| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,752 |
13,816 |
64 |
0.5% |
13,574 |
| High |
13,840 |
13,859 |
19 |
0.1% |
13,840 |
| Low |
13,744 |
13,803 |
59 |
0.4% |
13,531 |
| Close |
13,812 |
13,832 |
20 |
0.1% |
13,812 |
| Range |
96 |
56 |
-40 |
-41.7% |
309 |
| ATR |
122 |
118 |
-5 |
-3.9% |
0 |
| Volume |
100,001 |
83,452 |
-16,549 |
-16.5% |
429,474 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,999 |
13,972 |
13,863 |
|
| R3 |
13,943 |
13,916 |
13,848 |
|
| R2 |
13,887 |
13,887 |
13,842 |
|
| R1 |
13,860 |
13,860 |
13,837 |
13,874 |
| PP |
13,831 |
13,831 |
13,831 |
13,838 |
| S1 |
13,804 |
13,804 |
13,827 |
13,818 |
| S2 |
13,775 |
13,775 |
13,822 |
|
| S3 |
13,719 |
13,748 |
13,817 |
|
| S4 |
13,663 |
13,692 |
13,801 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,655 |
14,542 |
13,982 |
|
| R3 |
14,346 |
14,233 |
13,897 |
|
| R2 |
14,037 |
14,037 |
13,869 |
|
| R1 |
13,924 |
13,924 |
13,840 |
13,981 |
| PP |
13,728 |
13,728 |
13,728 |
13,756 |
| S1 |
13,615 |
13,615 |
13,784 |
13,672 |
| S2 |
13,419 |
13,419 |
13,755 |
|
| S3 |
13,110 |
13,306 |
13,727 |
|
| S4 |
12,801 |
12,997 |
13,642 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,859 |
13,531 |
328 |
2.4% |
103 |
0.7% |
92% |
True |
False |
102,585 |
| 10 |
13,859 |
13,378 |
481 |
3.5% |
103 |
0.7% |
94% |
True |
False |
100,285 |
| 20 |
13,859 |
12,742 |
1,117 |
8.1% |
122 |
0.9% |
98% |
True |
False |
103,186 |
| 40 |
13,859 |
12,742 |
1,117 |
8.1% |
124 |
0.9% |
98% |
True |
False |
77,027 |
| 60 |
13,859 |
12,380 |
1,479 |
10.7% |
131 |
0.9% |
98% |
True |
False |
51,369 |
| 80 |
13,859 |
12,380 |
1,479 |
10.7% |
115 |
0.8% |
98% |
True |
False |
38,528 |
| 100 |
13,859 |
12,380 |
1,479 |
10.7% |
102 |
0.7% |
98% |
True |
False |
30,826 |
| 120 |
13,859 |
12,380 |
1,479 |
10.7% |
87 |
0.6% |
98% |
True |
False |
25,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,097 |
|
2.618 |
14,006 |
|
1.618 |
13,950 |
|
1.000 |
13,915 |
|
0.618 |
13,894 |
|
HIGH |
13,859 |
|
0.618 |
13,838 |
|
0.500 |
13,831 |
|
0.382 |
13,825 |
|
LOW |
13,803 |
|
0.618 |
13,769 |
|
1.000 |
13,747 |
|
1.618 |
13,713 |
|
2.618 |
13,657 |
|
4.250 |
13,565 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,832 |
13,815 |
| PP |
13,831 |
13,797 |
| S1 |
13,831 |
13,780 |
|