| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,816 |
13,825 |
9 |
0.1% |
13,574 |
| High |
13,859 |
13,918 |
59 |
0.4% |
13,840 |
| Low |
13,803 |
13,799 |
-4 |
0.0% |
13,531 |
| Close |
13,832 |
13,908 |
76 |
0.5% |
13,812 |
| Range |
56 |
119 |
63 |
112.5% |
309 |
| ATR |
118 |
118 |
0 |
0.1% |
0 |
| Volume |
83,452 |
90,592 |
7,140 |
8.6% |
429,474 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,232 |
14,189 |
13,974 |
|
| R3 |
14,113 |
14,070 |
13,941 |
|
| R2 |
13,994 |
13,994 |
13,930 |
|
| R1 |
13,951 |
13,951 |
13,919 |
13,973 |
| PP |
13,875 |
13,875 |
13,875 |
13,886 |
| S1 |
13,832 |
13,832 |
13,897 |
13,854 |
| S2 |
13,756 |
13,756 |
13,886 |
|
| S3 |
13,637 |
13,713 |
13,875 |
|
| S4 |
13,518 |
13,594 |
13,843 |
|
|
| 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 |
13,918 |
13,673 |
245 |
1.8% |
90 |
0.6% |
96% |
True |
False |
97,187 |
| 10 |
13,918 |
13,378 |
540 |
3.9% |
109 |
0.8% |
98% |
True |
False |
100,374 |
| 20 |
13,918 |
12,742 |
1,176 |
8.5% |
113 |
0.8% |
99% |
True |
False |
102,990 |
| 40 |
13,918 |
12,742 |
1,176 |
8.5% |
124 |
0.9% |
99% |
True |
False |
79,283 |
| 60 |
13,918 |
12,380 |
1,538 |
11.1% |
131 |
0.9% |
99% |
True |
False |
52,879 |
| 80 |
13,918 |
12,380 |
1,538 |
11.1% |
116 |
0.8% |
99% |
True |
False |
39,660 |
| 100 |
13,918 |
12,380 |
1,538 |
11.1% |
103 |
0.7% |
99% |
True |
False |
31,732 |
| 120 |
13,918 |
12,380 |
1,538 |
11.1% |
88 |
0.6% |
99% |
True |
False |
26,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,424 |
|
2.618 |
14,230 |
|
1.618 |
14,111 |
|
1.000 |
14,037 |
|
0.618 |
13,992 |
|
HIGH |
13,918 |
|
0.618 |
13,873 |
|
0.500 |
13,859 |
|
0.382 |
13,845 |
|
LOW |
13,799 |
|
0.618 |
13,726 |
|
1.000 |
13,680 |
|
1.618 |
13,607 |
|
2.618 |
13,488 |
|
4.250 |
13,293 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,892 |
13,882 |
| PP |
13,875 |
13,857 |
| S1 |
13,859 |
13,831 |
|