| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,753.0 |
0.0 |
0.0% |
2,717.0 |
| High |
2,755.0 |
2,753.0 |
-2.0 |
-0.1% |
2,753.0 |
| Low |
2,741.0 |
2,731.0 |
-10.0 |
-0.4% |
2,691.0 |
| Close |
2,746.0 |
2,750.0 |
4.0 |
0.1% |
2,740.0 |
| Range |
14.0 |
22.0 |
8.0 |
57.1% |
62.0 |
| ATR |
29.8 |
29.2 |
-0.6 |
-1.9% |
0.0 |
| Volume |
672,415 |
784,751 |
112,336 |
16.7% |
2,994,295 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,810.7 |
2,802.3 |
2,762.1 |
|
| R3 |
2,788.7 |
2,780.3 |
2,756.1 |
|
| R2 |
2,766.7 |
2,766.7 |
2,754.0 |
|
| R1 |
2,758.3 |
2,758.3 |
2,752.0 |
2,751.5 |
| PP |
2,744.7 |
2,744.7 |
2,744.7 |
2,741.3 |
| S1 |
2,736.3 |
2,736.3 |
2,748.0 |
2,729.5 |
| S2 |
2,722.7 |
2,722.7 |
2,746.0 |
|
| S3 |
2,700.7 |
2,714.3 |
2,744.0 |
|
| S4 |
2,678.7 |
2,692.3 |
2,737.9 |
|
|
| 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% |
26.4 |
1.0% |
92% |
False |
False |
759,949 |
| 10 |
2,755.0 |
2,681.0 |
74.0 |
2.7% |
27.2 |
1.0% |
93% |
False |
False |
731,509 |
| 20 |
2,755.0 |
2,604.0 |
151.0 |
5.5% |
29.1 |
1.1% |
97% |
False |
False |
726,868 |
| 40 |
2,755.0 |
2,512.0 |
243.0 |
8.8% |
28.2 |
1.0% |
98% |
False |
False |
535,912 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.3% |
30.3 |
1.1% |
99% |
False |
False |
358,519 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.3% |
31.5 |
1.1% |
99% |
False |
False |
269,352 |
| 100 |
2,755.0 |
2,399.0 |
356.0 |
12.9% |
32.8 |
1.2% |
99% |
False |
False |
217,264 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
13.7% |
31.4 |
1.1% |
99% |
False |
False |
181,073 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,846.5 |
|
2.618 |
2,810.6 |
|
1.618 |
2,788.6 |
|
1.000 |
2,775.0 |
|
0.618 |
2,766.6 |
|
HIGH |
2,753.0 |
|
0.618 |
2,744.6 |
|
0.500 |
2,742.0 |
|
0.382 |
2,739.4 |
|
LOW |
2,731.0 |
|
0.618 |
2,717.4 |
|
1.000 |
2,709.0 |
|
1.618 |
2,695.4 |
|
2.618 |
2,673.4 |
|
4.250 |
2,637.5 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.3 |
2,745.0 |
| PP |
2,744.7 |
2,740.0 |
| S1 |
2,742.0 |
2,735.0 |
|