| 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 |
13,706 |
13,702 |
-4 |
0.0% |
13,432 |
| High |
13,733 |
13,818 |
85 |
0.6% |
13,586 |
| Low |
13,673 |
13,701 |
28 |
0.2% |
13,378 |
| Close |
13,719 |
13,781 |
62 |
0.5% |
13,576 |
| Range |
60 |
117 |
57 |
95.0% |
208 |
| ATR |
125 |
124 |
-1 |
-0.5% |
0 |
| Volume |
85,885 |
126,006 |
40,121 |
46.7% |
489,933 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,118 |
14,066 |
13,845 |
|
| R3 |
14,001 |
13,949 |
13,813 |
|
| R2 |
13,884 |
13,884 |
13,803 |
|
| R1 |
13,832 |
13,832 |
13,792 |
13,858 |
| PP |
13,767 |
13,767 |
13,767 |
13,780 |
| S1 |
13,715 |
13,715 |
13,770 |
13,741 |
| S2 |
13,650 |
13,650 |
13,760 |
|
| S3 |
13,533 |
13,598 |
13,749 |
|
| S4 |
13,416 |
13,481 |
13,717 |
|
|
| 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 |
13,818 |
13,394 |
424 |
3.1% |
124 |
0.9% |
91% |
True |
False |
108,097 |
| 10 |
13,818 |
13,316 |
502 |
3.6% |
105 |
0.8% |
93% |
True |
False |
101,311 |
| 20 |
13,818 |
12,742 |
1,076 |
7.8% |
128 |
0.9% |
97% |
True |
False |
102,232 |
| 40 |
13,818 |
12,664 |
1,154 |
8.4% |
129 |
0.9% |
97% |
True |
False |
72,447 |
| 60 |
13,818 |
12,380 |
1,438 |
10.4% |
129 |
0.9% |
97% |
True |
False |
48,311 |
| 80 |
13,818 |
12,380 |
1,438 |
10.4% |
116 |
0.8% |
97% |
True |
False |
36,236 |
| 100 |
13,818 |
12,380 |
1,438 |
10.4% |
101 |
0.7% |
97% |
True |
False |
28,992 |
| 120 |
13,818 |
12,380 |
1,438 |
10.4% |
85 |
0.6% |
97% |
True |
False |
24,160 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,315 |
|
2.618 |
14,124 |
|
1.618 |
14,007 |
|
1.000 |
13,935 |
|
0.618 |
13,890 |
|
HIGH |
13,818 |
|
0.618 |
13,773 |
|
0.500 |
13,760 |
|
0.382 |
13,746 |
|
LOW |
13,701 |
|
0.618 |
13,629 |
|
1.000 |
13,584 |
|
1.618 |
13,512 |
|
2.618 |
13,395 |
|
4.250 |
13,204 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,774 |
13,746 |
| PP |
13,767 |
13,710 |
| S1 |
13,760 |
13,675 |
|