| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
2,716.25 |
2,714.25 |
-2.00 |
-0.1% |
2,734.25 |
| High |
2,743.00 |
2,739.50 |
-3.50 |
-0.1% |
2,768.75 |
| Low |
2,707.75 |
2,711.75 |
4.00 |
0.1% |
2,707.75 |
| Close |
2,718.25 |
2,728.00 |
9.75 |
0.4% |
2,728.00 |
| Range |
35.25 |
27.75 |
-7.50 |
-21.3% |
61.00 |
| ATR |
35.22 |
34.68 |
-0.53 |
-1.5% |
0.00 |
| Volume |
289,636 |
234,408 |
-55,228 |
-19.1% |
909,217 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,809.75 |
2,796.50 |
2,743.25 |
|
| R3 |
2,782.00 |
2,768.75 |
2,735.75 |
|
| R2 |
2,754.25 |
2,754.25 |
2,733.00 |
|
| R1 |
2,741.00 |
2,741.00 |
2,730.50 |
2,747.50 |
| PP |
2,726.50 |
2,726.50 |
2,726.50 |
2,729.75 |
| S1 |
2,713.25 |
2,713.25 |
2,725.50 |
2,720.00 |
| S2 |
2,698.75 |
2,698.75 |
2,723.00 |
|
| S3 |
2,671.00 |
2,685.50 |
2,720.25 |
|
| S4 |
2,643.25 |
2,657.75 |
2,712.75 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.75 |
2,884.00 |
2,761.50 |
|
| R3 |
2,856.75 |
2,823.00 |
2,744.75 |
|
| R2 |
2,795.75 |
2,795.75 |
2,739.25 |
|
| R1 |
2,762.00 |
2,762.00 |
2,733.50 |
2,748.50 |
| PP |
2,734.75 |
2,734.75 |
2,734.75 |
2,728.00 |
| S1 |
2,701.00 |
2,701.00 |
2,722.50 |
2,687.50 |
| S2 |
2,673.75 |
2,673.75 |
2,716.75 |
|
| S3 |
2,612.75 |
2,640.00 |
2,711.25 |
|
| S4 |
2,551.75 |
2,579.00 |
2,694.50 |
|
|
| 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 |
2,707.75 |
61.00 |
2.2% |
32.00 |
1.2% |
33% |
False |
False |
216,045 |
| 10 |
2,768.75 |
2,705.25 |
63.50 |
2.3% |
29.25 |
1.1% |
36% |
False |
False |
203,164 |
| 20 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
33.75 |
1.2% |
78% |
False |
False |
204,296 |
| 40 |
2,768.75 |
2,580.00 |
188.75 |
6.9% |
35.50 |
1.3% |
78% |
False |
False |
152,075 |
| 60 |
2,768.75 |
2,502.00 |
266.75 |
9.8% |
35.75 |
1.3% |
85% |
False |
False |
101,409 |
| 80 |
2,830.00 |
2,502.00 |
328.00 |
12.0% |
33.75 |
1.2% |
69% |
False |
False |
76,069 |
| 100 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
28.50 |
1.0% |
65% |
False |
False |
60,856 |
| 120 |
2,848.00 |
2,502.00 |
346.00 |
12.7% |
24.00 |
0.9% |
65% |
False |
False |
50,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,857.50 |
|
2.618 |
2,812.25 |
|
1.618 |
2,784.50 |
|
1.000 |
2,767.25 |
|
0.618 |
2,756.75 |
|
HIGH |
2,739.50 |
|
0.618 |
2,729.00 |
|
0.500 |
2,725.50 |
|
0.382 |
2,722.25 |
|
LOW |
2,711.75 |
|
0.618 |
2,694.50 |
|
1.000 |
2,684.00 |
|
1.618 |
2,666.75 |
|
2.618 |
2,639.00 |
|
4.250 |
2,593.75 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
2,727.25 |
2,738.25 |
| PP |
2,726.50 |
2,734.75 |
| S1 |
2,725.50 |
2,731.50 |
|