| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,749.0 |
2,727.0 |
-22.0 |
-0.8% |
2,717.0 |
| High |
2,755.0 |
2,732.0 |
-23.0 |
-0.8% |
2,753.0 |
| Low |
2,724.0 |
2,694.0 |
-30.0 |
-1.1% |
2,691.0 |
| Close |
2,730.0 |
2,711.0 |
-19.0 |
-0.7% |
2,740.0 |
| Range |
31.0 |
38.0 |
7.0 |
22.6% |
62.0 |
| ATR |
29.4 |
30.0 |
0.6 |
2.1% |
0.0 |
| Volume |
1,009,419 |
944,357 |
-65,062 |
-6.4% |
2,994,295 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,826.3 |
2,806.7 |
2,731.9 |
|
| R3 |
2,788.3 |
2,768.7 |
2,721.5 |
|
| R2 |
2,750.3 |
2,750.3 |
2,718.0 |
|
| R1 |
2,730.7 |
2,730.7 |
2,714.5 |
2,721.5 |
| PP |
2,712.3 |
2,712.3 |
2,712.3 |
2,707.8 |
| S1 |
2,692.7 |
2,692.7 |
2,707.5 |
2,683.5 |
| S2 |
2,674.3 |
2,674.3 |
2,704.0 |
|
| S3 |
2,636.3 |
2,654.7 |
2,700.6 |
|
| S4 |
2,598.3 |
2,616.7 |
2,690.1 |
|
|
| 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 |
2,694.0 |
61.0 |
2.3% |
28.6 |
1.1% |
28% |
False |
True |
809,241 |
| 10 |
2,755.0 |
2,690.0 |
65.0 |
2.4% |
29.2 |
1.1% |
32% |
False |
False |
760,530 |
| 20 |
2,755.0 |
2,675.0 |
80.0 |
3.0% |
27.5 |
1.0% |
45% |
False |
False |
748,577 |
| 40 |
2,755.0 |
2,552.0 |
203.0 |
7.5% |
28.1 |
1.0% |
78% |
False |
False |
583,554 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
30.2 |
1.1% |
87% |
False |
False |
390,019 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
31.5 |
1.2% |
87% |
False |
False |
293,772 |
| 100 |
2,755.0 |
2,417.0 |
338.0 |
12.5% |
32.8 |
1.2% |
87% |
False |
False |
236,765 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
13.9% |
31.4 |
1.2% |
88% |
False |
False |
197,354 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,893.5 |
|
2.618 |
2,831.5 |
|
1.618 |
2,793.5 |
|
1.000 |
2,770.0 |
|
0.618 |
2,755.5 |
|
HIGH |
2,732.0 |
|
0.618 |
2,717.5 |
|
0.500 |
2,713.0 |
|
0.382 |
2,708.5 |
|
LOW |
2,694.0 |
|
0.618 |
2,670.5 |
|
1.000 |
2,656.0 |
|
1.618 |
2,632.5 |
|
2.618 |
2,594.5 |
|
4.250 |
2,532.5 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,713.0 |
2,724.5 |
| PP |
2,712.3 |
2,720.0 |
| S1 |
2,711.7 |
2,715.5 |
|