| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,438 |
13,476 |
38 |
0.3% |
13,361 |
| High |
13,482 |
13,480 |
-2 |
0.0% |
13,436 |
| Low |
13,378 |
13,388 |
10 |
0.1% |
13,232 |
| Close |
13,463 |
13,437 |
-26 |
-0.2% |
13,433 |
| Range |
104 |
92 |
-12 |
-11.5% |
204 |
| ATR |
128 |
126 |
-3 |
-2.0% |
0 |
| Volume |
101,346 |
87,864 |
-13,482 |
-13.3% |
468,343 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,711 |
13,666 |
13,488 |
|
| R3 |
13,619 |
13,574 |
13,462 |
|
| R2 |
13,527 |
13,527 |
13,454 |
|
| R1 |
13,482 |
13,482 |
13,446 |
13,459 |
| PP |
13,435 |
13,435 |
13,435 |
13,423 |
| S1 |
13,390 |
13,390 |
13,429 |
13,367 |
| S2 |
13,343 |
13,343 |
13,420 |
|
| S3 |
13,251 |
13,298 |
13,412 |
|
| S4 |
13,159 |
13,206 |
13,387 |
|
|
| 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 |
13,316 |
166 |
1.2% |
86 |
0.6% |
73% |
False |
False |
94,524 |
| 10 |
13,482 |
13,232 |
250 |
1.9% |
86 |
0.6% |
82% |
False |
False |
96,382 |
| 20 |
13,482 |
12,742 |
740 |
5.5% |
136 |
1.0% |
94% |
False |
False |
103,276 |
| 40 |
13,482 |
12,512 |
970 |
7.2% |
128 |
1.0% |
95% |
False |
False |
58,946 |
| 60 |
13,482 |
12,380 |
1,102 |
8.2% |
127 |
0.9% |
96% |
False |
False |
39,304 |
| 80 |
13,482 |
12,380 |
1,102 |
8.2% |
112 |
0.8% |
96% |
False |
False |
29,481 |
| 100 |
13,486 |
12,380 |
1,106 |
8.2% |
95 |
0.7% |
96% |
False |
False |
23,587 |
| 120 |
13,486 |
12,380 |
1,106 |
8.2% |
80 |
0.6% |
96% |
False |
False |
19,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,871 |
|
2.618 |
13,721 |
|
1.618 |
13,629 |
|
1.000 |
13,572 |
|
0.618 |
13,537 |
|
HIGH |
13,480 |
|
0.618 |
13,445 |
|
0.500 |
13,434 |
|
0.382 |
13,423 |
|
LOW |
13,388 |
|
0.618 |
13,331 |
|
1.000 |
13,296 |
|
1.618 |
13,239 |
|
2.618 |
13,147 |
|
4.250 |
12,997 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,436 |
13,435 |
| PP |
13,435 |
13,432 |
| S1 |
13,434 |
13,430 |
|