Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,488.43 |
13,507.32 |
18.89 |
0.1% |
13,436.13 |
High |
13,520.18 |
13,546.37 |
26.19 |
0.2% |
13,496.68 |
Low |
13,459.84 |
13,445.80 |
-14.04 |
-0.1% |
13,293.13 |
Close |
13,507.32 |
13,534.89 |
27.57 |
0.2% |
13,488.43 |
Range |
60.34 |
100.57 |
40.23 |
66.7% |
203.55 |
ATR |
114.11 |
113.14 |
-0.97 |
-0.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,810.73 |
13,773.38 |
13,590.20 |
|
R3 |
13,710.16 |
13,672.81 |
13,562.55 |
|
R2 |
13,609.59 |
13,609.59 |
13,553.33 |
|
R1 |
13,572.24 |
13,572.24 |
13,544.11 |
13,590.92 |
PP |
13,509.02 |
13,509.02 |
13,509.02 |
13,518.36 |
S1 |
13,471.67 |
13,471.67 |
13,525.67 |
13,490.35 |
S2 |
13,408.45 |
13,408.45 |
13,516.45 |
|
S3 |
13,307.88 |
13,371.10 |
13,507.23 |
|
S4 |
13,207.31 |
13,270.53 |
13,479.58 |
|
|
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 |
13,546.37 |
13,329.08 |
217.29 |
1.6% |
80.20 |
0.6% |
95% |
True |
False |
|
10 |
13,546.37 |
13,104.30 |
442.07 |
3.3% |
102.97 |
0.8% |
97% |
True |
False |
|
20 |
13,546.37 |
12,883.89 |
662.48 |
4.9% |
119.80 |
0.9% |
98% |
True |
False |
|
40 |
13,546.37 |
12,471.49 |
1,074.88 |
7.9% |
117.58 |
0.9% |
99% |
True |
False |
|
60 |
13,588.73 |
12,471.49 |
1,117.24 |
8.3% |
129.93 |
1.0% |
95% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
124.74 |
0.9% |
89% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
120.93 |
0.9% |
89% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
120.43 |
0.9% |
89% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,973.79 |
2.618 |
13,809.66 |
1.618 |
13,709.09 |
1.000 |
13,646.94 |
0.618 |
13,608.52 |
HIGH |
13,546.37 |
0.618 |
13,507.95 |
0.500 |
13,496.09 |
0.382 |
13,484.22 |
LOW |
13,445.80 |
0.618 |
13,383.65 |
1.000 |
13,345.23 |
1.618 |
13,283.08 |
2.618 |
13,182.51 |
4.250 |
13,018.38 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,521.96 |
13,520.98 |
PP |
13,509.02 |
13,507.08 |
S1 |
13,496.09 |
13,493.17 |
|