| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,735.50 |
2,734.25 |
-1.25 |
0.0% |
2,744.00 |
| High |
2,741.75 |
2,758.00 |
16.25 |
0.6% |
2,752.00 |
| Low |
2,722.50 |
2,720.75 |
-1.75 |
-0.1% |
2,705.25 |
| Close |
2,733.75 |
2,751.00 |
17.25 |
0.6% |
2,733.75 |
| Range |
19.25 |
37.25 |
18.00 |
93.5% |
46.75 |
| ATR |
33.21 |
33.50 |
0.29 |
0.9% |
0.00 |
| Volume |
171,009 |
195,839 |
24,830 |
14.5% |
982,027 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.00 |
2,840.25 |
2,771.50 |
|
| R3 |
2,817.75 |
2,803.00 |
2,761.25 |
|
| R2 |
2,780.50 |
2,780.50 |
2,757.75 |
|
| R1 |
2,765.75 |
2,765.75 |
2,754.50 |
2,773.00 |
| PP |
2,743.25 |
2,743.25 |
2,743.25 |
2,747.00 |
| S1 |
2,728.50 |
2,728.50 |
2,747.50 |
2,736.00 |
| S2 |
2,706.00 |
2,706.00 |
2,744.25 |
|
| S3 |
2,668.75 |
2,691.25 |
2,740.75 |
|
| S4 |
2,631.50 |
2,654.00 |
2,730.50 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.50 |
2,849.00 |
2,759.50 |
|
| R3 |
2,823.75 |
2,802.25 |
2,746.50 |
|
| R2 |
2,777.00 |
2,777.00 |
2,742.25 |
|
| R1 |
2,755.50 |
2,755.50 |
2,738.00 |
2,743.00 |
| PP |
2,730.25 |
2,730.25 |
2,730.25 |
2,724.00 |
| S1 |
2,708.75 |
2,708.75 |
2,729.50 |
2,696.00 |
| S2 |
2,683.50 |
2,683.50 |
2,725.25 |
|
| S3 |
2,636.75 |
2,662.00 |
2,721.00 |
|
| S4 |
2,590.00 |
2,615.25 |
2,708.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,758.00 |
2,705.25 |
52.75 |
1.9% |
29.25 |
1.1% |
87% |
True |
False |
194,073 |
| 10 |
2,758.00 |
2,698.50 |
59.50 |
2.2% |
26.50 |
1.0% |
88% |
True |
False |
192,294 |
| 20 |
2,758.00 |
2,580.00 |
178.00 |
6.5% |
34.25 |
1.2% |
96% |
True |
False |
186,871 |
| 40 |
2,758.00 |
2,580.00 |
178.00 |
6.5% |
35.25 |
1.3% |
96% |
True |
False |
134,248 |
| 60 |
2,758.00 |
2,502.00 |
256.00 |
9.3% |
35.50 |
1.3% |
97% |
True |
False |
89,520 |
| 80 |
2,830.00 |
2,502.00 |
328.00 |
11.9% |
33.50 |
1.2% |
76% |
False |
False |
67,152 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
27.50 |
1.0% |
72% |
False |
False |
53,722 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
23.25 |
0.8% |
72% |
False |
False |
44,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,916.25 |
|
2.618 |
2,855.50 |
|
1.618 |
2,818.25 |
|
1.000 |
2,795.25 |
|
0.618 |
2,781.00 |
|
HIGH |
2,758.00 |
|
0.618 |
2,743.75 |
|
0.500 |
2,739.50 |
|
0.382 |
2,735.00 |
|
LOW |
2,720.75 |
|
0.618 |
2,697.75 |
|
1.000 |
2,683.50 |
|
1.618 |
2,660.50 |
|
2.618 |
2,623.25 |
|
4.250 |
2,562.50 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.00 |
2,746.50 |
| PP |
2,743.25 |
2,741.75 |
| S1 |
2,739.50 |
2,737.25 |
|