| 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 |
1,656.0 |
1,664.1 |
8.1 |
0.5% |
1,688.2 |
| High |
1,667.1 |
1,685.0 |
17.9 |
1.1% |
1,698.0 |
| Low |
1,655.6 |
1,663.5 |
7.9 |
0.5% |
1,657.3 |
| Close |
1,662.7 |
1,681.6 |
18.9 |
1.1% |
1,658.8 |
| Range |
11.5 |
21.5 |
10.0 |
87.0% |
40.7 |
| ATR |
17.9 |
18.2 |
0.3 |
1.8% |
0.0 |
| Volume |
118,271 |
183,223 |
64,952 |
54.9% |
147,538 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,741.2 |
1,732.9 |
1,693.4 |
|
| R3 |
1,719.7 |
1,711.4 |
1,687.5 |
|
| R2 |
1,698.2 |
1,698.2 |
1,685.5 |
|
| R1 |
1,689.9 |
1,689.9 |
1,683.6 |
1,694.1 |
| PP |
1,676.7 |
1,676.7 |
1,676.7 |
1,678.8 |
| S1 |
1,668.4 |
1,668.4 |
1,679.6 |
1,672.6 |
| S2 |
1,655.2 |
1,655.2 |
1,677.7 |
|
| S3 |
1,633.7 |
1,646.9 |
1,675.7 |
|
| S4 |
1,612.2 |
1,625.4 |
1,669.8 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,793.5 |
1,766.8 |
1,681.2 |
|
| R3 |
1,752.8 |
1,726.1 |
1,670.0 |
|
| R2 |
1,712.1 |
1,712.1 |
1,666.3 |
|
| R1 |
1,685.4 |
1,685.4 |
1,662.5 |
1,678.4 |
| PP |
1,671.4 |
1,671.4 |
1,671.4 |
1,667.9 |
| S1 |
1,644.7 |
1,644.7 |
1,655.1 |
1,637.7 |
| S2 |
1,630.7 |
1,630.7 |
1,651.3 |
|
| S3 |
1,590.0 |
1,604.0 |
1,647.6 |
|
| S4 |
1,549.3 |
1,563.3 |
1,636.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,688.1 |
1,653.2 |
34.9 |
2.1% |
16.3 |
1.0% |
81% |
False |
False |
95,740 |
| 10 |
1,699.9 |
1,653.2 |
46.7 |
2.8% |
15.8 |
0.9% |
61% |
False |
False |
61,384 |
| 20 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
19.0 |
1.1% |
75% |
False |
False |
39,161 |
| 40 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
18.6 |
1.1% |
54% |
False |
False |
21,357 |
| 60 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
18.3 |
1.1% |
41% |
False |
False |
15,130 |
| 80 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.1 |
1.0% |
31% |
False |
False |
11,543 |
| 100 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.4 |
1.0% |
31% |
False |
False |
9,465 |
| 120 |
1,801.8 |
1,598.8 |
203.0 |
12.1% |
16.8 |
1.0% |
41% |
False |
False |
7,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,776.4 |
|
2.618 |
1,741.3 |
|
1.618 |
1,719.8 |
|
1.000 |
1,706.5 |
|
0.618 |
1,698.3 |
|
HIGH |
1,685.0 |
|
0.618 |
1,676.8 |
|
0.500 |
1,674.3 |
|
0.382 |
1,671.7 |
|
LOW |
1,663.5 |
|
0.618 |
1,650.2 |
|
1.000 |
1,642.0 |
|
1.618 |
1,628.7 |
|
2.618 |
1,607.2 |
|
4.250 |
1,572.1 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1,679.2 |
1,677.4 |
| PP |
1,676.7 |
1,673.3 |
| S1 |
1,674.3 |
1,669.1 |
|