Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,895.98 |
13,881.93 |
-14.05 |
-0.1% |
13,649.70 |
High |
13,915.72 |
13,969.99 |
54.27 |
0.4% |
13,895.98 |
Low |
13,862.57 |
13,880.01 |
17.44 |
0.1% |
13,622.96 |
Close |
13,881.93 |
13,954.42 |
72.49 |
0.5% |
13,895.98 |
Range |
53.15 |
89.98 |
36.83 |
69.3% |
273.02 |
ATR |
99.07 |
98.42 |
-0.65 |
-0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,204.75 |
14,169.56 |
14,003.91 |
|
R3 |
14,114.77 |
14,079.58 |
13,979.16 |
|
R2 |
14,024.79 |
14,024.79 |
13,970.92 |
|
R1 |
13,989.60 |
13,989.60 |
13,962.67 |
14,007.20 |
PP |
13,934.81 |
13,934.81 |
13,934.81 |
13,943.60 |
S1 |
13,899.62 |
13,899.62 |
13,946.17 |
13,917.22 |
S2 |
13,844.83 |
13,844.83 |
13,937.92 |
|
S3 |
13,754.85 |
13,809.64 |
13,929.68 |
|
S4 |
13,664.87 |
13,719.66 |
13,904.93 |
|
|
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 |
13,969.99 |
13,710.13 |
259.86 |
1.9% |
79.65 |
0.6% |
94% |
True |
False |
|
10 |
13,969.99 |
13,445.80 |
524.19 |
3.8% |
85.57 |
0.6% |
97% |
True |
False |
|
20 |
13,969.99 |
12,883.89 |
1,086.10 |
7.8% |
100.51 |
0.7% |
99% |
True |
False |
|
40 |
13,969.99 |
12,883.89 |
1,086.10 |
7.8% |
105.73 |
0.8% |
99% |
True |
False |
|
60 |
13,969.99 |
12,471.49 |
1,498.50 |
10.7% |
123.00 |
0.9% |
99% |
True |
False |
|
80 |
13,969.99 |
12,471.49 |
1,498.50 |
10.7% |
121.42 |
0.9% |
99% |
True |
False |
|
100 |
13,969.99 |
12,471.49 |
1,498.50 |
10.7% |
119.12 |
0.9% |
99% |
True |
False |
|
120 |
13,969.99 |
12,471.49 |
1,498.50 |
10.7% |
114.99 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,352.41 |
2.618 |
14,205.56 |
1.618 |
14,115.58 |
1.000 |
14,059.97 |
0.618 |
14,025.60 |
HIGH |
13,969.99 |
0.618 |
13,935.62 |
0.500 |
13,925.00 |
0.382 |
13,914.38 |
LOW |
13,880.01 |
0.618 |
13,824.40 |
1.000 |
13,790.03 |
1.618 |
13,734.42 |
2.618 |
13,644.44 |
4.250 |
13,497.60 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,944.61 |
13,935.50 |
PP |
13,934.81 |
13,916.58 |
S1 |
13,925.00 |
13,897.66 |
|