| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,324 |
13,322 |
-2 |
0.0% |
12,801 |
| High |
13,360 |
13,377 |
17 |
0.1% |
13,377 |
| Low |
13,287 |
13,296 |
9 |
0.1% |
12,742 |
| Close |
13,319 |
13,346 |
27 |
0.2% |
13,346 |
| Range |
73 |
81 |
8 |
11.0% |
635 |
| ATR |
162 |
156 |
-6 |
-3.6% |
0 |
| Volume |
116,327 |
100,235 |
-16,092 |
-13.8% |
498,015 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,583 |
13,545 |
13,391 |
|
| R3 |
13,502 |
13,464 |
13,368 |
|
| R2 |
13,421 |
13,421 |
13,361 |
|
| R1 |
13,383 |
13,383 |
13,354 |
13,402 |
| PP |
13,340 |
13,340 |
13,340 |
13,349 |
| S1 |
13,302 |
13,302 |
13,339 |
13,321 |
| S2 |
13,259 |
13,259 |
13,331 |
|
| S3 |
13,178 |
13,221 |
13,324 |
|
| S4 |
13,097 |
13,140 |
13,302 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
15,060 |
14,838 |
13,695 |
|
| R3 |
14,425 |
14,203 |
13,521 |
|
| R2 |
13,790 |
13,790 |
13,463 |
|
| R1 |
13,568 |
13,568 |
13,404 |
13,679 |
| PP |
13,155 |
13,155 |
13,155 |
13,211 |
| S1 |
12,933 |
12,933 |
13,288 |
13,044 |
| S2 |
12,520 |
12,520 |
13,230 |
|
| S3 |
11,885 |
12,298 |
13,172 |
|
| S4 |
11,250 |
11,663 |
12,997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,377 |
12,742 |
635 |
4.8% |
191 |
1.4% |
95% |
True |
False |
118,507 |
| 10 |
13,377 |
12,742 |
635 |
4.8% |
173 |
1.3% |
95% |
True |
False |
104,403 |
| 20 |
13,377 |
12,742 |
635 |
4.8% |
143 |
1.1% |
95% |
True |
False |
80,383 |
| 40 |
13,377 |
12,380 |
997 |
7.5% |
144 |
1.1% |
97% |
True |
False |
40,272 |
| 60 |
13,438 |
12,380 |
1,058 |
7.9% |
124 |
0.9% |
91% |
False |
False |
26,851 |
| 80 |
13,486 |
12,380 |
1,106 |
8.3% |
106 |
0.8% |
87% |
False |
False |
20,143 |
| 100 |
13,486 |
12,380 |
1,106 |
8.3% |
89 |
0.7% |
87% |
False |
False |
16,115 |
| 120 |
13,486 |
12,378 |
1,108 |
8.3% |
74 |
0.6% |
87% |
False |
False |
13,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,721 |
|
2.618 |
13,589 |
|
1.618 |
13,508 |
|
1.000 |
13,458 |
|
0.618 |
13,427 |
|
HIGH |
13,377 |
|
0.618 |
13,346 |
|
0.500 |
13,337 |
|
0.382 |
13,327 |
|
LOW |
13,296 |
|
0.618 |
13,246 |
|
1.000 |
13,215 |
|
1.618 |
13,165 |
|
2.618 |
13,084 |
|
4.250 |
12,952 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,343 |
13,321 |
| PP |
13,340 |
13,296 |
| S1 |
13,337 |
13,272 |
|