Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,511.23 |
13,596.02 |
84.79 |
0.6% |
13,488.43 |
High |
13,633.89 |
13,649.93 |
16.04 |
0.1% |
13,649.93 |
Low |
13,510.24 |
13,571.86 |
61.62 |
0.5% |
13,445.80 |
Close |
13,596.02 |
13,649.70 |
53.68 |
0.4% |
13,649.70 |
Range |
123.65 |
78.07 |
-45.58 |
-36.9% |
204.13 |
ATR |
110.76 |
108.42 |
-2.33 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,858.04 |
13,831.94 |
13,692.64 |
|
R3 |
13,779.97 |
13,753.87 |
13,671.17 |
|
R2 |
13,701.90 |
13,701.90 |
13,664.01 |
|
R1 |
13,675.80 |
13,675.80 |
13,656.86 |
13,688.85 |
PP |
13,623.83 |
13,623.83 |
13,623.83 |
13,630.36 |
S1 |
13,597.73 |
13,597.73 |
13,642.54 |
13,610.78 |
S2 |
13,545.76 |
13,545.76 |
13,635.39 |
|
S3 |
13,467.69 |
13,519.66 |
13,628.23 |
|
S4 |
13,389.62 |
13,441.59 |
13,606.76 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,194.20 |
14,126.08 |
13,761.97 |
|
R3 |
13,990.07 |
13,921.95 |
13,705.84 |
|
R2 |
13,785.94 |
13,785.94 |
13,687.12 |
|
R1 |
13,717.82 |
13,717.82 |
13,668.41 |
13,751.88 |
PP |
13,581.81 |
13,581.81 |
13,581.81 |
13,598.84 |
S1 |
13,513.69 |
13,513.69 |
13,630.99 |
13,547.75 |
S2 |
13,377.68 |
13,377.68 |
13,612.28 |
|
S3 |
13,173.55 |
13,309.56 |
13,593.56 |
|
S4 |
12,969.42 |
13,105.43 |
13,537.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,649.93 |
13,445.80 |
204.13 |
1.5% |
85.71 |
0.6% |
100% |
True |
False |
|
10 |
13,649.93 |
13,293.13 |
356.80 |
2.6% |
84.58 |
0.6% |
100% |
True |
False |
|
20 |
13,649.93 |
12,883.89 |
766.04 |
5.6% |
115.74 |
0.8% |
100% |
True |
False |
|
40 |
13,649.93 |
12,765.32 |
884.61 |
6.5% |
113.12 |
0.8% |
100% |
True |
False |
|
60 |
13,649.93 |
12,471.49 |
1,178.44 |
8.6% |
126.99 |
0.9% |
100% |
True |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.7% |
124.94 |
0.9% |
99% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.7% |
120.02 |
0.9% |
99% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.7% |
117.70 |
0.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,981.73 |
2.618 |
13,854.32 |
1.618 |
13,776.25 |
1.000 |
13,728.00 |
0.618 |
13,698.18 |
HIGH |
13,649.93 |
0.618 |
13,620.11 |
0.500 |
13,610.90 |
0.382 |
13,601.68 |
LOW |
13,571.86 |
0.618 |
13,523.61 |
1.000 |
13,493.79 |
1.618 |
13,445.54 |
2.618 |
13,367.47 |
4.250 |
13,240.06 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,636.77 |
13,619.62 |
PP |
13,623.83 |
13,589.53 |
S1 |
13,610.90 |
13,559.45 |
|