| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,720.0 |
2,704.0 |
-16.0 |
-0.6% |
2,724.0 |
| High |
2,723.0 |
2,725.0 |
2.0 |
0.1% |
2,729.0 |
| Low |
2,699.0 |
2,691.0 |
-8.0 |
-0.3% |
2,681.0 |
| Close |
2,706.0 |
2,721.0 |
15.0 |
0.6% |
2,706.0 |
| Range |
24.0 |
34.0 |
10.0 |
41.7% |
48.0 |
| ATR |
30.1 |
30.4 |
0.3 |
0.9% |
0.0 |
| Volume |
782,989 |
924,328 |
141,339 |
18.1% |
3,759,268 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.3 |
2,801.7 |
2,739.7 |
|
| R3 |
2,780.3 |
2,767.7 |
2,730.4 |
|
| R2 |
2,746.3 |
2,746.3 |
2,727.2 |
|
| R1 |
2,733.7 |
2,733.7 |
2,724.1 |
2,740.0 |
| PP |
2,712.3 |
2,712.3 |
2,712.3 |
2,715.5 |
| S1 |
2,699.7 |
2,699.7 |
2,717.9 |
2,706.0 |
| S2 |
2,678.3 |
2,678.3 |
2,714.8 |
|
| S3 |
2,644.3 |
2,665.7 |
2,711.7 |
|
| S4 |
2,610.3 |
2,631.7 |
2,702.3 |
|
|
| 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 |
2,690.0 |
38.0 |
1.4% |
29.8 |
1.1% |
82% |
False |
False |
711,819 |
| 10 |
2,729.0 |
2,681.0 |
48.0 |
1.8% |
28.2 |
1.0% |
83% |
False |
False |
741,760 |
| 20 |
2,729.0 |
2,604.0 |
125.0 |
4.6% |
29.9 |
1.1% |
94% |
False |
False |
710,773 |
| 40 |
2,729.0 |
2,512.0 |
217.0 |
8.0% |
28.0 |
1.0% |
96% |
False |
False |
483,695 |
| 60 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
30.7 |
1.1% |
97% |
False |
False |
324,094 |
| 80 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
32.6 |
1.2% |
97% |
False |
False |
243,202 |
| 100 |
2,729.0 |
2,379.0 |
350.0 |
12.9% |
33.2 |
1.2% |
98% |
False |
False |
196,349 |
| 120 |
2,729.0 |
2,233.0 |
496.0 |
18.2% |
32.6 |
1.2% |
98% |
False |
False |
163,636 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,869.5 |
|
2.618 |
2,814.0 |
|
1.618 |
2,780.0 |
|
1.000 |
2,759.0 |
|
0.618 |
2,746.0 |
|
HIGH |
2,725.0 |
|
0.618 |
2,712.0 |
|
0.500 |
2,708.0 |
|
0.382 |
2,704.0 |
|
LOW |
2,691.0 |
|
0.618 |
2,670.0 |
|
1.000 |
2,657.0 |
|
1.618 |
2,636.0 |
|
2.618 |
2,602.0 |
|
4.250 |
2,546.5 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,716.7 |
2,716.7 |
| PP |
2,712.3 |
2,712.3 |
| S1 |
2,708.0 |
2,708.0 |
|