| 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 |
2,686.25 |
2,739.00 |
52.75 |
2.0% |
2,660.00 |
| High |
2,742.75 |
2,747.00 |
4.25 |
0.2% |
2,662.75 |
| Low |
2,686.25 |
2,719.00 |
32.75 |
1.2% |
2,582.50 |
| Close |
2,738.75 |
2,725.50 |
-13.25 |
-0.5% |
2,586.00 |
| Range |
56.50 |
28.00 |
-28.50 |
-50.4% |
80.25 |
| ATR |
44.66 |
43.47 |
-1.19 |
-2.7% |
0.00 |
| Volume |
285,939 |
216,626 |
-69,313 |
-24.2% |
483,746 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.50 |
2,798.00 |
2,741.00 |
|
| R3 |
2,786.50 |
2,770.00 |
2,733.25 |
|
| R2 |
2,758.50 |
2,758.50 |
2,730.75 |
|
| R1 |
2,742.00 |
2,742.00 |
2,728.00 |
2,736.25 |
| PP |
2,730.50 |
2,730.50 |
2,730.50 |
2,727.50 |
| S1 |
2,714.00 |
2,714.00 |
2,723.00 |
2,708.25 |
| S2 |
2,702.50 |
2,702.50 |
2,720.25 |
|
| S3 |
2,674.50 |
2,686.00 |
2,717.75 |
|
| S4 |
2,646.50 |
2,658.00 |
2,710.00 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.25 |
2,798.75 |
2,630.25 |
|
| R3 |
2,771.00 |
2,718.50 |
2,608.00 |
|
| R2 |
2,690.75 |
2,690.75 |
2,600.75 |
|
| R1 |
2,638.25 |
2,638.25 |
2,593.25 |
2,624.50 |
| PP |
2,610.50 |
2,610.50 |
2,610.50 |
2,603.50 |
| S1 |
2,558.00 |
2,558.00 |
2,578.75 |
2,544.00 |
| S2 |
2,530.25 |
2,530.25 |
2,571.25 |
|
| S3 |
2,450.00 |
2,477.75 |
2,564.00 |
|
| S4 |
2,369.75 |
2,397.50 |
2,541.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
52.25 |
1.9% |
87% |
True |
False |
212,385 |
| 10 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
42.50 |
1.6% |
87% |
True |
False |
194,881 |
| 20 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
43.25 |
1.6% |
87% |
True |
False |
152,847 |
| 40 |
2,747.00 |
2,502.00 |
245.00 |
9.0% |
39.00 |
1.4% |
91% |
True |
False |
76,510 |
| 60 |
2,773.25 |
2,502.00 |
271.25 |
10.0% |
36.25 |
1.3% |
82% |
False |
False |
51,023 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
30.50 |
1.1% |
65% |
False |
False |
38,269 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
24.50 |
0.9% |
65% |
False |
False |
30,616 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
20.75 |
0.8% |
65% |
False |
False |
25,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.00 |
|
2.618 |
2,820.25 |
|
1.618 |
2,792.25 |
|
1.000 |
2,775.00 |
|
0.618 |
2,764.25 |
|
HIGH |
2,747.00 |
|
0.618 |
2,736.25 |
|
0.500 |
2,733.00 |
|
0.382 |
2,729.75 |
|
LOW |
2,719.00 |
|
0.618 |
2,701.75 |
|
1.000 |
2,691.00 |
|
1.618 |
2,673.75 |
|
2.618 |
2,645.75 |
|
4.250 |
2,600.00 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,733.00 |
2,704.75 |
| PP |
2,730.50 |
2,684.25 |
| S1 |
2,728.00 |
2,663.50 |
|