| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,719.0 |
2,753.0 |
34.0 |
1.3% |
2,717.0 |
| High |
2,753.0 |
2,755.0 |
2.0 |
0.1% |
2,753.0 |
| Low |
2,715.0 |
2,741.0 |
26.0 |
1.0% |
2,691.0 |
| Close |
2,740.0 |
2,746.0 |
6.0 |
0.2% |
2,740.0 |
| Range |
38.0 |
14.0 |
-24.0 |
-63.2% |
62.0 |
| ATR |
30.9 |
29.8 |
-1.1 |
-3.7% |
0.0 |
| Volume |
635,263 |
672,415 |
37,152 |
5.8% |
2,994,295 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,789.3 |
2,781.7 |
2,753.7 |
|
| R3 |
2,775.3 |
2,767.7 |
2,749.9 |
|
| R2 |
2,761.3 |
2,761.3 |
2,748.6 |
|
| R1 |
2,753.7 |
2,753.7 |
2,747.3 |
2,750.5 |
| PP |
2,747.3 |
2,747.3 |
2,747.3 |
2,745.8 |
| S1 |
2,739.7 |
2,739.7 |
2,744.7 |
2,736.5 |
| S2 |
2,733.3 |
2,733.3 |
2,743.4 |
|
| S3 |
2,719.3 |
2,725.7 |
2,742.2 |
|
| S4 |
2,705.3 |
2,711.7 |
2,738.3 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.0 |
2,889.0 |
2,774.1 |
|
| R3 |
2,852.0 |
2,827.0 |
2,757.1 |
|
| R2 |
2,790.0 |
2,790.0 |
2,751.4 |
|
| R1 |
2,765.0 |
2,765.0 |
2,745.7 |
2,777.5 |
| PP |
2,728.0 |
2,728.0 |
2,728.0 |
2,734.3 |
| S1 |
2,703.0 |
2,703.0 |
2,734.3 |
2,715.5 |
| S2 |
2,666.0 |
2,666.0 |
2,728.6 |
|
| S3 |
2,604.0 |
2,641.0 |
2,723.0 |
|
| S4 |
2,542.0 |
2,579.0 |
2,705.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,755.0 |
2,691.0 |
64.0 |
2.3% |
28.2 |
1.0% |
86% |
True |
False |
733,342 |
| 10 |
2,755.0 |
2,681.0 |
74.0 |
2.7% |
27.8 |
1.0% |
88% |
True |
False |
742,597 |
| 20 |
2,755.0 |
2,604.0 |
151.0 |
5.5% |
29.2 |
1.1% |
94% |
True |
False |
712,453 |
| 40 |
2,755.0 |
2,512.0 |
243.0 |
8.8% |
28.0 |
1.0% |
96% |
True |
False |
516,372 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.3% |
30.4 |
1.1% |
97% |
True |
False |
345,610 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.3% |
31.9 |
1.2% |
97% |
True |
False |
259,544 |
| 100 |
2,755.0 |
2,399.0 |
356.0 |
13.0% |
33.0 |
1.2% |
97% |
True |
False |
209,417 |
| 120 |
2,755.0 |
2,354.0 |
401.0 |
14.6% |
31.5 |
1.1% |
98% |
True |
False |
174,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,814.5 |
|
2.618 |
2,791.7 |
|
1.618 |
2,777.7 |
|
1.000 |
2,769.0 |
|
0.618 |
2,763.7 |
|
HIGH |
2,755.0 |
|
0.618 |
2,749.7 |
|
0.500 |
2,748.0 |
|
0.382 |
2,746.3 |
|
LOW |
2,741.0 |
|
0.618 |
2,732.3 |
|
1.000 |
2,727.0 |
|
1.618 |
2,718.3 |
|
2.618 |
2,704.3 |
|
4.250 |
2,681.5 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,748.0 |
2,738.3 |
| PP |
2,747.3 |
2,730.7 |
| S1 |
2,746.7 |
2,723.0 |
|