| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1,683.8 |
1,667.0 |
-16.8 |
-1.0% |
1,686.5 |
| High |
1,685.8 |
1,671.6 |
-14.2 |
-0.8% |
1,695.9 |
| Low |
1,664.2 |
1,655.0 |
-9.2 |
-0.6% |
1,655.0 |
| Close |
1,669.9 |
1,656.6 |
-13.3 |
-0.8% |
1,656.6 |
| Range |
21.6 |
16.6 |
-5.0 |
-23.1% |
40.9 |
| ATR |
19.6 |
19.4 |
-0.2 |
-1.1% |
0.0 |
| Volume |
179,960 |
162,110 |
-17,850 |
-9.9% |
648,635 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,710.9 |
1,700.3 |
1,665.7 |
|
| R3 |
1,694.3 |
1,683.7 |
1,661.2 |
|
| R2 |
1,677.7 |
1,677.7 |
1,659.6 |
|
| R1 |
1,667.1 |
1,667.1 |
1,658.1 |
1,664.1 |
| PP |
1,661.1 |
1,661.1 |
1,661.1 |
1,659.6 |
| S1 |
1,650.5 |
1,650.5 |
1,655.1 |
1,647.5 |
| S2 |
1,644.5 |
1,644.5 |
1,653.6 |
|
| S3 |
1,627.9 |
1,633.9 |
1,652.0 |
|
| S4 |
1,611.3 |
1,617.3 |
1,647.5 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,791.9 |
1,765.1 |
1,679.1 |
|
| R3 |
1,751.0 |
1,724.2 |
1,667.8 |
|
| R2 |
1,710.1 |
1,710.1 |
1,664.1 |
|
| R1 |
1,683.3 |
1,683.3 |
1,660.3 |
1,676.3 |
| PP |
1,669.2 |
1,669.2 |
1,669.2 |
1,665.6 |
| S1 |
1,642.4 |
1,642.4 |
1,652.9 |
1,635.4 |
| S2 |
1,628.3 |
1,628.3 |
1,649.1 |
|
| S3 |
1,587.4 |
1,601.5 |
1,645.4 |
|
| S4 |
1,546.5 |
1,560.6 |
1,634.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,695.9 |
1,655.0 |
40.9 |
2.5% |
14.6 |
0.9% |
4% |
False |
True |
152,835 |
| 10 |
1,697.8 |
1,653.1 |
44.7 |
2.7% |
17.4 |
1.0% |
8% |
False |
False |
155,734 |
| 20 |
1,697.8 |
1,626.0 |
71.8 |
4.3% |
19.7 |
1.2% |
43% |
False |
False |
146,080 |
| 40 |
1,745.5 |
1,626.0 |
119.5 |
7.2% |
20.0 |
1.2% |
26% |
False |
False |
138,427 |
| 60 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.4 |
1.2% |
23% |
False |
False |
98,843 |
| 80 |
1,800.0 |
1,626.0 |
174.0 |
10.5% |
18.6 |
1.1% |
18% |
False |
False |
75,415 |
| 100 |
1,800.0 |
1,626.0 |
174.0 |
10.5% |
19.1 |
1.2% |
18% |
False |
False |
60,955 |
| 120 |
1,800.0 |
1,598.0 |
202.0 |
12.2% |
18.4 |
1.1% |
29% |
False |
False |
50,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,742.2 |
|
2.618 |
1,715.1 |
|
1.618 |
1,698.5 |
|
1.000 |
1,688.2 |
|
0.618 |
1,681.9 |
|
HIGH |
1,671.6 |
|
0.618 |
1,665.3 |
|
0.500 |
1,663.3 |
|
0.382 |
1,661.3 |
|
LOW |
1,655.0 |
|
0.618 |
1,644.7 |
|
1.000 |
1,638.4 |
|
1.618 |
1,628.1 |
|
2.618 |
1,611.5 |
|
4.250 |
1,584.5 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,663.3 |
1,674.9 |
| PP |
1,661.1 |
1,668.8 |
| S1 |
1,658.8 |
1,662.7 |
|