| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,726.50 |
2,716.25 |
-10.25 |
-0.4% |
2,590.25 |
| High |
2,736.00 |
2,722.75 |
-13.25 |
-0.5% |
2,747.00 |
| Low |
2,711.25 |
2,702.50 |
-8.75 |
-0.3% |
2,580.00 |
| Close |
2,713.00 |
2,717.75 |
4.75 |
0.2% |
2,713.00 |
| Range |
24.75 |
20.25 |
-4.50 |
-18.2% |
167.00 |
| ATR |
42.13 |
40.57 |
-1.56 |
-3.7% |
0.00 |
| Volume |
212,859 |
174,832 |
-38,027 |
-17.9% |
914,187 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.00 |
2,766.75 |
2,729.00 |
|
| R3 |
2,754.75 |
2,746.50 |
2,723.25 |
|
| R2 |
2,734.50 |
2,734.50 |
2,721.50 |
|
| R1 |
2,726.25 |
2,726.25 |
2,719.50 |
2,730.50 |
| PP |
2,714.25 |
2,714.25 |
2,714.25 |
2,716.50 |
| S1 |
2,706.00 |
2,706.00 |
2,716.00 |
2,710.00 |
| S2 |
2,694.00 |
2,694.00 |
2,714.00 |
|
| S3 |
2,673.75 |
2,685.75 |
2,712.25 |
|
| S4 |
2,653.50 |
2,665.50 |
2,706.50 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,181.00 |
3,114.00 |
2,804.75 |
|
| R3 |
3,014.00 |
2,947.00 |
2,759.00 |
|
| R2 |
2,847.00 |
2,847.00 |
2,743.50 |
|
| R1 |
2,780.00 |
2,780.00 |
2,728.25 |
2,813.50 |
| PP |
2,680.00 |
2,680.00 |
2,680.00 |
2,696.75 |
| S1 |
2,613.00 |
2,613.00 |
2,697.75 |
2,646.50 |
| S2 |
2,513.00 |
2,513.00 |
2,682.50 |
|
| S3 |
2,346.00 |
2,446.00 |
2,667.00 |
|
| S4 |
2,179.00 |
2,279.00 |
2,621.25 |
|
|
| 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% |
43.00 |
1.6% |
82% |
False |
False |
217,803 |
| 10 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
42.00 |
1.5% |
82% |
False |
False |
181,447 |
| 20 |
2,747.00 |
2,580.00 |
167.00 |
6.1% |
40.75 |
1.5% |
82% |
False |
False |
172,099 |
| 40 |
2,747.00 |
2,502.00 |
245.00 |
9.0% |
37.50 |
1.4% |
88% |
False |
False |
86,201 |
| 60 |
2,773.25 |
2,502.00 |
271.25 |
10.0% |
36.00 |
1.3% |
80% |
False |
False |
57,484 |
| 80 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
31.00 |
1.1% |
62% |
False |
False |
43,115 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
25.00 |
0.9% |
62% |
False |
False |
34,492 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
21.00 |
0.8% |
62% |
False |
False |
28,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,808.75 |
|
2.618 |
2,775.75 |
|
1.618 |
2,755.50 |
|
1.000 |
2,743.00 |
|
0.618 |
2,735.25 |
|
HIGH |
2,722.75 |
|
0.618 |
2,715.00 |
|
0.500 |
2,712.50 |
|
0.382 |
2,710.25 |
|
LOW |
2,702.50 |
|
0.618 |
2,690.00 |
|
1.000 |
2,682.25 |
|
1.618 |
2,669.75 |
|
2.618 |
2,649.50 |
|
4.250 |
2,616.50 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.00 |
2,724.75 |
| PP |
2,714.25 |
2,722.50 |
| S1 |
2,712.50 |
2,720.00 |
|