Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,825.33 |
13,895.98 |
70.65 |
0.5% |
13,649.70 |
High |
13,895.98 |
13,915.72 |
19.74 |
0.1% |
13,895.98 |
Low |
13,825.33 |
13,862.57 |
37.24 |
0.3% |
13,622.96 |
Close |
13,895.98 |
13,881.93 |
-14.05 |
-0.1% |
13,895.98 |
Range |
70.65 |
53.15 |
-17.50 |
-24.8% |
273.02 |
ATR |
102.60 |
99.07 |
-3.53 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,046.19 |
14,017.21 |
13,911.16 |
|
R3 |
13,993.04 |
13,964.06 |
13,896.55 |
|
R2 |
13,939.89 |
13,939.89 |
13,891.67 |
|
R1 |
13,910.91 |
13,910.91 |
13,886.80 |
13,898.83 |
PP |
13,886.74 |
13,886.74 |
13,886.74 |
13,880.70 |
S1 |
13,857.76 |
13,857.76 |
13,877.06 |
13,845.68 |
S2 |
13,833.59 |
13,833.59 |
13,872.19 |
|
S3 |
13,780.44 |
13,804.61 |
13,867.31 |
|
S4 |
13,727.29 |
13,751.46 |
13,852.70 |
|
|
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 |
13,915.72 |
13,622.96 |
292.76 |
2.1% |
79.51 |
0.6% |
88% |
True |
False |
|
10 |
13,915.72 |
13,445.80 |
469.92 |
3.4% |
82.61 |
0.6% |
93% |
True |
False |
|
20 |
13,915.72 |
12,883.89 |
1,031.83 |
7.4% |
104.44 |
0.8% |
97% |
True |
False |
|
40 |
13,915.72 |
12,883.89 |
1,031.83 |
7.4% |
106.00 |
0.8% |
97% |
True |
False |
|
60 |
13,915.72 |
12,471.49 |
1,444.23 |
10.4% |
123.79 |
0.9% |
98% |
True |
False |
|
80 |
13,915.72 |
12,471.49 |
1,444.23 |
10.4% |
122.07 |
0.9% |
98% |
True |
False |
|
100 |
13,915.72 |
12,471.49 |
1,444.23 |
10.4% |
119.38 |
0.9% |
98% |
True |
False |
|
120 |
13,915.72 |
12,471.49 |
1,444.23 |
10.4% |
114.97 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,141.61 |
2.618 |
14,054.87 |
1.618 |
14,001.72 |
1.000 |
13,968.87 |
0.618 |
13,948.57 |
HIGH |
13,915.72 |
0.618 |
13,895.42 |
0.500 |
13,889.15 |
0.382 |
13,882.87 |
LOW |
13,862.57 |
0.618 |
13,829.72 |
1.000 |
13,809.42 |
1.618 |
13,776.57 |
2.618 |
13,723.42 |
4.250 |
13,636.68 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,889.15 |
13,870.46 |
PP |
13,886.74 |
13,858.99 |
S1 |
13,884.34 |
13,847.53 |
|