| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,734.75 |
2,745.50 |
10.75 |
0.4% |
2,734.25 |
| High |
2,747.00 |
2,751.75 |
4.75 |
0.2% |
2,768.75 |
| Low |
2,716.25 |
2,726.25 |
10.00 |
0.4% |
2,707.75 |
| Close |
2,742.75 |
2,735.75 |
-7.00 |
-0.3% |
2,728.00 |
| Range |
30.75 |
25.50 |
-5.25 |
-17.1% |
61.00 |
| ATR |
33.51 |
32.94 |
-0.57 |
-1.7% |
0.00 |
| Volume |
221,674 |
252,062 |
30,388 |
13.7% |
909,217 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,814.50 |
2,800.50 |
2,749.75 |
|
| R3 |
2,789.00 |
2,775.00 |
2,742.75 |
|
| R2 |
2,763.50 |
2,763.50 |
2,740.50 |
|
| R1 |
2,749.50 |
2,749.50 |
2,738.00 |
2,743.75 |
| PP |
2,738.00 |
2,738.00 |
2,738.00 |
2,735.00 |
| S1 |
2,724.00 |
2,724.00 |
2,733.50 |
2,718.25 |
| S2 |
2,712.50 |
2,712.50 |
2,731.00 |
|
| S3 |
2,687.00 |
2,698.50 |
2,728.75 |
|
| S4 |
2,661.50 |
2,673.00 |
2,721.75 |
|
|
| 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 |
2,751.75 |
2,707.75 |
44.00 |
1.6% |
28.00 |
1.0% |
64% |
True |
False |
240,042 |
| 10 |
2,768.75 |
2,707.75 |
61.00 |
2.2% |
30.00 |
1.1% |
46% |
False |
False |
214,927 |
| 20 |
2,768.75 |
2,686.25 |
82.50 |
3.0% |
28.75 |
1.0% |
60% |
False |
False |
210,137 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
35.00 |
1.3% |
83% |
False |
False |
168,955 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.8% |
35.50 |
1.3% |
88% |
False |
False |
112,678 |
| 80 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
34.00 |
1.2% |
71% |
False |
False |
84,520 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
29.25 |
1.1% |
68% |
False |
False |
67,617 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.6% |
24.50 |
0.9% |
68% |
False |
False |
56,348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,860.00 |
|
2.618 |
2,818.50 |
|
1.618 |
2,793.00 |
|
1.000 |
2,777.25 |
|
0.618 |
2,767.50 |
|
HIGH |
2,751.75 |
|
0.618 |
2,742.00 |
|
0.500 |
2,739.00 |
|
0.382 |
2,736.00 |
|
LOW |
2,726.25 |
|
0.618 |
2,710.50 |
|
1.000 |
2,700.75 |
|
1.618 |
2,685.00 |
|
2.618 |
2,659.50 |
|
4.250 |
2,618.00 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.00 |
2,735.25 |
| PP |
2,738.00 |
2,734.50 |
| S1 |
2,736.75 |
2,734.00 |
|