| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,434 |
13,540 |
106 |
0.8% |
13,432 |
| High |
13,575 |
13,586 |
11 |
0.1% |
13,586 |
| Low |
13,394 |
13,514 |
120 |
0.9% |
13,378 |
| Close |
13,542 |
13,576 |
34 |
0.3% |
13,576 |
| Range |
181 |
72 |
-109 |
-60.2% |
208 |
| ATR |
130 |
126 |
-4 |
-3.2% |
0 |
| Volume |
121,261 |
89,755 |
-31,506 |
-26.0% |
489,933 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,775 |
13,747 |
13,616 |
|
| R3 |
13,703 |
13,675 |
13,596 |
|
| R2 |
13,631 |
13,631 |
13,589 |
|
| R1 |
13,603 |
13,603 |
13,583 |
13,617 |
| PP |
13,559 |
13,559 |
13,559 |
13,566 |
| S1 |
13,531 |
13,531 |
13,570 |
13,545 |
| S2 |
13,487 |
13,487 |
13,563 |
|
| S3 |
13,415 |
13,459 |
13,556 |
|
| S4 |
13,343 |
13,387 |
13,537 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,137 |
14,065 |
13,691 |
|
| R3 |
13,929 |
13,857 |
13,633 |
|
| R2 |
13,721 |
13,721 |
13,614 |
|
| R1 |
13,649 |
13,649 |
13,595 |
13,685 |
| PP |
13,513 |
13,513 |
13,513 |
13,532 |
| S1 |
13,441 |
13,441 |
13,557 |
13,477 |
| S2 |
13,305 |
13,305 |
13,538 |
|
| S3 |
13,097 |
13,233 |
13,519 |
|
| S4 |
12,889 |
13,025 |
13,462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,586 |
13,378 |
208 |
1.5% |
102 |
0.8% |
95% |
True |
False |
97,986 |
| 10 |
13,586 |
13,232 |
354 |
2.6% |
96 |
0.7% |
97% |
True |
False |
95,827 |
| 20 |
13,586 |
12,742 |
844 |
6.2% |
135 |
1.0% |
99% |
True |
False |
100,115 |
| 40 |
13,586 |
12,623 |
963 |
7.1% |
129 |
0.9% |
99% |
True |
False |
64,217 |
| 60 |
13,586 |
12,380 |
1,206 |
8.9% |
127 |
0.9% |
99% |
True |
False |
42,821 |
| 80 |
13,586 |
12,380 |
1,206 |
8.9% |
113 |
0.8% |
99% |
True |
False |
32,118 |
| 100 |
13,586 |
12,380 |
1,206 |
8.9% |
98 |
0.7% |
99% |
True |
False |
25,697 |
| 120 |
13,586 |
12,380 |
1,206 |
8.9% |
82 |
0.6% |
99% |
True |
False |
21,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,892 |
|
2.618 |
13,775 |
|
1.618 |
13,703 |
|
1.000 |
13,658 |
|
0.618 |
13,631 |
|
HIGH |
13,586 |
|
0.618 |
13,559 |
|
0.500 |
13,550 |
|
0.382 |
13,542 |
|
LOW |
13,514 |
|
0.618 |
13,470 |
|
1.000 |
13,442 |
|
1.618 |
13,398 |
|
2.618 |
13,326 |
|
4.250 |
13,208 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,567 |
13,546 |
| PP |
13,559 |
13,517 |
| S1 |
13,550 |
13,487 |
|