| 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 |
13,266 |
13,328 |
62 |
0.5% |
12,801 |
| High |
13,356 |
13,430 |
74 |
0.6% |
13,377 |
| Low |
13,264 |
13,316 |
52 |
0.4% |
12,742 |
| Close |
13,325 |
13,406 |
81 |
0.6% |
13,346 |
| Range |
92 |
114 |
22 |
23.9% |
635 |
| ATR |
143 |
141 |
-2 |
-1.5% |
0 |
| Volume |
84,372 |
112,191 |
27,819 |
33.0% |
498,015 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,726 |
13,680 |
13,469 |
|
| R3 |
13,612 |
13,566 |
13,437 |
|
| R2 |
13,498 |
13,498 |
13,427 |
|
| R1 |
13,452 |
13,452 |
13,417 |
13,475 |
| PP |
13,384 |
13,384 |
13,384 |
13,396 |
| S1 |
13,338 |
13,338 |
13,396 |
13,361 |
| S2 |
13,270 |
13,270 |
13,385 |
|
| S3 |
13,156 |
13,224 |
13,375 |
|
| S4 |
13,042 |
13,110 |
13,343 |
|
|
| 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 |
13,430 |
13,232 |
198 |
1.5% |
95 |
0.7% |
88% |
True |
False |
97,412 |
| 10 |
13,430 |
12,742 |
688 |
5.1% |
153 |
1.1% |
97% |
True |
False |
110,587 |
| 20 |
13,430 |
12,742 |
688 |
5.1% |
142 |
1.1% |
97% |
True |
False |
99,232 |
| 40 |
13,430 |
12,380 |
1,050 |
7.8% |
136 |
1.0% |
98% |
True |
False |
49,939 |
| 60 |
13,438 |
12,380 |
1,058 |
7.9% |
127 |
0.9% |
97% |
False |
False |
33,297 |
| 80 |
13,486 |
12,380 |
1,106 |
8.3% |
109 |
0.8% |
93% |
False |
False |
24,976 |
| 100 |
13,486 |
12,380 |
1,106 |
8.3% |
93 |
0.7% |
93% |
False |
False |
19,983 |
| 120 |
13,486 |
12,378 |
1,108 |
8.3% |
78 |
0.6% |
93% |
False |
False |
16,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,915 |
|
2.618 |
13,729 |
|
1.618 |
13,615 |
|
1.000 |
13,544 |
|
0.618 |
13,501 |
|
HIGH |
13,430 |
|
0.618 |
13,387 |
|
0.500 |
13,373 |
|
0.382 |
13,360 |
|
LOW |
13,316 |
|
0.618 |
13,246 |
|
1.000 |
13,202 |
|
1.618 |
13,132 |
|
2.618 |
13,018 |
|
4.250 |
12,832 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,395 |
13,381 |
| PP |
13,384 |
13,356 |
| S1 |
13,373 |
13,331 |
|