| 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 |
1,658.7 |
1,666.9 |
8.2 |
0.5% |
1,691.4 |
| High |
1,668.7 |
1,687.0 |
18.3 |
1.1% |
1,699.9 |
| Low |
1,658.2 |
1,666.1 |
7.9 |
0.5% |
1,659.4 |
| Close |
1,664.9 |
1,683.7 |
18.8 |
1.1% |
1,660.9 |
| Range |
10.5 |
20.9 |
10.4 |
99.0% |
40.5 |
| ATR |
17.2 |
17.5 |
0.4 |
2.1% |
0.0 |
| Volume |
7,209 |
10,790 |
3,581 |
49.7% |
11,110 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.6 |
1,733.6 |
1,695.2 |
|
| R3 |
1,720.7 |
1,712.7 |
1,689.4 |
|
| R2 |
1,699.8 |
1,699.8 |
1,687.5 |
|
| R1 |
1,691.8 |
1,691.8 |
1,685.6 |
1,695.8 |
| PP |
1,678.9 |
1,678.9 |
1,678.9 |
1,681.0 |
| S1 |
1,670.9 |
1,670.9 |
1,681.8 |
1,674.9 |
| S2 |
1,658.0 |
1,658.0 |
1,679.9 |
|
| S3 |
1,637.1 |
1,650.0 |
1,678.0 |
|
| S4 |
1,616.2 |
1,629.1 |
1,672.2 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,794.9 |
1,768.4 |
1,683.2 |
|
| R3 |
1,754.4 |
1,727.9 |
1,672.0 |
|
| R2 |
1,713.9 |
1,713.9 |
1,668.3 |
|
| R1 |
1,687.4 |
1,687.4 |
1,664.6 |
1,680.4 |
| PP |
1,673.4 |
1,673.4 |
1,673.4 |
1,669.9 |
| S1 |
1,646.9 |
1,646.9 |
1,657.2 |
1,639.9 |
| S2 |
1,632.9 |
1,632.9 |
1,653.5 |
|
| S3 |
1,592.4 |
1,606.4 |
1,649.8 |
|
| S4 |
1,551.9 |
1,565.9 |
1,638.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,689.6 |
1,655.3 |
34.3 |
2.0% |
15.5 |
0.9% |
83% |
False |
False |
6,521 |
| 10 |
1,700.0 |
1,655.3 |
44.7 |
2.7% |
14.8 |
0.9% |
64% |
False |
False |
4,974 |
| 20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
17.9 |
1.1% |
76% |
False |
False |
4,571 |
| 40 |
1,728.8 |
1,631.3 |
97.5 |
5.8% |
17.8 |
1.1% |
54% |
False |
False |
3,335 |
| 60 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.8 |
1.1% |
41% |
False |
False |
2,855 |
| 80 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.7 |
1.0% |
31% |
False |
False |
2,485 |
| 100 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
17.0 |
1.0% |
31% |
False |
False |
2,167 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,775.8 |
|
2.618 |
1,741.7 |
|
1.618 |
1,720.8 |
|
1.000 |
1,707.9 |
|
0.618 |
1,699.9 |
|
HIGH |
1,687.0 |
|
0.618 |
1,679.0 |
|
0.500 |
1,676.6 |
|
0.382 |
1,674.1 |
|
LOW |
1,666.1 |
|
0.618 |
1,653.2 |
|
1.000 |
1,645.2 |
|
1.618 |
1,632.3 |
|
2.618 |
1,611.4 |
|
4.250 |
1,577.3 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,681.3 |
1,679.5 |
| PP |
1,678.9 |
1,675.3 |
| S1 |
1,676.6 |
1,671.2 |
|