| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,432 |
13,438 |
6 |
0.0% |
13,361 |
| High |
13,457 |
13,482 |
25 |
0.2% |
13,436 |
| Low |
13,396 |
13,378 |
-18 |
-0.1% |
13,232 |
| Close |
13,433 |
13,463 |
30 |
0.2% |
13,433 |
| Range |
61 |
104 |
43 |
70.5% |
204 |
| ATR |
130 |
128 |
-2 |
-1.4% |
0 |
| Volume |
89,707 |
101,346 |
11,639 |
13.0% |
468,343 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,753 |
13,712 |
13,520 |
|
| R3 |
13,649 |
13,608 |
13,492 |
|
| R2 |
13,545 |
13,545 |
13,482 |
|
| R1 |
13,504 |
13,504 |
13,473 |
13,525 |
| PP |
13,441 |
13,441 |
13,441 |
13,451 |
| S1 |
13,400 |
13,400 |
13,454 |
13,421 |
| S2 |
13,337 |
13,337 |
13,444 |
|
| S3 |
13,233 |
13,296 |
13,435 |
|
| S4 |
13,129 |
13,192 |
13,406 |
|
|
| 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 |
13,482 |
13,264 |
218 |
1.6% |
86 |
0.6% |
91% |
True |
False |
93,826 |
| 10 |
13,482 |
13,166 |
316 |
2.3% |
95 |
0.7% |
94% |
True |
False |
102,745 |
| 20 |
13,482 |
12,742 |
740 |
5.5% |
137 |
1.0% |
97% |
True |
False |
105,273 |
| 40 |
13,482 |
12,380 |
1,102 |
8.2% |
129 |
1.0% |
98% |
True |
False |
56,751 |
| 60 |
13,482 |
12,380 |
1,102 |
8.2% |
127 |
0.9% |
98% |
True |
False |
37,840 |
| 80 |
13,486 |
12,380 |
1,106 |
8.2% |
112 |
0.8% |
98% |
False |
False |
28,383 |
| 100 |
13,486 |
12,380 |
1,106 |
8.2% |
95 |
0.7% |
98% |
False |
False |
22,709 |
| 120 |
13,486 |
12,380 |
1,106 |
8.2% |
80 |
0.6% |
98% |
False |
False |
18,924 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,924 |
|
2.618 |
13,754 |
|
1.618 |
13,650 |
|
1.000 |
13,586 |
|
0.618 |
13,546 |
|
HIGH |
13,482 |
|
0.618 |
13,442 |
|
0.500 |
13,430 |
|
0.382 |
13,418 |
|
LOW |
13,378 |
|
0.618 |
13,314 |
|
1.000 |
13,274 |
|
1.618 |
13,210 |
|
2.618 |
13,106 |
|
4.250 |
12,936 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,452 |
13,452 |
| PP |
13,441 |
13,441 |
| S1 |
13,430 |
13,430 |
|