Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,686.5 |
1,691.7 |
5.2 |
0.3% |
1,659.5 |
High |
1,695.9 |
1,694.8 |
-1.1 |
-0.1% |
1,697.8 |
Low |
1,684.8 |
1,683.1 |
-1.7 |
-0.1% |
1,659.5 |
Close |
1,693.2 |
1,686.7 |
-6.5 |
-0.4% |
1,687.0 |
Range |
11.1 |
11.7 |
0.6 |
5.4% |
38.3 |
ATR |
20.0 |
19.4 |
-0.6 |
-3.0% |
0.0 |
Volume |
165,132 |
141,433 |
-23,699 |
-14.4% |
732,636 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.3 |
1,716.7 |
1,693.1 |
|
R3 |
1,711.6 |
1,705.0 |
1,689.9 |
|
R2 |
1,699.9 |
1,699.9 |
1,688.8 |
|
R1 |
1,693.3 |
1,693.3 |
1,687.8 |
1,690.8 |
PP |
1,688.2 |
1,688.2 |
1,688.2 |
1,686.9 |
S1 |
1,681.6 |
1,681.6 |
1,685.6 |
1,679.1 |
S2 |
1,676.5 |
1,676.5 |
1,684.6 |
|
S3 |
1,664.8 |
1,669.9 |
1,683.5 |
|
S4 |
1,653.1 |
1,658.2 |
1,680.3 |
|
|
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 |
1,666.4 |
31.4 |
1.9% |
15.5 |
0.9% |
65% |
False |
False |
152,515 |
10 |
1,697.8 |
1,651.3 |
46.5 |
2.8% |
17.5 |
1.0% |
76% |
False |
False |
150,630 |
20 |
1,697.8 |
1,626.0 |
71.8 |
4.3% |
19.3 |
1.1% |
85% |
False |
False |
133,813 |
40 |
1,754.7 |
1,626.0 |
128.7 |
7.6% |
19.5 |
1.2% |
47% |
False |
False |
132,757 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.2 |
1.1% |
46% |
False |
False |
93,720 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
18.6 |
1.1% |
35% |
False |
False |
71,191 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.3% |
19.3 |
1.1% |
35% |
False |
False |
57,551 |
120 |
1,800.0 |
1,588.7 |
211.3 |
12.5% |
18.4 |
1.1% |
46% |
False |
False |
48,130 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.5 |
2.618 |
1,725.4 |
1.618 |
1,713.7 |
1.000 |
1,706.5 |
0.618 |
1,702.0 |
HIGH |
1,694.8 |
0.618 |
1,690.3 |
0.500 |
1,689.0 |
0.382 |
1,687.6 |
LOW |
1,683.1 |
0.618 |
1,675.9 |
1.000 |
1,671.4 |
1.618 |
1,664.2 |
2.618 |
1,652.5 |
4.250 |
1,633.4 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,689.0 |
1,689.5 |
PP |
1,688.2 |
1,688.6 |
S1 |
1,687.5 |
1,687.6 |
|