| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,734.25 |
2,756.50 |
22.25 |
0.8% |
2,744.00 |
| High |
2,758.00 |
2,768.75 |
10.75 |
0.4% |
2,752.00 |
| Low |
2,720.75 |
2,728.50 |
7.75 |
0.3% |
2,705.25 |
| Close |
2,751.00 |
2,759.00 |
8.00 |
0.3% |
2,733.75 |
| Range |
37.25 |
40.25 |
3.00 |
8.1% |
46.75 |
| ATR |
33.50 |
33.98 |
0.48 |
1.4% |
0.00 |
| Volume |
195,839 |
189,334 |
-6,505 |
-3.3% |
982,027 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,872.75 |
2,856.25 |
2,781.25 |
|
| R3 |
2,832.50 |
2,816.00 |
2,770.00 |
|
| R2 |
2,792.25 |
2,792.25 |
2,766.50 |
|
| R1 |
2,775.75 |
2,775.75 |
2,762.75 |
2,784.00 |
| PP |
2,752.00 |
2,752.00 |
2,752.00 |
2,756.25 |
| S1 |
2,735.50 |
2,735.50 |
2,755.25 |
2,743.75 |
| S2 |
2,711.75 |
2,711.75 |
2,751.50 |
|
| S3 |
2,671.50 |
2,695.25 |
2,748.00 |
|
| S4 |
2,631.25 |
2,655.00 |
2,736.75 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,870.50 |
2,849.00 |
2,759.50 |
|
| R3 |
2,823.75 |
2,802.25 |
2,746.50 |
|
| R2 |
2,777.00 |
2,777.00 |
2,742.25 |
|
| R1 |
2,755.50 |
2,755.50 |
2,738.00 |
2,743.00 |
| PP |
2,730.25 |
2,730.25 |
2,730.25 |
2,724.00 |
| S1 |
2,708.75 |
2,708.75 |
2,729.50 |
2,696.00 |
| S2 |
2,683.50 |
2,683.50 |
2,725.25 |
|
| S3 |
2,636.75 |
2,662.00 |
2,721.00 |
|
| S4 |
2,590.00 |
2,615.25 |
2,708.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,768.75 |
2,710.50 |
58.25 |
2.1% |
31.75 |
1.2% |
83% |
True |
False |
189,812 |
| 10 |
2,768.75 |
2,705.25 |
63.50 |
2.3% |
27.75 |
1.0% |
85% |
True |
False |
191,148 |
| 20 |
2,768.75 |
2,580.00 |
188.75 |
6.8% |
33.25 |
1.2% |
95% |
True |
False |
184,252 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.8% |
35.25 |
1.3% |
95% |
True |
False |
138,980 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.7% |
35.75 |
1.3% |
96% |
True |
False |
92,676 |
| 80 |
2,830.00 |
2,502.00 |
328.00 |
11.9% |
33.50 |
1.2% |
78% |
False |
False |
69,518 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
28.00 |
1.0% |
74% |
False |
False |
55,615 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.5% |
23.50 |
0.9% |
74% |
False |
False |
46,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,939.75 |
|
2.618 |
2,874.00 |
|
1.618 |
2,833.75 |
|
1.000 |
2,809.00 |
|
0.618 |
2,793.50 |
|
HIGH |
2,768.75 |
|
0.618 |
2,753.25 |
|
0.500 |
2,748.50 |
|
0.382 |
2,744.00 |
|
LOW |
2,728.50 |
|
0.618 |
2,703.75 |
|
1.000 |
2,688.25 |
|
1.618 |
2,663.50 |
|
2.618 |
2,623.25 |
|
4.250 |
2,557.50 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,755.50 |
2,754.25 |
| PP |
2,752.00 |
2,749.50 |
| S1 |
2,748.50 |
2,744.75 |
|