| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,361 |
13,312 |
-49 |
-0.4% |
12,801 |
| High |
13,366 |
13,324 |
-42 |
-0.3% |
13,377 |
| Low |
13,272 |
13,232 |
-40 |
-0.3% |
12,742 |
| Close |
13,307 |
13,267 |
-40 |
-0.3% |
13,346 |
| Range |
94 |
92 |
-2 |
-2.1% |
635 |
| ATR |
152 |
147 |
-4 |
-2.8% |
0 |
| Volume |
86,399 |
103,867 |
17,468 |
20.2% |
498,015 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,550 |
13,501 |
13,318 |
|
| R3 |
13,458 |
13,409 |
13,292 |
|
| R2 |
13,366 |
13,366 |
13,284 |
|
| R1 |
13,317 |
13,317 |
13,276 |
13,296 |
| PP |
13,274 |
13,274 |
13,274 |
13,264 |
| S1 |
13,225 |
13,225 |
13,259 |
13,204 |
| S2 |
13,182 |
13,182 |
13,250 |
|
| S3 |
13,090 |
13,133 |
13,242 |
|
| S4 |
12,998 |
13,041 |
13,217 |
|
|
| 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 |
13,166 |
211 |
1.6% |
104 |
0.8% |
48% |
False |
False |
111,665 |
| 10 |
13,377 |
12,742 |
635 |
4.8% |
150 |
1.1% |
83% |
False |
False |
96,953 |
| 20 |
13,377 |
12,742 |
635 |
4.8% |
143 |
1.1% |
83% |
False |
False |
89,746 |
| 40 |
13,377 |
12,380 |
997 |
7.5% |
136 |
1.0% |
89% |
False |
False |
45,026 |
| 60 |
13,438 |
12,380 |
1,058 |
8.0% |
123 |
0.9% |
84% |
False |
False |
30,021 |
| 80 |
13,486 |
12,380 |
1,106 |
8.3% |
107 |
0.8% |
80% |
False |
False |
22,521 |
| 100 |
13,486 |
12,380 |
1,106 |
8.3% |
91 |
0.7% |
80% |
False |
False |
18,017 |
| 120 |
13,486 |
12,378 |
1,108 |
8.4% |
76 |
0.6% |
80% |
False |
False |
15,015 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,715 |
|
2.618 |
13,565 |
|
1.618 |
13,473 |
|
1.000 |
13,416 |
|
0.618 |
13,381 |
|
HIGH |
13,324 |
|
0.618 |
13,289 |
|
0.500 |
13,278 |
|
0.382 |
13,267 |
|
LOW |
13,232 |
|
0.618 |
13,175 |
|
1.000 |
13,140 |
|
1.618 |
13,083 |
|
2.618 |
12,991 |
|
4.250 |
12,841 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,278 |
13,305 |
| PP |
13,274 |
13,292 |
| S1 |
13,271 |
13,280 |
|