| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,689.0 |
2,700.0 |
11.0 |
0.4% |
2,670.0 |
| High |
2,713.0 |
2,708.0 |
-5.0 |
-0.2% |
2,713.0 |
| Low |
2,683.0 |
2,683.0 |
0.0 |
0.0% |
2,666.0 |
| Close |
2,698.0 |
2,686.0 |
-12.0 |
-0.4% |
2,698.0 |
| Range |
30.0 |
25.0 |
-5.0 |
-16.7% |
47.0 |
| ATR |
34.6 |
33.9 |
-0.7 |
-2.0% |
0.0 |
| Volume |
560,645 |
670,289 |
109,644 |
19.6% |
1,779,906 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.3 |
2,751.7 |
2,699.8 |
|
| R3 |
2,742.3 |
2,726.7 |
2,692.9 |
|
| R2 |
2,717.3 |
2,717.3 |
2,690.6 |
|
| R1 |
2,701.7 |
2,701.7 |
2,688.3 |
2,697.0 |
| PP |
2,692.3 |
2,692.3 |
2,692.3 |
2,690.0 |
| S1 |
2,676.7 |
2,676.7 |
2,683.7 |
2,672.0 |
| S2 |
2,667.3 |
2,667.3 |
2,681.4 |
|
| S3 |
2,642.3 |
2,651.7 |
2,679.1 |
|
| S4 |
2,617.3 |
2,626.7 |
2,672.3 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,833.3 |
2,812.7 |
2,723.9 |
|
| R3 |
2,786.3 |
2,765.7 |
2,710.9 |
|
| R2 |
2,739.3 |
2,739.3 |
2,706.6 |
|
| R1 |
2,718.7 |
2,718.7 |
2,702.3 |
2,729.0 |
| PP |
2,692.3 |
2,692.3 |
2,692.3 |
2,697.5 |
| S1 |
2,671.7 |
2,671.7 |
2,693.7 |
2,682.0 |
| S2 |
2,645.3 |
2,645.3 |
2,689.4 |
|
| S3 |
2,598.3 |
2,624.7 |
2,685.1 |
|
| S4 |
2,551.3 |
2,577.7 |
2,672.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,713.0 |
2,604.0 |
109.0 |
4.1% |
35.2 |
1.3% |
75% |
False |
False |
678,189 |
| 10 |
2,713.0 |
2,604.0 |
109.0 |
4.1% |
30.7 |
1.1% |
75% |
False |
False |
702,148 |
| 20 |
2,713.0 |
2,557.0 |
156.0 |
5.8% |
29.1 |
1.1% |
83% |
False |
False |
507,412 |
| 40 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
31.2 |
1.2% |
91% |
False |
False |
257,446 |
| 60 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
32.7 |
1.2% |
91% |
False |
False |
173,355 |
| 80 |
2,713.0 |
2,417.0 |
296.0 |
11.0% |
33.3 |
1.2% |
91% |
False |
False |
131,974 |
| 100 |
2,713.0 |
2,379.0 |
334.0 |
12.4% |
32.5 |
1.2% |
92% |
False |
False |
105,821 |
| 120 |
2,713.0 |
2,117.0 |
596.0 |
22.2% |
33.2 |
1.2% |
95% |
False |
False |
88,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.3 |
|
2.618 |
2,773.5 |
|
1.618 |
2,748.5 |
|
1.000 |
2,733.0 |
|
0.618 |
2,723.5 |
|
HIGH |
2,708.0 |
|
0.618 |
2,698.5 |
|
0.500 |
2,695.5 |
|
0.382 |
2,692.6 |
|
LOW |
2,683.0 |
|
0.618 |
2,667.6 |
|
1.000 |
2,658.0 |
|
1.618 |
2,642.6 |
|
2.618 |
2,617.6 |
|
4.250 |
2,576.8 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,695.5 |
2,697.0 |
| PP |
2,692.3 |
2,693.3 |
| S1 |
2,689.2 |
2,689.7 |
|