| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,691.0 |
2,716.0 |
25.0 |
0.9% |
2,724.0 |
| High |
2,724.0 |
2,728.0 |
4.0 |
0.1% |
2,729.0 |
| Low |
2,690.0 |
2,702.0 |
12.0 |
0.4% |
2,681.0 |
| Close |
2,712.0 |
2,706.0 |
-6.0 |
-0.2% |
2,706.0 |
| Range |
34.0 |
26.0 |
-8.0 |
-23.5% |
48.0 |
| ATR |
30.9 |
30.6 |
-0.4 |
-1.1% |
0.0 |
| Volume |
890,226 |
309,839 |
-580,387 |
-65.2% |
3,759,268 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,790.0 |
2,774.0 |
2,720.3 |
|
| R3 |
2,764.0 |
2,748.0 |
2,713.2 |
|
| R2 |
2,738.0 |
2,738.0 |
2,710.8 |
|
| R1 |
2,722.0 |
2,722.0 |
2,708.4 |
2,717.0 |
| PP |
2,712.0 |
2,712.0 |
2,712.0 |
2,709.5 |
| S1 |
2,696.0 |
2,696.0 |
2,703.6 |
2,691.0 |
| S2 |
2,686.0 |
2,686.0 |
2,701.2 |
|
| S3 |
2,660.0 |
2,670.0 |
2,698.9 |
|
| S4 |
2,634.0 |
2,644.0 |
2,691.7 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.3 |
2,825.7 |
2,732.4 |
|
| R3 |
2,801.3 |
2,777.7 |
2,719.2 |
|
| R2 |
2,753.3 |
2,753.3 |
2,714.8 |
|
| R1 |
2,729.7 |
2,729.7 |
2,710.4 |
2,717.5 |
| PP |
2,705.3 |
2,705.3 |
2,705.3 |
2,699.3 |
| S1 |
2,681.7 |
2,681.7 |
2,701.6 |
2,669.5 |
| S2 |
2,657.3 |
2,657.3 |
2,697.2 |
|
| S3 |
2,609.3 |
2,633.7 |
2,692.8 |
|
| S4 |
2,561.3 |
2,585.7 |
2,679.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,729.0 |
2,681.0 |
48.0 |
1.8% |
27.4 |
1.0% |
52% |
False |
False |
751,853 |
| 10 |
2,729.0 |
2,675.0 |
54.0 |
2.0% |
26.7 |
1.0% |
57% |
False |
False |
736,524 |
| 20 |
2,729.0 |
2,604.0 |
125.0 |
4.6% |
28.7 |
1.1% |
82% |
False |
False |
736,671 |
| 40 |
2,729.0 |
2,440.0 |
289.0 |
10.7% |
28.4 |
1.0% |
92% |
False |
False |
424,742 |
| 60 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
31.3 |
1.2% |
93% |
False |
False |
284,863 |
| 80 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
32.7 |
1.2% |
93% |
False |
False |
214,346 |
| 100 |
2,729.0 |
2,379.0 |
350.0 |
12.9% |
32.8 |
1.2% |
93% |
False |
False |
172,761 |
| 120 |
2,729.0 |
2,233.0 |
496.0 |
18.3% |
32.3 |
1.2% |
95% |
False |
False |
143,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,838.5 |
|
2.618 |
2,796.1 |
|
1.618 |
2,770.1 |
|
1.000 |
2,754.0 |
|
0.618 |
2,744.1 |
|
HIGH |
2,728.0 |
|
0.618 |
2,718.1 |
|
0.500 |
2,715.0 |
|
0.382 |
2,711.9 |
|
LOW |
2,702.0 |
|
0.618 |
2,685.9 |
|
1.000 |
2,676.0 |
|
1.618 |
2,659.9 |
|
2.618 |
2,633.9 |
|
4.250 |
2,591.5 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,715.0 |
2,705.5 |
| PP |
2,712.0 |
2,705.0 |
| S1 |
2,709.0 |
2,704.5 |
|