| 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 |
6,251.0 |
6,263.0 |
12.0 |
0.2% |
6,132.0 |
| High |
6,272.5 |
6,309.5 |
37.0 |
0.6% |
6,257.0 |
| Low |
6,236.0 |
6,245.5 |
9.5 |
0.2% |
6,107.0 |
| Close |
6,260.5 |
6,305.5 |
45.0 |
0.7% |
6,232.0 |
| Range |
36.5 |
64.0 |
27.5 |
75.3% |
150.0 |
| ATR |
51.2 |
52.1 |
0.9 |
1.8% |
0.0 |
| Volume |
100,871 |
115,553 |
14,682 |
14.6% |
432,831 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,479.0 |
6,456.0 |
6,340.5 |
|
| R3 |
6,415.0 |
6,392.0 |
6,323.0 |
|
| R2 |
6,351.0 |
6,351.0 |
6,317.0 |
|
| R1 |
6,328.0 |
6,328.0 |
6,311.5 |
6,339.5 |
| PP |
6,287.0 |
6,287.0 |
6,287.0 |
6,292.5 |
| S1 |
6,264.0 |
6,264.0 |
6,299.5 |
6,275.5 |
| S2 |
6,223.0 |
6,223.0 |
6,294.0 |
|
| S3 |
6,159.0 |
6,200.0 |
6,288.0 |
|
| S4 |
6,095.0 |
6,136.0 |
6,270.5 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,648.5 |
6,590.5 |
6,314.5 |
|
| R3 |
6,498.5 |
6,440.5 |
6,273.0 |
|
| R2 |
6,348.5 |
6,348.5 |
6,259.5 |
|
| R1 |
6,290.5 |
6,290.5 |
6,246.0 |
6,319.5 |
| PP |
6,198.5 |
6,198.5 |
6,198.5 |
6,213.0 |
| S1 |
6,140.5 |
6,140.5 |
6,218.0 |
6,169.5 |
| S2 |
6,048.5 |
6,048.5 |
6,204.5 |
|
| S3 |
5,898.5 |
5,990.5 |
6,191.0 |
|
| S4 |
5,748.5 |
5,840.5 |
6,149.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,309.5 |
6,141.0 |
168.5 |
2.7% |
54.5 |
0.9% |
98% |
True |
False |
96,043 |
| 10 |
6,309.5 |
6,035.0 |
274.5 |
4.4% |
52.0 |
0.8% |
99% |
True |
False |
90,932 |
| 20 |
6,309.5 |
5,866.5 |
443.0 |
7.0% |
52.5 |
0.8% |
99% |
True |
False |
90,199 |
| 40 |
6,309.5 |
5,813.0 |
496.5 |
7.9% |
47.5 |
0.8% |
99% |
True |
False |
76,590 |
| 60 |
6,309.5 |
5,566.0 |
743.5 |
11.8% |
49.0 |
0.8% |
99% |
True |
False |
51,105 |
| 80 |
6,309.5 |
5,566.0 |
743.5 |
11.8% |
46.0 |
0.7% |
99% |
True |
False |
38,333 |
| 100 |
6,309.5 |
5,566.0 |
743.5 |
11.8% |
40.5 |
0.6% |
99% |
True |
False |
30,671 |
| 120 |
6,309.5 |
5,566.0 |
743.5 |
11.8% |
34.0 |
0.5% |
99% |
True |
False |
25,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,581.5 |
|
2.618 |
6,477.0 |
|
1.618 |
6,413.0 |
|
1.000 |
6,373.5 |
|
0.618 |
6,349.0 |
|
HIGH |
6,309.5 |
|
0.618 |
6,285.0 |
|
0.500 |
6,277.5 |
|
0.382 |
6,270.0 |
|
LOW |
6,245.5 |
|
0.618 |
6,206.0 |
|
1.000 |
6,181.5 |
|
1.618 |
6,142.0 |
|
2.618 |
6,078.0 |
|
4.250 |
5,973.5 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
6,296.0 |
6,289.0 |
| PP |
6,287.0 |
6,272.5 |
| S1 |
6,277.5 |
6,256.0 |
|