Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,534.89 |
13,511.23 |
-23.66 |
-0.2% |
13,436.13 |
High |
13,534.89 |
13,633.89 |
99.00 |
0.7% |
13,496.68 |
Low |
13,468.96 |
13,510.24 |
41.28 |
0.3% |
13,293.13 |
Close |
13,511.23 |
13,596.02 |
84.79 |
0.6% |
13,488.43 |
Range |
65.93 |
123.65 |
57.72 |
87.5% |
203.55 |
ATR |
109.77 |
110.76 |
0.99 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,951.00 |
13,897.16 |
13,664.03 |
|
R3 |
13,827.35 |
13,773.51 |
13,630.02 |
|
R2 |
13,703.70 |
13,703.70 |
13,618.69 |
|
R1 |
13,649.86 |
13,649.86 |
13,607.35 |
13,676.78 |
PP |
13,580.05 |
13,580.05 |
13,580.05 |
13,593.51 |
S1 |
13,526.21 |
13,526.21 |
13,584.69 |
13,553.13 |
S2 |
13,456.40 |
13,456.40 |
13,573.35 |
|
S3 |
13,332.75 |
13,402.56 |
13,562.02 |
|
S4 |
13,209.10 |
13,278.91 |
13,528.01 |
|
|
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 |
13,633.89 |
13,439.97 |
193.92 |
1.4% |
81.44 |
0.6% |
80% |
True |
False |
|
10 |
13,633.89 |
13,293.13 |
340.76 |
2.5% |
83.86 |
0.6% |
89% |
True |
False |
|
20 |
13,633.89 |
12,883.89 |
750.00 |
5.5% |
117.13 |
0.9% |
95% |
True |
False |
|
40 |
13,633.89 |
12,701.07 |
932.82 |
6.9% |
113.86 |
0.8% |
96% |
True |
False |
|
60 |
13,633.89 |
12,471.49 |
1,162.40 |
8.5% |
127.91 |
0.9% |
97% |
True |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
124.96 |
0.9% |
94% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
120.73 |
0.9% |
94% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
118.96 |
0.9% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,159.40 |
2.618 |
13,957.61 |
1.618 |
13,833.96 |
1.000 |
13,757.54 |
0.618 |
13,710.31 |
HIGH |
13,633.89 |
0.618 |
13,586.66 |
0.500 |
13,572.07 |
0.382 |
13,557.47 |
LOW |
13,510.24 |
0.618 |
13,433.82 |
1.000 |
13,386.59 |
1.618 |
13,310.17 |
2.618 |
13,186.52 |
4.250 |
12,984.73 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,588.04 |
13,577.30 |
PP |
13,580.05 |
13,558.57 |
S1 |
13,572.07 |
13,539.85 |
|