Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,781.48 |
13,825.33 |
43.85 |
0.3% |
13,649.70 |
High |
13,879.66 |
13,895.98 |
16.32 |
0.1% |
13,895.98 |
Low |
13,779.33 |
13,825.33 |
46.00 |
0.3% |
13,622.96 |
Close |
13,825.33 |
13,895.98 |
70.65 |
0.5% |
13,895.98 |
Range |
100.33 |
70.65 |
-29.68 |
-29.6% |
273.02 |
ATR |
105.06 |
102.60 |
-2.46 |
-2.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,084.38 |
14,060.83 |
13,934.84 |
|
R3 |
14,013.73 |
13,990.18 |
13,915.41 |
|
R2 |
13,943.08 |
13,943.08 |
13,908.93 |
|
R1 |
13,919.53 |
13,919.53 |
13,902.46 |
13,931.31 |
PP |
13,872.43 |
13,872.43 |
13,872.43 |
13,878.32 |
S1 |
13,848.88 |
13,848.88 |
13,889.50 |
13,860.66 |
S2 |
13,801.78 |
13,801.78 |
13,883.03 |
|
S3 |
13,731.13 |
13,778.23 |
13,876.55 |
|
S4 |
13,660.48 |
13,707.58 |
13,857.12 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,624.03 |
14,533.03 |
14,046.14 |
|
R3 |
14,351.01 |
14,260.01 |
13,971.06 |
|
R2 |
14,077.99 |
14,077.99 |
13,946.03 |
|
R1 |
13,986.99 |
13,986.99 |
13,921.01 |
14,032.49 |
PP |
13,804.97 |
13,804.97 |
13,804.97 |
13,827.73 |
S1 |
13,713.97 |
13,713.97 |
13,870.95 |
13,759.47 |
S2 |
13,531.95 |
13,531.95 |
13,845.93 |
|
S3 |
13,258.93 |
13,440.95 |
13,820.90 |
|
S4 |
12,985.91 |
13,167.93 |
13,745.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,895.98 |
13,571.86 |
324.12 |
2.3% |
84.49 |
0.6% |
100% |
True |
False |
|
10 |
13,895.98 |
13,439.97 |
456.01 |
3.3% |
82.97 |
0.6% |
100% |
True |
False |
|
20 |
13,895.98 |
12,883.89 |
1,012.09 |
7.3% |
110.66 |
0.8% |
100% |
True |
False |
|
40 |
13,895.98 |
12,765.32 |
1,130.66 |
8.1% |
110.27 |
0.8% |
100% |
True |
False |
|
60 |
13,895.98 |
12,471.49 |
1,424.49 |
10.3% |
122.90 |
0.9% |
100% |
True |
False |
|
80 |
13,895.98 |
12,471.49 |
1,424.49 |
10.3% |
123.41 |
0.9% |
100% |
True |
False |
|
100 |
13,895.98 |
12,471.49 |
1,424.49 |
10.3% |
120.34 |
0.9% |
100% |
True |
False |
|
120 |
13,895.98 |
12,471.49 |
1,424.49 |
10.3% |
116.60 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,196.24 |
2.618 |
14,080.94 |
1.618 |
14,010.29 |
1.000 |
13,966.63 |
0.618 |
13,939.64 |
HIGH |
13,895.98 |
0.618 |
13,868.99 |
0.500 |
13,860.66 |
0.382 |
13,852.32 |
LOW |
13,825.33 |
0.618 |
13,781.67 |
1.000 |
13,754.68 |
1.618 |
13,711.02 |
2.618 |
13,640.37 |
4.250 |
13,525.07 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,884.21 |
13,865.01 |
PP |
13,872.43 |
13,834.03 |
S1 |
13,860.66 |
13,803.06 |
|