| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,476 |
13,434 |
-42 |
-0.3% |
13,361 |
| High |
13,480 |
13,575 |
95 |
0.7% |
13,436 |
| Low |
13,388 |
13,394 |
6 |
0.0% |
13,232 |
| Close |
13,437 |
13,542 |
105 |
0.8% |
13,433 |
| Range |
92 |
181 |
89 |
96.7% |
204 |
| ATR |
126 |
130 |
4 |
3.1% |
0 |
| Volume |
87,864 |
121,261 |
33,397 |
38.0% |
468,343 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,047 |
13,975 |
13,642 |
|
| R3 |
13,866 |
13,794 |
13,592 |
|
| R2 |
13,685 |
13,685 |
13,575 |
|
| R1 |
13,613 |
13,613 |
13,559 |
13,649 |
| PP |
13,504 |
13,504 |
13,504 |
13,522 |
| S1 |
13,432 |
13,432 |
13,526 |
13,468 |
| S2 |
13,323 |
13,323 |
13,509 |
|
| S3 |
13,142 |
13,251 |
13,492 |
|
| S4 |
12,961 |
13,070 |
13,443 |
|
|
| 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 |
13,575 |
13,377 |
198 |
1.5% |
100 |
0.7% |
83% |
True |
False |
96,338 |
| 10 |
13,575 |
13,232 |
343 |
2.5% |
97 |
0.7% |
90% |
True |
False |
96,875 |
| 20 |
13,575 |
12,742 |
833 |
6.2% |
138 |
1.0% |
96% |
True |
False |
102,141 |
| 40 |
13,575 |
12,617 |
958 |
7.1% |
129 |
1.0% |
97% |
True |
False |
61,976 |
| 60 |
13,575 |
12,380 |
1,195 |
8.8% |
129 |
0.9% |
97% |
True |
False |
41,325 |
| 80 |
13,575 |
12,380 |
1,195 |
8.8% |
114 |
0.8% |
97% |
True |
False |
30,997 |
| 100 |
13,575 |
12,380 |
1,195 |
8.8% |
97 |
0.7% |
97% |
True |
False |
24,800 |
| 120 |
13,575 |
12,380 |
1,195 |
8.8% |
82 |
0.6% |
97% |
True |
False |
20,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,344 |
|
2.618 |
14,049 |
|
1.618 |
13,868 |
|
1.000 |
13,756 |
|
0.618 |
13,687 |
|
HIGH |
13,575 |
|
0.618 |
13,506 |
|
0.500 |
13,485 |
|
0.382 |
13,463 |
|
LOW |
13,394 |
|
0.618 |
13,282 |
|
1.000 |
13,213 |
|
1.618 |
13,101 |
|
2.618 |
12,920 |
|
4.250 |
12,625 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,523 |
13,520 |
| PP |
13,504 |
13,498 |
| S1 |
13,485 |
13,477 |
|