| Trading Metrics calculated at close of trading on 22-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,540 |
13,574 |
34 |
0.3% |
13,432 |
| High |
13,586 |
13,718 |
132 |
1.0% |
13,586 |
| Low |
13,514 |
13,531 |
17 |
0.1% |
13,378 |
| Close |
13,576 |
13,696 |
120 |
0.9% |
13,576 |
| Range |
72 |
187 |
115 |
159.7% |
208 |
| ATR |
126 |
130 |
4 |
3.5% |
0 |
| Volume |
89,755 |
117,582 |
27,827 |
31.0% |
489,933 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,209 |
14,140 |
13,799 |
|
| R3 |
14,022 |
13,953 |
13,748 |
|
| R2 |
13,835 |
13,835 |
13,730 |
|
| R1 |
13,766 |
13,766 |
13,713 |
13,801 |
| PP |
13,648 |
13,648 |
13,648 |
13,666 |
| S1 |
13,579 |
13,579 |
13,679 |
13,614 |
| S2 |
13,461 |
13,461 |
13,662 |
|
| S3 |
13,274 |
13,392 |
13,645 |
|
| S4 |
13,087 |
13,205 |
13,593 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,137 |
14,065 |
13,691 |
|
| R3 |
13,929 |
13,857 |
13,633 |
|
| R2 |
13,721 |
13,721 |
13,614 |
|
| R1 |
13,649 |
13,649 |
13,595 |
13,685 |
| PP |
13,513 |
13,513 |
13,513 |
13,532 |
| S1 |
13,441 |
13,441 |
13,557 |
13,477 |
| S2 |
13,305 |
13,305 |
13,538 |
|
| S3 |
13,097 |
13,233 |
13,519 |
|
| S4 |
12,889 |
13,025 |
13,462 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,718 |
13,378 |
340 |
2.5% |
127 |
0.9% |
94% |
True |
False |
103,561 |
| 10 |
13,718 |
13,232 |
486 |
3.5% |
106 |
0.8% |
95% |
True |
False |
98,945 |
| 20 |
13,718 |
12,742 |
976 |
7.1% |
138 |
1.0% |
98% |
True |
False |
99,714 |
| 40 |
13,718 |
12,664 |
1,054 |
7.7% |
130 |
1.0% |
98% |
True |
False |
67,153 |
| 60 |
13,718 |
12,380 |
1,338 |
9.8% |
129 |
0.9% |
98% |
True |
False |
44,780 |
| 80 |
13,718 |
12,380 |
1,338 |
9.8% |
115 |
0.8% |
98% |
True |
False |
33,588 |
| 100 |
13,718 |
12,380 |
1,338 |
9.8% |
100 |
0.7% |
98% |
True |
False |
26,873 |
| 120 |
13,718 |
12,380 |
1,338 |
9.8% |
84 |
0.6% |
98% |
True |
False |
22,394 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,513 |
|
2.618 |
14,208 |
|
1.618 |
14,021 |
|
1.000 |
13,905 |
|
0.618 |
13,834 |
|
HIGH |
13,718 |
|
0.618 |
13,647 |
|
0.500 |
13,625 |
|
0.382 |
13,603 |
|
LOW |
13,531 |
|
0.618 |
13,416 |
|
1.000 |
13,344 |
|
1.618 |
13,229 |
|
2.618 |
13,042 |
|
4.250 |
12,736 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,672 |
13,649 |
| PP |
13,648 |
13,603 |
| S1 |
13,625 |
13,556 |
|