| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,443.00 |
1,456.00 |
13.00 |
0.9% |
1,424.25 |
| High |
1,458.00 |
1,460.50 |
2.50 |
0.2% |
1,425.50 |
| Low |
1,438.25 |
1,450.00 |
11.75 |
0.8% |
1,382.25 |
| Close |
1,457.00 |
1,453.50 |
-3.50 |
-0.2% |
1,384.00 |
| Range |
19.75 |
10.50 |
-9.25 |
-46.8% |
43.25 |
| ATR |
21.97 |
21.15 |
-0.82 |
-3.7% |
0.00 |
| Volume |
1,939,767 |
1,598,235 |
-341,532 |
-17.6% |
3,428,461 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,486.25 |
1,480.25 |
1,459.25 |
|
| R3 |
1,475.75 |
1,469.75 |
1,456.50 |
|
| R2 |
1,465.25 |
1,465.25 |
1,455.50 |
|
| R1 |
1,459.25 |
1,459.25 |
1,454.50 |
1,457.00 |
| PP |
1,454.75 |
1,454.75 |
1,454.75 |
1,453.50 |
| S1 |
1,448.75 |
1,448.75 |
1,452.50 |
1,446.50 |
| S2 |
1,444.25 |
1,444.25 |
1,451.50 |
|
| S3 |
1,433.75 |
1,438.25 |
1,450.50 |
|
| S4 |
1,423.25 |
1,427.75 |
1,447.75 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,527.00 |
1,498.75 |
1,407.75 |
|
| R3 |
1,483.75 |
1,455.50 |
1,396.00 |
|
| R2 |
1,440.50 |
1,440.50 |
1,392.00 |
|
| R1 |
1,412.25 |
1,412.25 |
1,388.00 |
1,404.75 |
| PP |
1,397.25 |
1,397.25 |
1,397.25 |
1,393.50 |
| S1 |
1,369.00 |
1,369.00 |
1,380.00 |
1,361.50 |
| S2 |
1,354.00 |
1,354.00 |
1,376.00 |
|
| S3 |
1,310.75 |
1,325.75 |
1,372.00 |
|
| S4 |
1,267.50 |
1,282.50 |
1,360.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,460.50 |
1,382.25 |
78.25 |
5.4% |
26.00 |
1.8% |
91% |
True |
False |
1,510,072 |
| 10 |
1,460.50 |
1,382.25 |
78.25 |
5.4% |
23.25 |
1.6% |
91% |
True |
False |
1,422,045 |
| 20 |
1,460.50 |
1,382.25 |
78.25 |
5.4% |
19.25 |
1.3% |
91% |
True |
False |
1,100,831 |
| 40 |
1,460.50 |
1,333.75 |
126.75 |
8.7% |
19.00 |
1.3% |
94% |
True |
False |
553,988 |
| 60 |
1,460.50 |
1,333.75 |
126.75 |
8.7% |
18.50 |
1.3% |
94% |
True |
False |
369,761 |
| 80 |
1,461.00 |
1,333.75 |
127.25 |
8.8% |
17.00 |
1.2% |
94% |
False |
False |
277,674 |
| 100 |
1,461.00 |
1,333.75 |
127.25 |
8.8% |
15.50 |
1.1% |
94% |
False |
False |
222,217 |
| 120 |
1,461.00 |
1,313.00 |
148.00 |
10.2% |
14.75 |
1.0% |
95% |
False |
False |
185,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,505.00 |
|
2.618 |
1,488.00 |
|
1.618 |
1,477.50 |
|
1.000 |
1,471.00 |
|
0.618 |
1,467.00 |
|
HIGH |
1,460.50 |
|
0.618 |
1,456.50 |
|
0.500 |
1,455.25 |
|
0.382 |
1,454.00 |
|
LOW |
1,450.00 |
|
0.618 |
1,443.50 |
|
1.000 |
1,439.50 |
|
1.618 |
1,433.00 |
|
2.618 |
1,422.50 |
|
4.250 |
1,405.50 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,455.25 |
1,443.00 |
| PP |
1,454.75 |
1,432.50 |
| S1 |
1,454.00 |
1,422.00 |
|