2,604.0 |
| Close |
2,700.0 |
2,695.0 |
-5.0 |
-0.2% |
2,615.0 |
| Range |
39.0 |
20.0 |
-19.0 |
-48.7% |
62.0 |
| ATR |
36.1 |
35.0 |
-1.2 |
-3.2% |
0.0 |
| Volume |
578,838 |
640,423 |
61,585 |
10.6% |
1,437,203 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,752.3 |
2,743.7 |
2,706.0 |
|
| R3 |
2,732.3 |
2,723.7 |
2,700.5 |
|
| R2 |
2,712.3 |
2,712.3 |
2,698.7 |
|
| R1 |
2,703.7 |
2,703.7 |
2,696.8 |
2,698.0 |
| PP |
2,692.3 |
2,692.3 |
2,692.3 |
2,689.5 |
| S1 |
2,683.7 |
2,683.7 |
2,693.2 |
2,678.0 |
| S2 |
2,672.3 |
2,672.3 |
2,691.3 |
|
| S3 |
2,652.3 |
2,663.7 |
2,689.5 |
|
| S4 |
2,632.3 |
2,643.7 |
2,684.0 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.3 |
2,776.7 |
2,649.1 |
|
| R3 |
2,752.3 |
2,714.7 |
2,632.1 |
|
| R2 |
2,690.3 |
2,690.3 |
2,626.4 |
|
| R1 |
2,652.7 |
2,652.7 |
2,620.7 |
2,640.5 |
| PP |
2,628.3 |
2,628.3 |
2,628.3 |
2,622.3 |
| S1 |
2,590.7 |
2,590.7 |
2,609.3 |
2,578.5 |
| S2 |
2,566.3 |
2,566.3 |
2,603.6 |
|
| S3 |
2,504.3 |
2,528.7 |
2,598.0 |
|
| S4 |
2,442.3 |
2,466.7 |
2,580.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,705.0 |
2,604.0 |
101.0 |
3.7% |
36.2 |
1.3% |
90% |
False |
False |
610,636 |
| 10 |
2,705.0 |
2,604.0 |
101.0 |
3.7% |
29.1 |
1.1% |
90% |
False |
False |
775,205 |
| 20 |
2,705.0 |
2,557.0 |
148.0 |
5.5% |
28.8 |
1.1% |
93% |
False |
False |
449,121 |
| 40 |
2,705.0 |
2,417.0 |
288.0 |
10.7% |
31.1 |
1.2% |
97% |
False |
False |
226,675 |
| 60 |
2,705.0 |
2,417.0 |
288.0 |
10.7% |
32.7 |
1.2% |
97% |
False |
False |
152,843 |
| 80 |
2,705.0 |
2,417.0 |
288.0 |
10.7% |
33.3 |
1.2% |
97% |
False |
False |
116,744 |
| 100 |
2,705.0 |
2,379.0 |
326.0 |
12.1% |
32.4 |
1.2% |
97% |
False |
False |
93,513 |
| 120 |
2,705.0 |
2,117.0 |
588.0 |
21.8% |
33.1 |
1.2% |
98% |
False |
False |
77,955 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,786.0 |
|
2.618 |
2,753.4 |
|
1.618 |
2,733.4 |
|
1.000 |
2,721.0 |
|
0.618 |
2,713.4 |
|
HIGH |
2,701.0 |
|
0.618 |
2,693.4 |
|
0.500 |
2,691.0 |
|
0.382 |
2,688.6 |
|
LOW |
2,681.0 |
|
0.618 |
2,668.6 |
|
1.000 |
2,661.0 |
|
1.618 |
2,648.6 |
|
2.618 |
2,628.6 |
|
4.250 |
2,596.0 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,693.7 |
2,681.5 |
| PP |
2,692.3 |
2,668.0 |
| S1 |
2,691.0 |
2,654.5 |
|