Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,674.1 |
1,659.5 |
-14.6 |
-0.9% |
1,656.3 |
High |
1,676.9 |
1,674.8 |
-2.1 |
-0.1% |
1,678.8 |
Low |
1,653.1 |
1,659.5 |
6.4 |
0.4% |
1,642.6 |
Close |
1,660.6 |
1,669.4 |
8.8 |
0.5% |
1,660.6 |
Range |
23.8 |
15.3 |
-8.5 |
-35.7% |
36.2 |
ATR |
21.9 |
21.4 |
-0.5 |
-2.2% |
0.0 |
Volume |
176,075 |
126,856 |
-49,219 |
-28.0% |
754,762 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.8 |
1,706.9 |
1,677.8 |
|
R3 |
1,698.5 |
1,691.6 |
1,673.6 |
|
R2 |
1,683.2 |
1,683.2 |
1,672.2 |
|
R1 |
1,676.3 |
1,676.3 |
1,670.8 |
1,679.8 |
PP |
1,667.9 |
1,667.9 |
1,667.9 |
1,669.6 |
S1 |
1,661.0 |
1,661.0 |
1,668.0 |
1,664.5 |
S2 |
1,652.6 |
1,652.6 |
1,666.6 |
|
S3 |
1,637.3 |
1,645.7 |
1,665.2 |
|
S4 |
1,622.0 |
1,630.4 |
1,661.0 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.3 |
1,751.1 |
1,680.5 |
|
R3 |
1,733.1 |
1,714.9 |
1,670.6 |
|
R2 |
1,696.9 |
1,696.9 |
1,667.2 |
|
R1 |
1,678.7 |
1,678.7 |
1,663.9 |
1,687.8 |
PP |
1,660.7 |
1,660.7 |
1,660.7 |
1,665.2 |
S1 |
1,642.5 |
1,642.5 |
1,657.3 |
1,651.6 |
S2 |
1,624.5 |
1,624.5 |
1,654.0 |
|
S3 |
1,588.3 |
1,606.3 |
1,650.6 |
|
S4 |
1,552.1 |
1,570.1 |
1,640.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,678.8 |
1,646.8 |
32.0 |
1.9% |
18.9 |
1.1% |
71% |
False |
False |
148,159 |
10 |
1,695.4 |
1,626.0 |
69.4 |
4.2% |
23.3 |
1.4% |
63% |
False |
False |
149,617 |
20 |
1,704.4 |
1,626.0 |
78.4 |
4.7% |
21.4 |
1.3% |
55% |
False |
False |
130,350 |
40 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.8 |
1.2% |
33% |
False |
False |
112,927 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.4 |
1.2% |
33% |
False |
False |
78,963 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
19.0 |
1.1% |
25% |
False |
False |
60,141 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
19.2 |
1.2% |
25% |
False |
False |
48,509 |
120 |
1,800.0 |
1,588.7 |
211.3 |
12.7% |
18.5 |
1.1% |
38% |
False |
False |
40,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,739.8 |
2.618 |
1,714.9 |
1.618 |
1,699.6 |
1.000 |
1,690.1 |
0.618 |
1,684.3 |
HIGH |
1,674.8 |
0.618 |
1,669.0 |
0.500 |
1,667.2 |
0.382 |
1,665.3 |
LOW |
1,659.5 |
0.618 |
1,650.0 |
1.000 |
1,644.2 |
1.618 |
1,634.7 |
2.618 |
1,619.4 |
4.250 |
1,594.5 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,668.7 |
1,668.3 |
PP |
1,667.9 |
1,667.1 |
S1 |
1,667.2 |
1,666.0 |
|