| 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 |
1,666.9 |
1,678.5 |
11.6 |
0.7% |
1,691.4 |
| High |
1,687.0 |
1,683.6 |
-3.4 |
-0.2% |
1,699.9 |
| Low |
1,666.1 |
1,661.0 |
-5.1 |
-0.3% |
1,659.4 |
| Close |
1,683.7 |
1,664.1 |
-19.6 |
-1.2% |
1,660.9 |
| Range |
20.9 |
22.6 |
1.7 |
8.1% |
40.5 |
| ATR |
17.5 |
17.9 |
0.4 |
2.1% |
0.0 |
| Volume |
10,790 |
10,324 |
-466 |
-4.3% |
11,110 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,737.4 |
1,723.3 |
1,676.5 |
|
| R3 |
1,714.8 |
1,700.7 |
1,670.3 |
|
| R2 |
1,692.2 |
1,692.2 |
1,668.2 |
|
| R1 |
1,678.1 |
1,678.1 |
1,666.2 |
1,673.9 |
| PP |
1,669.6 |
1,669.6 |
1,669.6 |
1,667.4 |
| S1 |
1,655.5 |
1,655.5 |
1,662.0 |
1,651.3 |
| S2 |
1,647.0 |
1,647.0 |
1,660.0 |
|
| S3 |
1,624.4 |
1,632.9 |
1,657.9 |
|
| S4 |
1,601.8 |
1,610.3 |
1,651.7 |
|
|
| 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 |
1,687.0 |
1,655.3 |
31.7 |
1.9% |
16.0 |
1.0% |
28% |
False |
False |
8,247 |
| 10 |
1,700.0 |
1,655.3 |
44.7 |
2.7% |
16.1 |
1.0% |
20% |
False |
False |
5,564 |
| 20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
17.8 |
1.1% |
48% |
False |
False |
4,925 |
| 40 |
1,728.8 |
1,631.3 |
97.5 |
5.9% |
18.2 |
1.1% |
34% |
False |
False |
3,571 |
| 60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.5 |
1.1% |
26% |
False |
False |
3,017 |
| 80 |
1,787.0 |
1,631.3 |
155.7 |
9.4% |
16.7 |
1.0% |
21% |
False |
False |
2,584 |
| 100 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.7 |
1.0% |
19% |
False |
False |
2,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,779.7 |
|
2.618 |
1,742.8 |
|
1.618 |
1,720.2 |
|
1.000 |
1,706.2 |
|
0.618 |
1,697.6 |
|
HIGH |
1,683.6 |
|
0.618 |
1,675.0 |
|
0.500 |
1,672.3 |
|
0.382 |
1,669.6 |
|
LOW |
1,661.0 |
|
0.618 |
1,647.0 |
|
1.000 |
1,638.4 |
|
1.618 |
1,624.4 |
|
2.618 |
1,601.8 |
|
4.250 |
1,565.0 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,672.3 |
1,672.6 |
| PP |
1,669.6 |
1,669.8 |
| S1 |
1,666.8 |
1,666.9 |
|