| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
6,132.0 |
6,141.5 |
9.5 |
0.2% |
6,075.0 |
| High |
6,149.0 |
6,162.0 |
13.0 |
0.2% |
6,133.5 |
| Low |
6,120.0 |
6,107.0 |
-13.0 |
-0.2% |
6,035.0 |
| Close |
6,138.0 |
6,142.5 |
4.5 |
0.1% |
6,122.5 |
| Range |
29.0 |
55.0 |
26.0 |
89.7% |
98.5 |
| ATR |
50.1 |
50.4 |
0.4 |
0.7% |
0.0 |
| Volume |
83,389 |
85,649 |
2,260 |
2.7% |
466,610 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,302.0 |
6,277.5 |
6,173.0 |
|
| R3 |
6,247.0 |
6,222.5 |
6,157.5 |
|
| R2 |
6,192.0 |
6,192.0 |
6,152.5 |
|
| R1 |
6,167.5 |
6,167.5 |
6,147.5 |
6,180.0 |
| PP |
6,137.0 |
6,137.0 |
6,137.0 |
6,143.5 |
| S1 |
6,112.5 |
6,112.5 |
6,137.5 |
6,125.0 |
| S2 |
6,082.0 |
6,082.0 |
6,132.5 |
|
| S3 |
6,027.0 |
6,057.5 |
6,127.5 |
|
| S4 |
5,972.0 |
6,002.5 |
6,112.0 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,392.5 |
6,356.0 |
6,176.5 |
|
| R3 |
6,294.0 |
6,257.5 |
6,149.5 |
|
| R2 |
6,195.5 |
6,195.5 |
6,140.5 |
|
| R1 |
6,159.0 |
6,159.0 |
6,131.5 |
6,177.0 |
| PP |
6,097.0 |
6,097.0 |
6,097.0 |
6,106.0 |
| S1 |
6,060.5 |
6,060.5 |
6,113.5 |
6,079.0 |
| S2 |
5,998.5 |
5,998.5 |
6,104.5 |
|
| S3 |
5,900.0 |
5,962.0 |
6,095.5 |
|
| S4 |
5,801.5 |
5,863.5 |
6,068.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,162.0 |
6,035.0 |
127.0 |
2.1% |
49.0 |
0.8% |
85% |
True |
False |
85,821 |
| 10 |
6,162.0 |
6,020.5 |
141.5 |
2.3% |
44.0 |
0.7% |
86% |
True |
False |
89,216 |
| 20 |
6,162.0 |
5,828.5 |
333.5 |
5.4% |
54.5 |
0.9% |
94% |
True |
False |
79,104 |
| 40 |
6,162.0 |
5,713.0 |
449.0 |
7.3% |
46.5 |
0.8% |
96% |
True |
False |
64,607 |
| 60 |
6,162.0 |
5,566.0 |
596.0 |
9.7% |
48.5 |
0.8% |
97% |
True |
False |
43,103 |
| 80 |
6,162.0 |
5,566.0 |
596.0 |
9.7% |
45.0 |
0.7% |
97% |
True |
False |
32,331 |
| 100 |
6,162.0 |
5,566.0 |
596.0 |
9.7% |
38.5 |
0.6% |
97% |
True |
False |
25,869 |
| 120 |
6,162.0 |
5,551.0 |
611.0 |
9.9% |
32.0 |
0.5% |
97% |
True |
False |
21,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,396.0 |
|
2.618 |
6,306.0 |
|
1.618 |
6,251.0 |
|
1.000 |
6,217.0 |
|
0.618 |
6,196.0 |
|
HIGH |
6,162.0 |
|
0.618 |
6,141.0 |
|
0.500 |
6,134.5 |
|
0.382 |
6,128.0 |
|
LOW |
6,107.0 |
|
0.618 |
6,073.0 |
|
1.000 |
6,052.0 |
|
1.618 |
6,018.0 |
|
2.618 |
5,963.0 |
|
4.250 |
5,873.0 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,140.0 |
6,136.5 |
| PP |
6,137.0 |
6,130.5 |
| S1 |
6,134.5 |
6,124.0 |
|