| 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 |
2,704.0 |
2,719.0 |
15.0 |
0.6% |
2,717.0 |
| High |
2,725.0 |
2,753.0 |
28.0 |
1.0% |
2,753.0 |
| Low |
2,691.0 |
2,715.0 |
24.0 |
0.9% |
2,691.0 |
| Close |
2,721.0 |
2,740.0 |
19.0 |
0.7% |
2,740.0 |
| Range |
34.0 |
38.0 |
4.0 |
11.8% |
62.0 |
| ATR |
30.4 |
30.9 |
0.5 |
1.8% |
0.0 |
| Volume |
924,328 |
635,263 |
-289,065 |
-31.3% |
2,994,295 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,850.0 |
2,833.0 |
2,760.9 |
|
| R3 |
2,812.0 |
2,795.0 |
2,750.5 |
|
| R2 |
2,774.0 |
2,774.0 |
2,747.0 |
|
| R1 |
2,757.0 |
2,757.0 |
2,743.5 |
2,765.5 |
| PP |
2,736.0 |
2,736.0 |
2,736.0 |
2,740.3 |
| S1 |
2,719.0 |
2,719.0 |
2,736.5 |
2,727.5 |
| S2 |
2,698.0 |
2,698.0 |
2,733.0 |
|
| S3 |
2,660.0 |
2,681.0 |
2,729.6 |
|
| S4 |
2,622.0 |
2,643.0 |
2,719.1 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.0 |
2,889.0 |
2,774.1 |
|
| R3 |
2,852.0 |
2,827.0 |
2,757.1 |
|
| R2 |
2,790.0 |
2,790.0 |
2,751.4 |
|
| R1 |
2,765.0 |
2,765.0 |
2,745.7 |
2,777.5 |
| PP |
2,728.0 |
2,728.0 |
2,728.0 |
2,734.3 |
| S1 |
2,703.0 |
2,703.0 |
2,734.3 |
2,715.5 |
| S2 |
2,666.0 |
2,666.0 |
2,728.6 |
|
| S3 |
2,604.0 |
2,641.0 |
2,723.0 |
|
| S4 |
2,542.0 |
2,579.0 |
2,705.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,753.0 |
2,691.0 |
62.0 |
2.3% |
30.6 |
1.1% |
79% |
True |
False |
660,826 |
| 10 |
2,753.0 |
2,681.0 |
72.0 |
2.6% |
28.7 |
1.0% |
82% |
True |
False |
738,557 |
| 20 |
2,753.0 |
2,604.0 |
149.0 |
5.4% |
30.3 |
1.1% |
91% |
True |
False |
698,668 |
| 40 |
2,753.0 |
2,512.0 |
241.0 |
8.8% |
28.6 |
1.0% |
95% |
True |
False |
499,572 |
| 60 |
2,753.0 |
2,417.0 |
336.0 |
12.3% |
30.8 |
1.1% |
96% |
True |
False |
334,572 |
| 80 |
2,753.0 |
2,417.0 |
336.0 |
12.3% |
32.7 |
1.2% |
96% |
True |
False |
251,142 |
| 100 |
2,753.0 |
2,380.0 |
373.0 |
13.6% |
33.3 |
1.2% |
97% |
True |
False |
202,700 |
| 120 |
2,753.0 |
2,276.0 |
477.0 |
17.4% |
32.0 |
1.2% |
97% |
True |
False |
168,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,914.5 |
|
2.618 |
2,852.5 |
|
1.618 |
2,814.5 |
|
1.000 |
2,791.0 |
|
0.618 |
2,776.5 |
|
HIGH |
2,753.0 |
|
0.618 |
2,738.5 |
|
0.500 |
2,734.0 |
|
0.382 |
2,729.5 |
|
LOW |
2,715.0 |
|
0.618 |
2,691.5 |
|
1.000 |
2,677.0 |
|
1.618 |
2,653.5 |
|
2.618 |
2,615.5 |
|
4.250 |
2,553.5 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,738.0 |
2,734.0 |
| PP |
2,736.0 |
2,728.0 |
| S1 |
2,734.0 |
2,722.0 |
|