| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,425 |
13,432 |
7 |
0.1% |
13,361 |
| High |
13,436 |
13,457 |
21 |
0.2% |
13,436 |
| Low |
13,377 |
13,396 |
19 |
0.1% |
13,232 |
| Close |
13,433 |
13,433 |
0 |
0.0% |
13,433 |
| Range |
59 |
61 |
2 |
3.4% |
204 |
| ATR |
135 |
130 |
-5 |
-3.9% |
0 |
| Volume |
81,514 |
89,707 |
8,193 |
10.1% |
468,343 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,612 |
13,583 |
13,467 |
|
| R3 |
13,551 |
13,522 |
13,450 |
|
| R2 |
13,490 |
13,490 |
13,444 |
|
| R1 |
13,461 |
13,461 |
13,439 |
13,476 |
| PP |
13,429 |
13,429 |
13,429 |
13,436 |
| S1 |
13,400 |
13,400 |
13,428 |
13,415 |
| S2 |
13,368 |
13,368 |
13,422 |
|
| S3 |
13,307 |
13,339 |
13,416 |
|
| S4 |
13,246 |
13,278 |
13,400 |
|
|
| 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 |
13,457 |
13,232 |
225 |
1.7% |
84 |
0.6% |
89% |
True |
False |
94,330 |
| 10 |
13,457 |
12,742 |
715 |
5.3% |
118 |
0.9% |
97% |
True |
False |
105,606 |
| 20 |
13,457 |
12,742 |
715 |
5.3% |
137 |
1.0% |
97% |
True |
False |
105,221 |
| 40 |
13,457 |
12,380 |
1,077 |
8.0% |
129 |
1.0% |
98% |
True |
False |
54,218 |
| 60 |
13,457 |
12,380 |
1,077 |
8.0% |
126 |
0.9% |
98% |
True |
False |
36,151 |
| 80 |
13,486 |
12,380 |
1,106 |
8.2% |
111 |
0.8% |
95% |
False |
False |
27,116 |
| 100 |
13,486 |
12,380 |
1,106 |
8.2% |
94 |
0.7% |
95% |
False |
False |
21,695 |
| 120 |
13,486 |
12,380 |
1,106 |
8.2% |
79 |
0.6% |
95% |
False |
False |
18,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,716 |
|
2.618 |
13,617 |
|
1.618 |
13,556 |
|
1.000 |
13,518 |
|
0.618 |
13,495 |
|
HIGH |
13,457 |
|
0.618 |
13,434 |
|
0.500 |
13,427 |
|
0.382 |
13,419 |
|
LOW |
13,396 |
|
0.618 |
13,358 |
|
1.000 |
13,335 |
|
1.618 |
13,297 |
|
2.618 |
13,236 |
|
4.250 |
13,137 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,431 |
13,418 |
| PP |
13,429 |
13,402 |
| S1 |
13,427 |
13,387 |
|