| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,745.50 |
2,734.00 |
-11.50 |
-0.4% |
2,734.25 |
| High |
2,751.75 |
2,746.25 |
-5.50 |
-0.2% |
2,768.75 |
| Low |
2,726.25 |
2,723.75 |
-2.50 |
-0.1% |
2,707.75 |
| Close |
2,735.75 |
2,725.00 |
-10.75 |
-0.4% |
2,728.00 |
| Range |
25.50 |
22.50 |
-3.00 |
-11.8% |
61.00 |
| ATR |
32.94 |
32.19 |
-0.75 |
-2.3% |
0.00 |
| Volume |
252,062 |
216,929 |
-35,133 |
-13.9% |
909,217 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,799.25 |
2,784.50 |
2,737.50 |
|
| R3 |
2,776.75 |
2,762.00 |
2,731.25 |
|
| R2 |
2,754.25 |
2,754.25 |
2,729.00 |
|
| R1 |
2,739.50 |
2,739.50 |
2,727.00 |
2,735.50 |
| PP |
2,731.75 |
2,731.75 |
2,731.75 |
2,729.75 |
| S1 |
2,717.00 |
2,717.00 |
2,723.00 |
2,713.00 |
| S2 |
2,709.25 |
2,709.25 |
2,721.00 |
|
| S3 |
2,686.75 |
2,694.50 |
2,718.75 |
|
| S4 |
2,664.25 |
2,672.00 |
2,712.50 |
|
|
| 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 |
2,711.75 |
40.00 |
1.5% |
25.50 |
0.9% |
33% |
False |
False |
225,501 |
| 10 |
2,768.75 |
2,707.75 |
61.00 |
2.2% |
29.50 |
1.1% |
28% |
False |
False |
218,454 |
| 20 |
2,768.75 |
2,698.50 |
70.25 |
2.6% |
27.00 |
1.0% |
38% |
False |
False |
206,686 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
35.00 |
1.3% |
77% |
False |
False |
174,374 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.8% |
35.00 |
1.3% |
84% |
False |
False |
116,293 |
| 80 |
2,798.00 |
2,502.00 |
296.00 |
10.9% |
34.00 |
1.2% |
75% |
False |
False |
87,231 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
29.50 |
1.1% |
64% |
False |
False |
69,786 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
24.75 |
0.9% |
64% |
False |
False |
58,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,842.00 |
|
2.618 |
2,805.25 |
|
1.618 |
2,782.75 |
|
1.000 |
2,768.75 |
|
0.618 |
2,760.25 |
|
HIGH |
2,746.25 |
|
0.618 |
2,737.75 |
|
0.500 |
2,735.00 |
|
0.382 |
2,732.25 |
|
LOW |
2,723.75 |
|
0.618 |
2,709.75 |
|
1.000 |
2,701.25 |
|
1.618 |
2,687.25 |
|
2.618 |
2,664.75 |
|
4.250 |
2,628.00 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.00 |
2,734.00 |
| PP |
2,731.75 |
2,731.00 |
| S1 |
2,728.25 |
2,728.00 |
|