| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,328 |
13,425 |
97 |
0.7% |
13,361 |
| High |
13,430 |
13,436 |
6 |
0.0% |
13,436 |
| Low |
13,316 |
13,377 |
61 |
0.5% |
13,232 |
| Close |
13,406 |
13,433 |
27 |
0.2% |
13,433 |
| Range |
114 |
59 |
-55 |
-48.2% |
204 |
| ATR |
141 |
135 |
-6 |
-4.2% |
0 |
| Volume |
112,191 |
81,514 |
-30,677 |
-27.3% |
468,343 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,592 |
13,572 |
13,466 |
|
| R3 |
13,533 |
13,513 |
13,449 |
|
| R2 |
13,474 |
13,474 |
13,444 |
|
| R1 |
13,454 |
13,454 |
13,439 |
13,464 |
| PP |
13,415 |
13,415 |
13,415 |
13,421 |
| S1 |
13,395 |
13,395 |
13,428 |
13,405 |
| S2 |
13,356 |
13,356 |
13,422 |
|
| S3 |
13,297 |
13,336 |
13,417 |
|
| S4 |
13,238 |
13,277 |
13,401 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,979 |
13,910 |
13,545 |
|
| R3 |
13,775 |
13,706 |
13,489 |
|
| R2 |
13,571 |
13,571 |
13,471 |
|
| R1 |
13,502 |
13,502 |
13,452 |
13,537 |
| PP |
13,367 |
13,367 |
13,367 |
13,384 |
| S1 |
13,298 |
13,298 |
13,414 |
13,333 |
| S2 |
13,163 |
13,163 |
13,396 |
|
| S3 |
12,959 |
13,094 |
13,377 |
|
| S4 |
12,755 |
12,890 |
13,321 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,436 |
13,232 |
204 |
1.5% |
90 |
0.7% |
99% |
True |
False |
93,668 |
| 10 |
13,436 |
12,742 |
694 |
5.2% |
141 |
1.0% |
100% |
True |
False |
106,087 |
| 20 |
13,436 |
12,742 |
694 |
5.2% |
140 |
1.0% |
100% |
True |
False |
102,509 |
| 40 |
13,436 |
12,380 |
1,056 |
7.9% |
134 |
1.0% |
100% |
True |
False |
51,976 |
| 60 |
13,438 |
12,380 |
1,058 |
7.9% |
125 |
0.9% |
100% |
False |
False |
34,656 |
| 80 |
13,486 |
12,380 |
1,106 |
8.2% |
110 |
0.8% |
95% |
False |
False |
25,995 |
| 100 |
13,486 |
12,380 |
1,106 |
8.2% |
94 |
0.7% |
95% |
False |
False |
20,798 |
| 120 |
13,486 |
12,378 |
1,108 |
8.2% |
78 |
0.6% |
95% |
False |
False |
17,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,687 |
|
2.618 |
13,591 |
|
1.618 |
13,532 |
|
1.000 |
13,495 |
|
0.618 |
13,473 |
|
HIGH |
13,436 |
|
0.618 |
13,414 |
|
0.500 |
13,407 |
|
0.382 |
13,400 |
|
LOW |
13,377 |
|
0.618 |
13,341 |
|
1.000 |
13,318 |
|
1.618 |
13,282 |
|
2.618 |
13,223 |
|
4.250 |
13,126 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,424 |
13,405 |
| PP |
13,415 |
13,378 |
| S1 |
13,407 |
13,350 |
|