| 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 |
2,729.50 |
2,734.75 |
5.25 |
0.2% |
2,734.25 |
| High |
2,747.50 |
2,747.00 |
-0.50 |
0.0% |
2,768.75 |
| Low |
2,726.25 |
2,716.25 |
-10.00 |
-0.4% |
2,707.75 |
| Close |
2,737.50 |
2,742.75 |
5.25 |
0.2% |
2,728.00 |
| Range |
21.25 |
30.75 |
9.50 |
44.7% |
61.00 |
| ATR |
33.72 |
33.51 |
-0.21 |
-0.6% |
0.00 |
| Volume |
202,433 |
221,674 |
19,241 |
9.5% |
909,217 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,827.50 |
2,816.00 |
2,759.75 |
|
| R3 |
2,796.75 |
2,785.25 |
2,751.25 |
|
| R2 |
2,766.00 |
2,766.00 |
2,748.50 |
|
| R1 |
2,754.50 |
2,754.50 |
2,745.50 |
2,760.25 |
| PP |
2,735.25 |
2,735.25 |
2,735.25 |
2,738.25 |
| S1 |
2,723.75 |
2,723.75 |
2,740.00 |
2,729.50 |
| S2 |
2,704.50 |
2,704.50 |
2,737.00 |
|
| S3 |
2,673.75 |
2,693.00 |
2,734.25 |
|
| S4 |
2,643.00 |
2,662.25 |
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% |
31.00 |
1.1% |
57% |
False |
False |
227,497 |
| 10 |
2,768.75 |
2,705.25 |
63.50 |
2.3% |
30.00 |
1.1% |
59% |
False |
False |
210,785 |
| 20 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
31.75 |
1.2% |
86% |
False |
False |
207,472 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
35.00 |
1.3% |
86% |
False |
False |
162,665 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.7% |
36.00 |
1.3% |
90% |
False |
False |
108,478 |
| 80 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
34.00 |
1.2% |
73% |
False |
False |
81,369 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
29.00 |
1.1% |
70% |
False |
False |
65,097 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
24.25 |
0.9% |
70% |
False |
False |
54,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,877.75 |
|
2.618 |
2,827.50 |
|
1.618 |
2,796.75 |
|
1.000 |
2,777.75 |
|
0.618 |
2,766.00 |
|
HIGH |
2,747.00 |
|
0.618 |
2,735.25 |
|
0.500 |
2,731.50 |
|
0.382 |
2,728.00 |
|
LOW |
2,716.25 |
|
0.618 |
2,697.25 |
|
1.000 |
2,685.50 |
|
1.618 |
2,666.50 |
|
2.618 |
2,635.75 |
|
4.250 |
2,585.50 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.00 |
2,738.50 |
| PP |
2,735.25 |
2,734.00 |
| S1 |
2,731.50 |
2,729.50 |
|