| 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 |
2,716.0 |
2,717.0 |
1.0 |
0.0% |
2,724.0 |
| High |
2,728.0 |
2,724.0 |
-4.0 |
-0.1% |
2,729.0 |
| Low |
2,702.0 |
2,693.0 |
-9.0 |
-0.3% |
2,681.0 |
| Close |
2,706.0 |
2,715.0 |
9.0 |
0.3% |
2,706.0 |
| Range |
26.0 |
31.0 |
5.0 |
19.2% |
48.0 |
| ATR |
30.6 |
30.6 |
0.0 |
0.1% |
0.0 |
| Volume |
309,839 |
651,715 |
341,876 |
110.3% |
3,759,268 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,803.7 |
2,790.3 |
2,732.1 |
|
| R3 |
2,772.7 |
2,759.3 |
2,723.5 |
|
| R2 |
2,741.7 |
2,741.7 |
2,720.7 |
|
| R1 |
2,728.3 |
2,728.3 |
2,717.8 |
2,719.5 |
| PP |
2,710.7 |
2,710.7 |
2,710.7 |
2,706.3 |
| S1 |
2,697.3 |
2,697.3 |
2,712.2 |
2,688.5 |
| S2 |
2,679.7 |
2,679.7 |
2,709.3 |
|
| S3 |
2,648.7 |
2,666.3 |
2,706.5 |
|
| S4 |
2,617.7 |
2,635.3 |
2,698.0 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.3 |
2,825.7 |
2,732.4 |
|
| R3 |
2,801.3 |
2,777.7 |
2,719.2 |
|
| R2 |
2,753.3 |
2,753.3 |
2,714.8 |
|
| R1 |
2,729.7 |
2,729.7 |
2,710.4 |
2,717.5 |
| PP |
2,705.3 |
2,705.3 |
2,705.3 |
2,699.3 |
| S1 |
2,681.7 |
2,681.7 |
2,701.6 |
2,669.5 |
| S2 |
2,657.3 |
2,657.3 |
2,697.2 |
|
| S3 |
2,609.3 |
2,633.7 |
2,692.8 |
|
| S4 |
2,561.3 |
2,585.7 |
2,679.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,728.0 |
2,681.0 |
47.0 |
1.7% |
28.0 |
1.0% |
72% |
False |
False |
703,068 |
| 10 |
2,729.0 |
2,675.0 |
54.0 |
2.0% |
27.3 |
1.0% |
74% |
False |
False |
734,667 |
| 20 |
2,729.0 |
2,604.0 |
125.0 |
4.6% |
29.0 |
1.1% |
89% |
False |
False |
718,407 |
| 40 |
2,729.0 |
2,473.0 |
256.0 |
9.4% |
28.0 |
1.0% |
95% |
False |
False |
441,020 |
| 60 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
31.4 |
1.2% |
96% |
False |
False |
295,724 |
| 80 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
32.9 |
1.2% |
96% |
False |
False |
222,491 |
| 100 |
2,729.0 |
2,379.0 |
350.0 |
12.9% |
32.8 |
1.2% |
96% |
False |
False |
179,278 |
| 120 |
2,729.0 |
2,233.0 |
496.0 |
18.3% |
32.4 |
1.2% |
97% |
False |
False |
149,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,855.8 |
|
2.618 |
2,805.2 |
|
1.618 |
2,774.2 |
|
1.000 |
2,755.0 |
|
0.618 |
2,743.2 |
|
HIGH |
2,724.0 |
|
0.618 |
2,712.2 |
|
0.500 |
2,708.5 |
|
0.382 |
2,704.8 |
|
LOW |
2,693.0 |
|
0.618 |
2,673.8 |
|
1.000 |
2,662.0 |
|
1.618 |
2,642.8 |
|
2.618 |
2,611.8 |
|
4.250 |
2,561.3 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,712.8 |
2,713.0 |
| PP |
2,710.7 |
2,711.0 |
| S1 |
2,708.5 |
2,709.0 |
|