| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,717.0 |
2,720.0 |
3.0 |
0.1% |
2,724.0 |
| High |
2,724.0 |
2,723.0 |
-1.0 |
0.0% |
2,729.0 |
| Low |
2,693.0 |
2,699.0 |
6.0 |
0.2% |
2,681.0 |
| Close |
2,715.0 |
2,706.0 |
-9.0 |
-0.3% |
2,706.0 |
| Range |
31.0 |
24.0 |
-7.0 |
-22.6% |
48.0 |
| ATR |
30.6 |
30.1 |
-0.5 |
-1.5% |
0.0 |
| Volume |
651,715 |
782,989 |
131,274 |
20.1% |
3,759,268 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.3 |
2,767.7 |
2,719.2 |
|
| R3 |
2,757.3 |
2,743.7 |
2,712.6 |
|
| R2 |
2,733.3 |
2,733.3 |
2,710.4 |
|
| R1 |
2,719.7 |
2,719.7 |
2,708.2 |
2,714.5 |
| PP |
2,709.3 |
2,709.3 |
2,709.3 |
2,706.8 |
| S1 |
2,695.7 |
2,695.7 |
2,703.8 |
2,690.5 |
| S2 |
2,685.3 |
2,685.3 |
2,701.6 |
|
| S3 |
2,661.3 |
2,671.7 |
2,699.4 |
|
| S4 |
2,637.3 |
2,647.7 |
2,692.8 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,849.3 |
2,825.7 |
2,732.4 |
|
| R3 |
2,801.3 |
2,777.7 |
2,719.2 |
|
| R2 |
2,753.3 |
2,753.3 |
2,714.8 |
|
| R1 |
2,729.7 |
2,729.7 |
2,710.4 |
2,717.5 |
| PP |
2,705.3 |
2,705.3 |
2,705.3 |
2,699.3 |
| S1 |
2,681.7 |
2,681.7 |
2,701.6 |
2,669.5 |
| S2 |
2,657.3 |
2,657.3 |
2,697.2 |
|
| S3 |
2,609.3 |
2,633.7 |
2,692.8 |
|
| S4 |
2,561.3 |
2,585.7 |
2,679.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,728.0 |
2,681.0 |
47.0 |
1.7% |
27.4 |
1.0% |
53% |
False |
False |
694,423 |
| 10 |
2,729.0 |
2,681.0 |
48.0 |
1.8% |
26.8 |
1.0% |
52% |
False |
False |
738,745 |
| 20 |
2,729.0 |
2,604.0 |
125.0 |
4.6% |
29.1 |
1.1% |
82% |
False |
False |
702,951 |
| 40 |
2,729.0 |
2,481.0 |
248.0 |
9.2% |
27.8 |
1.0% |
91% |
False |
False |
460,590 |
| 60 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
30.7 |
1.1% |
93% |
False |
False |
308,773 |
| 80 |
2,729.0 |
2,417.0 |
312.0 |
11.5% |
32.8 |
1.2% |
93% |
False |
False |
231,649 |
| 100 |
2,729.0 |
2,379.0 |
350.0 |
12.9% |
32.9 |
1.2% |
93% |
False |
False |
187,106 |
| 120 |
2,729.0 |
2,233.0 |
496.0 |
18.3% |
32.3 |
1.2% |
95% |
False |
False |
155,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,825.0 |
|
2.618 |
2,785.8 |
|
1.618 |
2,761.8 |
|
1.000 |
2,747.0 |
|
0.618 |
2,737.8 |
|
HIGH |
2,723.0 |
|
0.618 |
2,713.8 |
|
0.500 |
2,711.0 |
|
0.382 |
2,708.2 |
|
LOW |
2,699.0 |
|
0.618 |
2,684.2 |
|
1.000 |
2,675.0 |
|
1.618 |
2,660.2 |
|
2.618 |
2,636.2 |
|
4.250 |
2,597.0 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,711.0 |
2,710.5 |
| PP |
2,709.3 |
2,709.0 |
| S1 |
2,707.7 |
2,707.5 |
|