| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,714.25 |
2,729.50 |
15.25 |
0.6% |
2,734.25 |
| High |
2,739.50 |
2,747.50 |
8.00 |
0.3% |
2,768.75 |
| Low |
2,711.75 |
2,726.25 |
14.50 |
0.5% |
2,707.75 |
| Close |
2,728.00 |
2,737.50 |
9.50 |
0.3% |
2,728.00 |
| Range |
27.75 |
21.25 |
-6.50 |
-23.4% |
61.00 |
| ATR |
34.68 |
33.72 |
-0.96 |
-2.8% |
0.00 |
| Volume |
234,408 |
202,433 |
-31,975 |
-13.6% |
909,217 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,800.75 |
2,790.50 |
2,749.25 |
|
| R3 |
2,779.50 |
2,769.25 |
2,743.25 |
|
| R2 |
2,758.25 |
2,758.25 |
2,741.50 |
|
| R1 |
2,748.00 |
2,748.00 |
2,739.50 |
2,753.00 |
| PP |
2,737.00 |
2,737.00 |
2,737.00 |
2,739.75 |
| S1 |
2,726.75 |
2,726.75 |
2,735.50 |
2,732.00 |
| S2 |
2,715.75 |
2,715.75 |
2,733.50 |
|
| S3 |
2,694.50 |
2,705.50 |
2,731.75 |
|
| S4 |
2,673.25 |
2,684.25 |
2,725.75 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.75 |
2,884.00 |
2,761.50 |
|
| R3 |
2,856.75 |
2,823.00 |
2,744.75 |
|
| R2 |
2,795.75 |
2,795.75 |
2,739.25 |
|
| R1 |
2,762.00 |
2,762.00 |
2,733.50 |
2,748.50 |
| PP |
2,734.75 |
2,734.75 |
2,734.75 |
2,728.00 |
| S1 |
2,701.00 |
2,701.00 |
2,722.50 |
2,687.50 |
| S2 |
2,673.75 |
2,673.75 |
2,716.75 |
|
| S3 |
2,612.75 |
2,640.00 |
2,711.25 |
|
| S4 |
2,551.75 |
2,579.00 |
2,694.50 |
|
|
| 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% |
32.25 |
1.2% |
49% |
False |
False |
222,330 |
| 10 |
2,768.75 |
2,705.25 |
63.50 |
2.3% |
30.25 |
1.1% |
51% |
False |
False |
209,367 |
| 20 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
32.50 |
1.2% |
83% |
False |
False |
203,842 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
34.75 |
1.3% |
83% |
False |
False |
157,134 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.7% |
36.00 |
1.3% |
88% |
False |
False |
104,783 |
| 80 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
33.75 |
1.2% |
72% |
False |
False |
78,598 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
28.75 |
1.0% |
68% |
False |
False |
62,880 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
24.00 |
0.9% |
68% |
False |
False |
52,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.75 |
|
2.618 |
2,803.25 |
|
1.618 |
2,782.00 |
|
1.000 |
2,768.75 |
|
0.618 |
2,760.75 |
|
HIGH |
2,747.50 |
|
0.618 |
2,739.50 |
|
0.500 |
2,737.00 |
|
0.382 |
2,734.25 |
|
LOW |
2,726.25 |
|
0.618 |
2,713.00 |
|
1.000 |
2,705.00 |
|
1.618 |
2,691.75 |
|
2.618 |
2,670.50 |
|
4.250 |
2,636.00 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,737.25 |
2,734.25 |
| PP |
2,737.00 |
2,731.00 |
| S1 |
2,737.00 |
2,727.50 |
|