Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,649.70 |
13,712.21 |
62.51 |
0.5% |
13,488.43 |
High |
13,712.21 |
13,794.29 |
82.08 |
0.6% |
13,649.93 |
Low |
13,622.96 |
13,710.13 |
87.17 |
0.6% |
13,445.80 |
Close |
13,712.21 |
13,779.33 |
67.12 |
0.5% |
13,649.70 |
Range |
89.25 |
84.16 |
-5.09 |
-5.7% |
204.13 |
ATR |
107.05 |
105.42 |
-1.64 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,013.73 |
13,980.69 |
13,825.62 |
|
R3 |
13,929.57 |
13,896.53 |
13,802.47 |
|
R2 |
13,845.41 |
13,845.41 |
13,794.76 |
|
R1 |
13,812.37 |
13,812.37 |
13,787.04 |
13,828.89 |
PP |
13,761.25 |
13,761.25 |
13,761.25 |
13,769.51 |
S1 |
13,728.21 |
13,728.21 |
13,771.62 |
13,744.73 |
S2 |
13,677.09 |
13,677.09 |
13,763.90 |
|
S3 |
13,592.93 |
13,644.05 |
13,756.19 |
|
S4 |
13,508.77 |
13,559.89 |
13,733.04 |
|
|
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 |
13,794.29 |
13,468.96 |
325.33 |
2.4% |
88.21 |
0.6% |
95% |
True |
False |
|
10 |
13,794.29 |
13,329.08 |
465.21 |
3.4% |
84.21 |
0.6% |
97% |
True |
False |
|
20 |
13,794.29 |
12,883.89 |
910.40 |
6.6% |
110.10 |
0.8% |
98% |
True |
False |
|
40 |
13,794.29 |
12,765.32 |
1,028.97 |
7.5% |
111.50 |
0.8% |
99% |
True |
False |
|
60 |
13,794.29 |
12,471.49 |
1,322.80 |
9.6% |
123.99 |
0.9% |
99% |
True |
False |
|
80 |
13,794.29 |
12,471.49 |
1,322.80 |
9.6% |
124.15 |
0.9% |
99% |
True |
False |
|
100 |
13,794.29 |
12,471.49 |
1,322.80 |
9.6% |
120.49 |
0.9% |
99% |
True |
False |
|
120 |
13,794.29 |
12,471.49 |
1,322.80 |
9.6% |
117.80 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,151.97 |
2.618 |
14,014.62 |
1.618 |
13,930.46 |
1.000 |
13,878.45 |
0.618 |
13,846.30 |
HIGH |
13,794.29 |
0.618 |
13,762.14 |
0.500 |
13,752.21 |
0.382 |
13,742.28 |
LOW |
13,710.13 |
0.618 |
13,658.12 |
1.000 |
13,625.97 |
1.618 |
13,573.96 |
2.618 |
13,489.80 |
4.250 |
13,352.45 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,770.29 |
13,747.25 |
PP |
13,761.25 |
13,715.16 |
S1 |
13,752.21 |
13,683.08 |
|