| 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 |
150.64 |
149.89 |
-0.75 |
-0.5% |
148.33 |
| High |
150.94 |
150.38 |
-0.56 |
-0.4% |
150.25 |
| Low |
149.93 |
149.60 |
-0.33 |
-0.2% |
147.98 |
| Close |
150.07 |
149.70 |
-0.37 |
-0.2% |
150.25 |
| Range |
1.01 |
0.78 |
-0.23 |
-22.8% |
2.27 |
| ATR |
1.16 |
1.13 |
-0.03 |
-2.3% |
0.00 |
| Volume |
137,447,594 |
108,975,797 |
-28,471,797 |
-20.7% |
510,035,508 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
152.23 |
151.75 |
150.13 |
|
| R3 |
151.45 |
150.97 |
149.91 |
|
| R2 |
150.67 |
150.67 |
149.84 |
|
| R1 |
150.19 |
150.19 |
149.77 |
150.04 |
| PP |
149.89 |
149.89 |
149.89 |
149.82 |
| S1 |
149.41 |
149.41 |
149.63 |
149.26 |
| S2 |
149.11 |
149.11 |
149.56 |
|
| S3 |
148.33 |
148.63 |
149.49 |
|
| S4 |
147.55 |
147.85 |
149.27 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
156.30 |
155.55 |
151.50 |
|
| R3 |
154.03 |
153.28 |
150.87 |
|
| R2 |
151.76 |
151.76 |
150.67 |
|
| R1 |
151.01 |
151.01 |
150.46 |
151.39 |
| PP |
149.49 |
149.49 |
149.49 |
149.68 |
| S1 |
148.74 |
148.74 |
150.04 |
149.12 |
| S2 |
147.22 |
147.22 |
149.83 |
|
| S3 |
144.95 |
146.47 |
149.63 |
|
| S4 |
142.68 |
144.20 |
149.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
150.94 |
149.37 |
1.57 |
1.0% |
0.93 |
0.6% |
21% |
False |
False |
122,538,258 |
| 10 |
150.94 |
147.14 |
3.80 |
2.5% |
0.99 |
0.7% |
67% |
False |
False |
127,925,011 |
| 20 |
150.94 |
144.98 |
5.96 |
4.0% |
0.93 |
0.6% |
79% |
False |
False |
119,754,195 |
| 40 |
150.94 |
139.54 |
11.40 |
7.6% |
1.15 |
0.8% |
89% |
False |
False |
133,824,642 |
| 60 |
150.94 |
134.70 |
16.24 |
10.8% |
1.31 |
0.9% |
92% |
False |
False |
137,861,856 |
| 80 |
150.94 |
134.70 |
16.24 |
10.8% |
1.33 |
0.9% |
92% |
False |
False |
135,746,333 |
| 100 |
150.94 |
134.70 |
16.24 |
10.8% |
1.31 |
0.9% |
92% |
False |
False |
134,006,683 |
| 120 |
150.94 |
134.70 |
16.24 |
10.8% |
1.26 |
0.8% |
92% |
False |
False |
127,854,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
153.70 |
|
2.618 |
152.42 |
|
1.618 |
151.64 |
|
1.000 |
151.16 |
|
0.618 |
150.86 |
|
HIGH |
150.38 |
|
0.618 |
150.08 |
|
0.500 |
149.99 |
|
0.382 |
149.90 |
|
LOW |
149.60 |
|
0.618 |
149.12 |
|
1.000 |
148.82 |
|
1.618 |
148.34 |
|
2.618 |
147.56 |
|
4.250 |
146.29 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
149.99 |
150.27 |
| PP |
149.89 |
150.08 |
| S1 |
149.80 |
149.89 |
|