| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
13,825 |
13,905 |
80 |
0.6% |
13,574 |
| High |
13,918 |
13,919 |
1 |
0.0% |
13,840 |
| Low |
13,799 |
13,822 |
23 |
0.2% |
13,531 |
| Close |
13,908 |
13,838 |
-70 |
-0.5% |
13,812 |
| Range |
119 |
97 |
-22 |
-18.5% |
309 |
| ATR |
118 |
116 |
-1 |
-1.3% |
0 |
| Volume |
90,592 |
110,101 |
19,509 |
21.5% |
429,474 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,151 |
14,091 |
13,891 |
|
| R3 |
14,054 |
13,994 |
13,865 |
|
| R2 |
13,957 |
13,957 |
13,856 |
|
| R1 |
13,897 |
13,897 |
13,847 |
13,879 |
| PP |
13,860 |
13,860 |
13,860 |
13,850 |
| S1 |
13,800 |
13,800 |
13,829 |
13,782 |
| S2 |
13,763 |
13,763 |
13,820 |
|
| S3 |
13,666 |
13,703 |
13,811 |
|
| S4 |
13,569 |
13,606 |
13,785 |
|
|
| 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 |
13,919 |
13,701 |
218 |
1.6% |
97 |
0.7% |
63% |
True |
False |
102,030 |
| 10 |
13,919 |
13,388 |
531 |
3.8% |
108 |
0.8% |
85% |
True |
False |
101,249 |
| 20 |
13,919 |
13,166 |
753 |
5.4% |
101 |
0.7% |
89% |
True |
False |
101,997 |
| 40 |
13,919 |
12,742 |
1,177 |
8.5% |
124 |
0.9% |
93% |
True |
False |
82,030 |
| 60 |
13,919 |
12,380 |
1,539 |
11.1% |
130 |
0.9% |
95% |
True |
False |
54,713 |
| 80 |
13,919 |
12,380 |
1,539 |
11.1% |
116 |
0.8% |
95% |
True |
False |
41,037 |
| 100 |
13,919 |
12,380 |
1,539 |
11.1% |
102 |
0.7% |
95% |
True |
False |
32,833 |
| 120 |
13,919 |
12,380 |
1,539 |
11.1% |
88 |
0.6% |
95% |
True |
False |
27,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,331 |
|
2.618 |
14,173 |
|
1.618 |
14,076 |
|
1.000 |
14,016 |
|
0.618 |
13,979 |
|
HIGH |
13,919 |
|
0.618 |
13,882 |
|
0.500 |
13,871 |
|
0.382 |
13,859 |
|
LOW |
13,822 |
|
0.618 |
13,762 |
|
1.000 |
13,725 |
|
1.618 |
13,665 |
|
2.618 |
13,568 |
|
4.250 |
13,410 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
13,871 |
13,859 |
| PP |
13,860 |
13,852 |
| S1 |
13,849 |
13,845 |
|