| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,731.00 |
2,720.75 |
-10.25 |
-0.4% |
2,716.25 |
| High |
2,732.25 |
2,737.50 |
5.25 |
0.2% |
2,744.50 |
| Low |
2,705.25 |
2,710.50 |
5.25 |
0.2% |
2,698.50 |
| Close |
2,714.25 |
2,726.00 |
11.75 |
0.4% |
2,743.75 |
| Range |
27.00 |
27.00 |
0.00 |
0.0% |
46.00 |
| ATR |
34.75 |
34.20 |
-0.55 |
-1.6% |
0.00 |
| Volume |
210,640 |
181,659 |
-28,981 |
-13.8% |
919,907 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,805.75 |
2,792.75 |
2,740.75 |
|
| R3 |
2,778.75 |
2,765.75 |
2,733.50 |
|
| R2 |
2,751.75 |
2,751.75 |
2,731.00 |
|
| R1 |
2,738.75 |
2,738.75 |
2,728.50 |
2,745.25 |
| PP |
2,724.75 |
2,724.75 |
2,724.75 |
2,728.00 |
| S1 |
2,711.75 |
2,711.75 |
2,723.50 |
2,718.25 |
| S2 |
2,697.75 |
2,697.75 |
2,721.00 |
|
| S3 |
2,670.75 |
2,684.75 |
2,718.50 |
|
| S4 |
2,643.75 |
2,657.75 |
2,711.25 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,867.00 |
2,851.25 |
2,769.00 |
|
| R3 |
2,821.00 |
2,805.25 |
2,756.50 |
|
| R2 |
2,775.00 |
2,775.00 |
2,752.25 |
|
| R1 |
2,759.25 |
2,759.25 |
2,748.00 |
2,767.00 |
| PP |
2,729.00 |
2,729.00 |
2,729.00 |
2,732.75 |
| S1 |
2,713.25 |
2,713.25 |
2,739.50 |
2,721.00 |
| S2 |
2,683.00 |
2,683.00 |
2,735.25 |
|
| S3 |
2,637.00 |
2,667.25 |
2,731.00 |
|
| S4 |
2,591.00 |
2,621.25 |
2,718.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,750.25 |
2,705.25 |
45.00 |
1.7% |
25.50 |
0.9% |
46% |
False |
False |
196,999 |
| 10 |
2,750.25 |
2,698.50 |
51.75 |
1.9% |
24.50 |
0.9% |
53% |
False |
False |
194,919 |
| 20 |
2,750.25 |
2,580.00 |
170.25 |
6.2% |
34.25 |
1.3% |
86% |
False |
False |
203,955 |
| 40 |
2,750.25 |
2,536.00 |
214.25 |
7.9% |
35.25 |
1.3% |
89% |
False |
False |
119,804 |
| 60 |
2,750.25 |
2,502.00 |
248.25 |
9.1% |
35.25 |
1.3% |
90% |
False |
False |
79,890 |
| 80 |
2,833.25 |
2,502.00 |
331.25 |
12.2% |
33.00 |
1.2% |
68% |
False |
False |
59,926 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
26.75 |
1.0% |
65% |
False |
False |
47,941 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
22.50 |
0.8% |
65% |
False |
False |
39,951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,852.25 |
|
2.618 |
2,808.25 |
|
1.618 |
2,781.25 |
|
1.000 |
2,764.50 |
|
0.618 |
2,754.25 |
|
HIGH |
2,737.50 |
|
0.618 |
2,727.25 |
|
0.500 |
2,724.00 |
|
0.382 |
2,720.75 |
|
LOW |
2,710.50 |
|
0.618 |
2,693.75 |
|
1.000 |
2,683.50 |
|
1.618 |
2,666.75 |
|
2.618 |
2,639.75 |
|
4.250 |
2,595.75 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,725.25 |
2,727.75 |
| PP |
2,724.75 |
2,727.25 |
| S1 |
2,724.00 |
2,726.50 |
|