Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,507.32 |
13,534.89 |
27.57 |
0.2% |
13,436.13 |
High |
13,546.37 |
13,534.89 |
-11.48 |
-0.1% |
13,496.68 |
Low |
13,445.80 |
13,468.96 |
23.16 |
0.2% |
13,293.13 |
Close |
13,534.89 |
13,511.23 |
-23.66 |
-0.2% |
13,488.43 |
Range |
100.57 |
65.93 |
-34.64 |
-34.4% |
203.55 |
ATR |
113.14 |
109.77 |
-3.37 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,702.82 |
13,672.95 |
13,547.49 |
|
R3 |
13,636.89 |
13,607.02 |
13,529.36 |
|
R2 |
13,570.96 |
13,570.96 |
13,523.32 |
|
R1 |
13,541.09 |
13,541.09 |
13,517.27 |
13,523.06 |
PP |
13,505.03 |
13,505.03 |
13,505.03 |
13,496.01 |
S1 |
13,475.16 |
13,475.16 |
13,505.19 |
13,457.13 |
S2 |
13,439.10 |
13,439.10 |
13,499.14 |
|
S3 |
13,373.17 |
13,409.23 |
13,493.10 |
|
S4 |
13,307.24 |
13,343.30 |
13,474.97 |
|
|
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 |
13,382.29 |
164.08 |
1.2% |
75.89 |
0.6% |
79% |
False |
False |
|
10 |
13,546.37 |
13,293.13 |
253.24 |
1.9% |
78.72 |
0.6% |
86% |
False |
False |
|
20 |
13,546.37 |
12,883.89 |
662.48 |
4.9% |
117.61 |
0.9% |
95% |
False |
False |
|
40 |
13,546.37 |
12,590.23 |
956.14 |
7.1% |
115.91 |
0.9% |
96% |
False |
False |
|
60 |
13,546.37 |
12,471.49 |
1,074.88 |
8.0% |
129.74 |
1.0% |
97% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
124.36 |
0.9% |
87% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
120.74 |
0.9% |
87% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
120.02 |
0.9% |
87% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,815.09 |
2.618 |
13,707.49 |
1.618 |
13,641.56 |
1.000 |
13,600.82 |
0.618 |
13,575.63 |
HIGH |
13,534.89 |
0.618 |
13,509.70 |
0.500 |
13,501.93 |
0.382 |
13,494.15 |
LOW |
13,468.96 |
0.618 |
13,428.22 |
1.000 |
13,403.03 |
1.618 |
13,362.29 |
2.618 |
13,296.36 |
4.250 |
13,188.76 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,508.13 |
13,506.18 |
PP |
13,505.03 |
13,501.13 |
S1 |
13,501.93 |
13,496.09 |
|