| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,753.0 |
2,749.0 |
-4.0 |
-0.1% |
2,717.0 |
| High |
2,753.0 |
2,755.0 |
2.0 |
0.1% |
2,753.0 |
| Low |
2,731.0 |
2,724.0 |
-7.0 |
-0.3% |
2,691.0 |
| Close |
2,750.0 |
2,730.0 |
-20.0 |
-0.7% |
2,740.0 |
| Range |
22.0 |
31.0 |
9.0 |
40.9% |
62.0 |
| ATR |
29.2 |
29.4 |
0.1 |
0.4% |
0.0 |
| Volume |
784,751 |
1,009,419 |
224,668 |
28.6% |
2,994,295 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,829.3 |
2,810.7 |
2,747.1 |
|
| R3 |
2,798.3 |
2,779.7 |
2,738.5 |
|
| R2 |
2,767.3 |
2,767.3 |
2,735.7 |
|
| R1 |
2,748.7 |
2,748.7 |
2,732.8 |
2,742.5 |
| PP |
2,736.3 |
2,736.3 |
2,736.3 |
2,733.3 |
| S1 |
2,717.7 |
2,717.7 |
2,727.2 |
2,711.5 |
| S2 |
2,705.3 |
2,705.3 |
2,724.3 |
|
| S3 |
2,674.3 |
2,686.7 |
2,721.5 |
|
| S4 |
2,643.3 |
2,655.7 |
2,713.0 |
|
|
| 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 |
2,755.0 |
2,691.0 |
64.0 |
2.3% |
27.8 |
1.0% |
61% |
True |
False |
805,235 |
| 10 |
2,755.0 |
2,681.0 |
74.0 |
2.7% |
27.6 |
1.0% |
66% |
True |
False |
749,829 |
| 20 |
2,755.0 |
2,666.0 |
89.0 |
3.3% |
27.5 |
1.0% |
72% |
True |
False |
730,301 |
| 40 |
2,755.0 |
2,512.0 |
243.0 |
8.9% |
28.3 |
1.0% |
90% |
True |
False |
561,037 |
| 60 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
30.2 |
1.1% |
93% |
True |
False |
375,340 |
| 80 |
2,755.0 |
2,417.0 |
338.0 |
12.4% |
31.4 |
1.1% |
93% |
True |
False |
281,968 |
| 100 |
2,755.0 |
2,399.0 |
356.0 |
13.0% |
32.8 |
1.2% |
93% |
True |
False |
227,353 |
| 120 |
2,755.0 |
2,379.0 |
376.0 |
13.8% |
31.3 |
1.1% |
93% |
True |
False |
189,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,886.8 |
|
2.618 |
2,836.2 |
|
1.618 |
2,805.2 |
|
1.000 |
2,786.0 |
|
0.618 |
2,774.2 |
|
HIGH |
2,755.0 |
|
0.618 |
2,743.2 |
|
0.500 |
2,739.5 |
|
0.382 |
2,735.8 |
|
LOW |
2,724.0 |
|
0.618 |
2,704.8 |
|
1.000 |
2,693.0 |
|
1.618 |
2,673.8 |
|
2.618 |
2,642.8 |
|
4.250 |
2,592.3 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,739.5 |
2,739.5 |
| PP |
2,736.3 |
2,736.3 |
| S1 |
2,733.2 |
2,733.2 |
|