| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,687.4 |
1,686.5 |
-0.9 |
-0.1% |
1,659.5 |
| High |
1,695.1 |
1,695.9 |
0.8 |
0.0% |
1,697.8 |
| Low |
1,683.3 |
1,684.8 |
1.5 |
0.1% |
1,659.5 |
| Close |
1,687.0 |
1,693.2 |
6.2 |
0.4% |
1,687.0 |
| Range |
11.8 |
11.1 |
-0.7 |
-5.9% |
38.3 |
| ATR |
20.7 |
20.0 |
-0.7 |
-3.3% |
0.0 |
| Volume |
115,543 |
165,132 |
49,589 |
42.9% |
732,636 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,724.6 |
1,720.0 |
1,699.3 |
|
| R3 |
1,713.5 |
1,708.9 |
1,696.3 |
|
| R2 |
1,702.4 |
1,702.4 |
1,695.2 |
|
| R1 |
1,697.8 |
1,697.8 |
1,694.2 |
1,700.1 |
| PP |
1,691.3 |
1,691.3 |
1,691.3 |
1,692.5 |
| S1 |
1,686.7 |
1,686.7 |
1,692.2 |
1,689.0 |
| S2 |
1,680.2 |
1,680.2 |
1,691.2 |
|
| S3 |
1,669.1 |
1,675.6 |
1,690.1 |
|
| S4 |
1,658.0 |
1,664.5 |
1,687.1 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,796.3 |
1,780.0 |
1,708.1 |
|
| R3 |
1,758.0 |
1,741.7 |
1,697.5 |
|
| R2 |
1,719.7 |
1,719.7 |
1,694.0 |
|
| R1 |
1,703.4 |
1,703.4 |
1,690.5 |
1,711.6 |
| PP |
1,681.4 |
1,681.4 |
1,681.4 |
1,685.5 |
| S1 |
1,665.1 |
1,665.1 |
1,683.5 |
1,673.3 |
| S2 |
1,643.1 |
1,643.1 |
1,680.0 |
|
| S3 |
1,604.8 |
1,626.8 |
1,676.5 |
|
| S4 |
1,566.5 |
1,588.5 |
1,665.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,697.8 |
1,666.2 |
31.6 |
1.9% |
16.9 |
1.0% |
85% |
False |
False |
154,182 |
| 10 |
1,697.8 |
1,646.8 |
51.0 |
3.0% |
17.9 |
1.1% |
91% |
False |
False |
151,171 |
| 20 |
1,697.8 |
1,626.0 |
71.8 |
4.2% |
20.0 |
1.2% |
94% |
False |
False |
133,546 |
| 40 |
1,757.1 |
1,626.0 |
131.1 |
7.7% |
19.9 |
1.2% |
51% |
False |
False |
130,058 |
| 60 |
1,757.1 |
1,626.0 |
131.1 |
7.7% |
19.2 |
1.1% |
51% |
False |
False |
91,412 |
| 80 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
18.8 |
1.1% |
39% |
False |
False |
69,479 |
| 100 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
19.3 |
1.1% |
39% |
False |
False |
56,148 |
| 120 |
1,800.0 |
1,588.7 |
211.3 |
12.5% |
18.5 |
1.1% |
49% |
False |
False |
46,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,743.1 |
|
2.618 |
1,725.0 |
|
1.618 |
1,713.9 |
|
1.000 |
1,707.0 |
|
0.618 |
1,702.8 |
|
HIGH |
1,695.9 |
|
0.618 |
1,691.7 |
|
0.500 |
1,690.4 |
|
0.382 |
1,689.0 |
|
LOW |
1,684.8 |
|
0.618 |
1,677.9 |
|
1.000 |
1,673.7 |
|
1.618 |
1,666.8 |
|
2.618 |
1,655.7 |
|
4.250 |
1,637.6 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,692.3 |
1,689.5 |
| PP |
1,691.3 |
1,685.8 |
| S1 |
1,690.4 |
1,682.1 |
|