| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,756.50 |
2,716.25 |
-40.25 |
-1.5% |
2,744.00 |
| High |
2,768.75 |
2,743.00 |
-25.75 |
-0.9% |
2,752.00 |
| Low |
2,728.50 |
2,707.75 |
-20.75 |
-0.8% |
2,705.25 |
| Close |
2,759.00 |
2,718.25 |
-40.75 |
-1.5% |
2,733.75 |
| Range |
40.25 |
35.25 |
-5.00 |
-12.4% |
46.75 |
| ATR |
33.98 |
35.22 |
1.23 |
3.6% |
0.00 |
| Volume |
189,334 |
289,636 |
100,302 |
53.0% |
982,027 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,828.75 |
2,808.75 |
2,737.75 |
|
| R3 |
2,793.50 |
2,773.50 |
2,728.00 |
|
| R2 |
2,758.25 |
2,758.25 |
2,724.75 |
|
| R1 |
2,738.25 |
2,738.25 |
2,721.50 |
2,748.25 |
| PP |
2,723.00 |
2,723.00 |
2,723.00 |
2,728.00 |
| S1 |
2,703.00 |
2,703.00 |
2,715.00 |
2,713.00 |
| S2 |
2,687.75 |
2,687.75 |
2,711.75 |
|
| S3 |
2,652.50 |
2,667.75 |
2,708.50 |
|
| S4 |
2,617.25 |
2,632.50 |
2,698.75 |
|
|
| 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 |
2,768.75 |
2,707.75 |
61.00 |
2.2% |
33.50 |
1.2% |
17% |
False |
True |
211,407 |
| 10 |
2,768.75 |
2,705.25 |
63.50 |
2.3% |
29.50 |
1.1% |
20% |
False |
False |
204,203 |
| 20 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
34.25 |
1.3% |
73% |
False |
False |
196,718 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
35.50 |
1.3% |
73% |
False |
False |
146,217 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.8% |
35.50 |
1.3% |
81% |
False |
False |
97,503 |
| 80 |
2,830.00 |
2,502.00 |
328.00 |
12.1% |
33.75 |
1.2% |
66% |
False |
False |
73,139 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
28.25 |
1.0% |
63% |
False |
False |
58,511 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
23.75 |
0.9% |
63% |
False |
False |
48,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,892.75 |
|
2.618 |
2,835.25 |
|
1.618 |
2,800.00 |
|
1.000 |
2,778.25 |
|
0.618 |
2,764.75 |
|
HIGH |
2,743.00 |
|
0.618 |
2,729.50 |
|
0.500 |
2,725.50 |
|
0.382 |
2,721.25 |
|
LOW |
2,707.75 |
|
0.618 |
2,686.00 |
|
1.000 |
2,672.50 |
|
1.618 |
2,650.75 |
|
2.618 |
2,615.50 |
|
4.250 |
2,558.00 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,725.50 |
2,738.25 |
| PP |
2,723.00 |
2,731.50 |
| S1 |
2,720.50 |
2,725.00 |
|