Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,471.45 |
13,488.43 |
16.98 |
0.1% |
13,436.13 |
High |
13,496.68 |
13,520.18 |
23.50 |
0.2% |
13,496.68 |
Low |
13,439.97 |
13,459.84 |
19.87 |
0.1% |
13,293.13 |
Close |
13,488.43 |
13,507.32 |
18.89 |
0.1% |
13,488.43 |
Range |
56.71 |
60.34 |
3.63 |
6.4% |
203.55 |
ATR |
118.24 |
114.11 |
-4.14 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,676.80 |
13,652.40 |
13,540.51 |
|
R3 |
13,616.46 |
13,592.06 |
13,523.91 |
|
R2 |
13,556.12 |
13,556.12 |
13,518.38 |
|
R1 |
13,531.72 |
13,531.72 |
13,512.85 |
13,543.92 |
PP |
13,495.78 |
13,495.78 |
13,495.78 |
13,501.88 |
S1 |
13,471.38 |
13,471.38 |
13,501.79 |
13,483.58 |
S2 |
13,435.44 |
13,435.44 |
13,496.26 |
|
S3 |
13,375.10 |
13,411.04 |
13,490.73 |
|
S4 |
13,314.76 |
13,350.70 |
13,474.13 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,036.73 |
13,966.13 |
13,600.38 |
|
R3 |
13,833.18 |
13,762.58 |
13,544.41 |
|
R2 |
13,629.63 |
13,629.63 |
13,525.75 |
|
R1 |
13,559.03 |
13,559.03 |
13,507.09 |
13,594.33 |
PP |
13,426.08 |
13,426.08 |
13,426.08 |
13,443.73 |
S1 |
13,355.48 |
13,355.48 |
13,469.77 |
13,390.78 |
S2 |
13,222.53 |
13,222.53 |
13,451.11 |
|
S3 |
13,018.98 |
13,151.93 |
13,432.45 |
|
S4 |
12,815.43 |
12,948.38 |
13,376.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,520.18 |
13,293.13 |
227.05 |
1.7% |
76.94 |
0.6% |
94% |
True |
False |
|
10 |
13,520.18 |
12,883.89 |
636.29 |
4.7% |
115.44 |
0.9% |
98% |
True |
False |
|
20 |
13,520.18 |
12,883.89 |
636.29 |
4.7% |
118.37 |
0.9% |
98% |
True |
False |
|
40 |
13,520.18 |
12,471.49 |
1,048.69 |
7.8% |
117.67 |
0.9% |
99% |
True |
False |
|
60 |
13,588.73 |
12,471.49 |
1,117.24 |
8.3% |
129.80 |
1.0% |
93% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
124.35 |
0.9% |
87% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
121.36 |
0.9% |
87% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
121.33 |
0.9% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,776.63 |
2.618 |
13,678.15 |
1.618 |
13,617.81 |
1.000 |
13,580.52 |
0.618 |
13,557.47 |
HIGH |
13,520.18 |
0.618 |
13,497.13 |
0.500 |
13,490.01 |
0.382 |
13,482.89 |
LOW |
13,459.84 |
0.618 |
13,422.55 |
1.000 |
13,399.50 |
1.618 |
13,362.21 |
2.618 |
13,301.87 |
4.250 |
13,203.40 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,501.55 |
13,488.63 |
PP |
13,495.78 |
13,469.93 |
S1 |
13,490.01 |
13,451.24 |
|