Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,954.42 |
13,910.42 |
-44.00 |
-0.3% |
13,649.70 |
High |
13,966.13 |
13,941.06 |
-25.07 |
-0.2% |
13,895.98 |
Low |
13,896.95 |
13,860.58 |
-36.37 |
-0.3% |
13,622.96 |
Close |
13,910.42 |
13,860.58 |
-49.84 |
-0.4% |
13,895.98 |
Range |
69.18 |
80.48 |
11.30 |
16.3% |
273.02 |
ATR |
96.33 |
95.20 |
-1.13 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,128.85 |
14,075.19 |
13,904.84 |
|
R3 |
14,048.37 |
13,994.71 |
13,882.71 |
|
R2 |
13,967.89 |
13,967.89 |
13,875.33 |
|
R1 |
13,914.23 |
13,914.23 |
13,867.96 |
13,900.82 |
PP |
13,887.41 |
13,887.41 |
13,887.41 |
13,880.70 |
S1 |
13,833.75 |
13,833.75 |
13,853.20 |
13,820.34 |
S2 |
13,806.93 |
13,806.93 |
13,845.83 |
|
S3 |
13,726.45 |
13,753.27 |
13,838.45 |
|
S4 |
13,645.97 |
13,672.79 |
13,816.32 |
|
|
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 |
13,825.33 |
144.66 |
1.0% |
72.69 |
0.5% |
24% |
False |
False |
|
10 |
13,969.99 |
13,510.24 |
459.75 |
3.3% |
83.89 |
0.6% |
76% |
False |
False |
|
20 |
13,969.99 |
13,293.13 |
676.86 |
4.9% |
81.31 |
0.6% |
84% |
False |
False |
|
40 |
13,969.99 |
12,883.89 |
1,086.10 |
7.8% |
104.65 |
0.8% |
90% |
False |
False |
|
60 |
13,969.99 |
12,471.49 |
1,498.50 |
10.8% |
119.04 |
0.9% |
93% |
False |
False |
|
80 |
13,969.99 |
12,471.49 |
1,498.50 |
10.8% |
120.84 |
0.9% |
93% |
False |
False |
|
100 |
13,969.99 |
12,471.49 |
1,498.50 |
10.8% |
117.36 |
0.8% |
93% |
False |
False |
|
120 |
13,969.99 |
12,471.49 |
1,498.50 |
10.8% |
114.70 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,283.10 |
2.618 |
14,151.76 |
1.618 |
14,071.28 |
1.000 |
14,021.54 |
0.618 |
13,990.80 |
HIGH |
13,941.06 |
0.618 |
13,910.32 |
0.500 |
13,900.82 |
0.382 |
13,891.32 |
LOW |
13,860.58 |
0.618 |
13,810.84 |
1.000 |
13,780.10 |
1.618 |
13,730.36 |
2.618 |
13,649.88 |
4.250 |
13,518.54 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,900.82 |
13,915.29 |
PP |
13,887.41 |
13,897.05 |
S1 |
13,873.99 |
13,878.82 |
|