| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
4,759.0 |
4,755.0 |
-4.0 |
-0.1% |
4,693.0 |
| High |
4,769.0 |
4,783.0 |
14.0 |
0.3% |
4,756.0 |
| Low |
4,751.0 |
4,745.0 |
-6.0 |
-0.1% |
4,676.0 |
| Close |
4,753.0 |
4,781.0 |
28.0 |
0.6% |
4,740.0 |
| Range |
18.0 |
38.0 |
20.0 |
111.1% |
80.0 |
| ATR |
33.5 |
33.8 |
0.3 |
1.0% |
0.0 |
| Volume |
19,848 |
21,108 |
1,260 |
6.3% |
105,701 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,883.7 |
4,870.3 |
4,801.9 |
|
| R3 |
4,845.7 |
4,832.3 |
4,791.5 |
|
| R2 |
4,807.7 |
4,807.7 |
4,788.0 |
|
| R1 |
4,794.3 |
4,794.3 |
4,784.5 |
4,801.0 |
| PP |
4,769.7 |
4,769.7 |
4,769.7 |
4,773.0 |
| S1 |
4,756.3 |
4,756.3 |
4,777.5 |
4,763.0 |
| S2 |
4,731.7 |
4,731.7 |
4,774.0 |
|
| S3 |
4,693.7 |
4,718.3 |
4,770.6 |
|
| S4 |
4,655.7 |
4,680.3 |
4,760.1 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,964.0 |
4,932.0 |
4,784.0 |
|
| R3 |
4,884.0 |
4,852.0 |
4,762.0 |
|
| R2 |
4,804.0 |
4,804.0 |
4,754.7 |
|
| R1 |
4,772.0 |
4,772.0 |
4,747.3 |
4,788.0 |
| PP |
4,724.0 |
4,724.0 |
4,724.0 |
4,732.0 |
| S1 |
4,692.0 |
4,692.0 |
4,732.7 |
4,708.0 |
| S2 |
4,644.0 |
4,644.0 |
4,725.3 |
|
| S3 |
4,564.0 |
4,612.0 |
4,718.0 |
|
| S4 |
4,484.0 |
4,532.0 |
4,696.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,783.0 |
4,728.0 |
55.0 |
1.2% |
28.8 |
0.6% |
96% |
True |
False |
19,979 |
| 10 |
4,783.0 |
4,672.0 |
111.0 |
2.3% |
30.7 |
0.6% |
98% |
True |
False |
20,842 |
| 20 |
4,783.0 |
4,593.0 |
190.0 |
4.0% |
33.9 |
0.7% |
99% |
True |
False |
19,236 |
| 40 |
4,783.0 |
4,418.0 |
365.0 |
7.6% |
26.5 |
0.6% |
99% |
True |
False |
18,399 |
| 60 |
4,783.0 |
4,315.0 |
468.0 |
9.8% |
21.4 |
0.4% |
100% |
True |
False |
12,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,944.5 |
|
2.618 |
4,882.5 |
|
1.618 |
4,844.5 |
|
1.000 |
4,821.0 |
|
0.618 |
4,806.5 |
|
HIGH |
4,783.0 |
|
0.618 |
4,768.5 |
|
0.500 |
4,764.0 |
|
0.382 |
4,759.5 |
|
LOW |
4,745.0 |
|
0.618 |
4,721.5 |
|
1.000 |
4,707.0 |
|
1.618 |
4,683.5 |
|
2.618 |
4,645.5 |
|
4.250 |
4,583.5 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
4,775.3 |
4,773.2 |
| PP |
4,769.7 |
4,765.3 |
| S1 |
4,764.0 |
4,757.5 |
|