Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,596.02 |
13,649.70 |
53.68 |
0.4% |
13,488.43 |
High |
13,649.93 |
13,712.21 |
62.28 |
0.5% |
13,649.93 |
Low |
13,571.86 |
13,622.96 |
51.10 |
0.4% |
13,445.80 |
Close |
13,649.70 |
13,712.21 |
62.51 |
0.5% |
13,649.70 |
Range |
78.07 |
89.25 |
11.18 |
14.3% |
204.13 |
ATR |
108.42 |
107.05 |
-1.37 |
-1.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,950.21 |
13,920.46 |
13,761.30 |
|
R3 |
13,860.96 |
13,831.21 |
13,736.75 |
|
R2 |
13,771.71 |
13,771.71 |
13,728.57 |
|
R1 |
13,741.96 |
13,741.96 |
13,720.39 |
13,756.84 |
PP |
13,682.46 |
13,682.46 |
13,682.46 |
13,689.90 |
S1 |
13,652.71 |
13,652.71 |
13,704.03 |
13,667.59 |
S2 |
13,593.21 |
13,593.21 |
13,695.85 |
|
S3 |
13,503.96 |
13,563.46 |
13,687.67 |
|
S4 |
13,414.71 |
13,474.21 |
13,663.12 |
|
|
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 |
13,712.21 |
13,445.80 |
266.41 |
1.9% |
91.49 |
0.7% |
100% |
True |
False |
|
10 |
13,712.21 |
13,293.13 |
419.08 |
3.1% |
84.22 |
0.6% |
100% |
True |
False |
|
20 |
13,712.21 |
12,883.89 |
828.32 |
6.0% |
115.27 |
0.8% |
100% |
True |
False |
|
40 |
13,712.21 |
12,765.32 |
946.89 |
6.9% |
113.85 |
0.8% |
100% |
True |
False |
|
60 |
13,712.21 |
12,471.49 |
1,240.72 |
9.0% |
124.11 |
0.9% |
100% |
True |
False |
|
80 |
13,712.21 |
12,471.49 |
1,240.72 |
9.0% |
124.01 |
0.9% |
100% |
True |
False |
|
100 |
13,712.21 |
12,471.49 |
1,240.72 |
9.0% |
120.31 |
0.9% |
100% |
True |
False |
|
120 |
13,712.21 |
12,471.49 |
1,240.72 |
9.0% |
117.73 |
0.9% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,091.52 |
2.618 |
13,945.87 |
1.618 |
13,856.62 |
1.000 |
13,801.46 |
0.618 |
13,767.37 |
HIGH |
13,712.21 |
0.618 |
13,678.12 |
0.500 |
13,667.59 |
0.382 |
13,657.05 |
LOW |
13,622.96 |
0.618 |
13,567.80 |
1.000 |
13,533.71 |
1.618 |
13,478.55 |
2.618 |
13,389.30 |
4.250 |
13,243.65 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,697.34 |
13,678.55 |
PP |
13,682.46 |
13,644.89 |
S1 |
13,667.59 |
13,611.23 |
|