| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,690.0 |
2,707.0 |
17.0 |
0.6% |
2,670.0 |
| High |
2,704.0 |
2,720.0 |
16.0 |
0.6% |
2,713.0 |
| Low |
2,684.0 |
2,687.0 |
3.0 |
0.1% |
2,666.0 |
| Close |
2,700.0 |
2,701.0 |
1.0 |
0.0% |
2,698.0 |
| Range |
20.0 |
33.0 |
13.0 |
65.0% |
47.0 |
| ATR |
32.6 |
32.6 |
0.0 |
0.1% |
0.0 |
| Volume |
894,172 |
667,301 |
-226,871 |
-25.4% |
1,779,906 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,801.7 |
2,784.3 |
2,719.2 |
|
| R3 |
2,768.7 |
2,751.3 |
2,710.1 |
|
| R2 |
2,735.7 |
2,735.7 |
2,707.1 |
|
| R1 |
2,718.3 |
2,718.3 |
2,704.0 |
2,710.5 |
| PP |
2,702.7 |
2,702.7 |
2,702.7 |
2,698.8 |
| S1 |
2,685.3 |
2,685.3 |
2,698.0 |
2,677.5 |
| S2 |
2,669.7 |
2,669.7 |
2,695.0 |
|
| S3 |
2,636.7 |
2,652.3 |
2,691.9 |
|
| S4 |
2,603.7 |
2,619.3 |
2,682.9 |
|
|
| 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 |
2,720.0 |
2,675.0 |
45.0 |
1.7% |
27.4 |
1.0% |
58% |
True |
False |
706,923 |
| 10 |
2,720.0 |
2,604.0 |
116.0 |
4.3% |
31.8 |
1.2% |
84% |
True |
False |
658,779 |
| 20 |
2,720.0 |
2,557.0 |
163.0 |
6.0% |
28.9 |
1.1% |
88% |
True |
False |
608,998 |
| 40 |
2,720.0 |
2,417.0 |
303.0 |
11.2% |
29.8 |
1.1% |
94% |
True |
False |
315,000 |
| 60 |
2,720.0 |
2,417.0 |
303.0 |
11.2% |
32.0 |
1.2% |
94% |
True |
False |
211,745 |
| 80 |
2,720.0 |
2,417.0 |
303.0 |
11.2% |
32.5 |
1.2% |
94% |
True |
False |
160,602 |
| 100 |
2,720.0 |
2,379.0 |
341.0 |
12.6% |
33.0 |
1.2% |
94% |
True |
False |
128,857 |
| 120 |
2,720.0 |
2,117.0 |
603.0 |
22.3% |
33.6 |
1.2% |
97% |
True |
False |
107,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.3 |
|
2.618 |
2,806.4 |
|
1.618 |
2,773.4 |
|
1.000 |
2,753.0 |
|
0.618 |
2,740.4 |
|
HIGH |
2,720.0 |
|
0.618 |
2,707.4 |
|
0.500 |
2,703.5 |
|
0.382 |
2,699.6 |
|
LOW |
2,687.0 |
|
0.618 |
2,666.6 |
|
1.000 |
2,654.0 |
|
1.618 |
2,633.6 |
|
2.618 |
2,600.6 |
|
4.250 |
2,546.8 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,703.5 |
2,699.8 |
| PP |
2,702.7 |
2,698.7 |
| S1 |
2,701.8 |
2,697.5 |
|