Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,680.5 |
1,687.4 |
6.9 |
0.4% |
1,659.5 |
High |
1,697.8 |
1,695.1 |
-2.7 |
-0.2% |
1,697.8 |
Low |
1,666.4 |
1,683.3 |
16.9 |
1.0% |
1,659.5 |
Close |
1,690.8 |
1,687.0 |
-3.8 |
-0.2% |
1,687.0 |
Range |
31.4 |
11.8 |
-19.6 |
-62.4% |
38.3 |
ATR |
21.3 |
20.7 |
-0.7 |
-3.2% |
0.0 |
Volume |
202,942 |
115,543 |
-87,399 |
-43.1% |
732,636 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.9 |
1,717.2 |
1,693.5 |
|
R3 |
1,712.1 |
1,705.4 |
1,690.2 |
|
R2 |
1,700.3 |
1,700.3 |
1,689.2 |
|
R1 |
1,693.6 |
1,693.6 |
1,688.1 |
1,691.1 |
PP |
1,688.5 |
1,688.5 |
1,688.5 |
1,687.2 |
S1 |
1,681.8 |
1,681.8 |
1,685.9 |
1,679.3 |
S2 |
1,676.7 |
1,676.7 |
1,684.8 |
|
S3 |
1,664.9 |
1,670.0 |
1,683.8 |
|
S4 |
1,653.1 |
1,658.2 |
1,680.5 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,796.3 |
1,780.0 |
1,708.1 |
|
R3 |
1,758.0 |
1,741.7 |
1,697.5 |
|
R2 |
1,719.7 |
1,719.7 |
1,694.0 |
|
R1 |
1,703.4 |
1,703.4 |
1,690.5 |
1,711.6 |
PP |
1,681.4 |
1,681.4 |
1,681.4 |
1,685.5 |
S1 |
1,665.1 |
1,665.1 |
1,683.5 |
1,673.3 |
S2 |
1,643.1 |
1,643.1 |
1,680.0 |
|
S3 |
1,604.8 |
1,626.8 |
1,676.5 |
|
S4 |
1,566.5 |
1,588.5 |
1,665.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,697.8 |
1,659.5 |
38.3 |
2.3% |
17.8 |
1.1% |
72% |
False |
False |
146,527 |
10 |
1,697.8 |
1,642.6 |
55.2 |
3.3% |
18.9 |
1.1% |
80% |
False |
False |
148,739 |
20 |
1,697.8 |
1,626.0 |
71.8 |
4.3% |
21.2 |
1.3% |
85% |
False |
False |
134,788 |
40 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.9 |
1.2% |
47% |
False |
False |
126,417 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.3 |
1.1% |
47% |
False |
False |
88,755 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
19.1 |
1.1% |
35% |
False |
False |
67,435 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
19.3 |
1.1% |
35% |
False |
False |
54,505 |
120 |
1,800.0 |
1,588.7 |
211.3 |
12.5% |
18.6 |
1.1% |
47% |
False |
False |
45,584 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,745.3 |
2.618 |
1,726.0 |
1.618 |
1,714.2 |
1.000 |
1,706.9 |
0.618 |
1,702.4 |
HIGH |
1,695.1 |
0.618 |
1,690.6 |
0.500 |
1,689.2 |
0.382 |
1,687.8 |
LOW |
1,683.3 |
0.618 |
1,676.0 |
1.000 |
1,671.5 |
1.618 |
1,664.2 |
2.618 |
1,652.4 |
4.250 |
1,633.2 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,689.2 |
1,685.4 |
PP |
1,688.5 |
1,683.7 |
S1 |
1,687.7 |
1,682.1 |
|