Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,712.21 |
13,781.48 |
69.27 |
0.5% |
13,488.43 |
High |
13,794.29 |
13,879.66 |
85.37 |
0.6% |
13,649.93 |
Low |
13,710.13 |
13,779.33 |
69.20 |
0.5% |
13,445.80 |
Close |
13,779.33 |
13,825.33 |
46.00 |
0.3% |
13,649.70 |
Range |
84.16 |
100.33 |
16.17 |
19.2% |
204.13 |
ATR |
105.42 |
105.06 |
-0.36 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,129.10 |
14,077.54 |
13,880.51 |
|
R3 |
14,028.77 |
13,977.21 |
13,852.92 |
|
R2 |
13,928.44 |
13,928.44 |
13,843.72 |
|
R1 |
13,876.88 |
13,876.88 |
13,834.53 |
13,902.66 |
PP |
13,828.11 |
13,828.11 |
13,828.11 |
13,841.00 |
S1 |
13,776.55 |
13,776.55 |
13,816.13 |
13,802.33 |
S2 |
13,727.78 |
13,727.78 |
13,806.94 |
|
S3 |
13,627.45 |
13,676.22 |
13,797.74 |
|
S4 |
13,527.12 |
13,575.89 |
13,770.15 |
|
|
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 |
13,879.66 |
13,510.24 |
369.42 |
2.7% |
95.09 |
0.7% |
85% |
True |
False |
|
10 |
13,879.66 |
13,382.29 |
497.37 |
3.6% |
85.49 |
0.6% |
89% |
True |
False |
|
20 |
13,879.66 |
12,883.89 |
995.77 |
7.2% |
112.03 |
0.8% |
95% |
True |
False |
|
40 |
13,879.66 |
12,765.32 |
1,114.34 |
8.1% |
111.30 |
0.8% |
95% |
True |
False |
|
60 |
13,879.66 |
12,471.49 |
1,408.17 |
10.2% |
123.58 |
0.9% |
96% |
True |
False |
|
80 |
13,879.66 |
12,471.49 |
1,408.17 |
10.2% |
124.03 |
0.9% |
96% |
True |
False |
|
100 |
13,879.66 |
12,471.49 |
1,408.17 |
10.2% |
120.86 |
0.9% |
96% |
True |
False |
|
120 |
13,879.66 |
12,471.49 |
1,408.17 |
10.2% |
117.60 |
0.9% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,306.06 |
2.618 |
14,142.32 |
1.618 |
14,041.99 |
1.000 |
13,979.99 |
0.618 |
13,941.66 |
HIGH |
13,879.66 |
0.618 |
13,841.33 |
0.500 |
13,829.50 |
0.382 |
13,817.66 |
LOW |
13,779.33 |
0.618 |
13,717.33 |
1.000 |
13,679.00 |
1.618 |
13,617.00 |
2.618 |
13,516.67 |
4.250 |
13,352.93 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,829.50 |
13,800.66 |
PP |
13,828.11 |
13,775.98 |
S1 |
13,826.72 |
13,751.31 |
|