Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,691.7 |
1,683.8 |
-7.9 |
-0.5% |
1,659.5 |
High |
1,694.8 |
1,685.8 |
-9.0 |
-0.5% |
1,697.8 |
Low |
1,683.1 |
1,664.2 |
-18.9 |
-1.1% |
1,659.5 |
Close |
1,686.7 |
1,669.9 |
-16.8 |
-1.0% |
1,687.0 |
Range |
11.7 |
21.6 |
9.9 |
84.6% |
38.3 |
ATR |
19.4 |
19.6 |
0.2 |
1.1% |
0.0 |
Volume |
141,433 |
179,960 |
38,527 |
27.2% |
732,636 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,738.1 |
1,725.6 |
1,681.8 |
|
R3 |
1,716.5 |
1,704.0 |
1,675.8 |
|
R2 |
1,694.9 |
1,694.9 |
1,673.9 |
|
R1 |
1,682.4 |
1,682.4 |
1,671.9 |
1,677.9 |
PP |
1,673.3 |
1,673.3 |
1,673.3 |
1,671.0 |
S1 |
1,660.8 |
1,660.8 |
1,667.9 |
1,656.3 |
S2 |
1,651.7 |
1,651.7 |
1,665.9 |
|
S3 |
1,630.1 |
1,639.2 |
1,664.0 |
|
S4 |
1,608.5 |
1,617.6 |
1,658.0 |
|
|
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 |
1,664.2 |
33.6 |
2.0% |
17.5 |
1.0% |
17% |
False |
True |
161,002 |
10 |
1,697.8 |
1,653.1 |
44.7 |
2.7% |
18.2 |
1.1% |
38% |
False |
False |
155,455 |
20 |
1,697.8 |
1,626.0 |
71.8 |
4.3% |
19.7 |
1.2% |
61% |
False |
False |
140,611 |
40 |
1,754.2 |
1,626.0 |
128.2 |
7.7% |
19.9 |
1.2% |
34% |
False |
False |
136,105 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.2 |
1.2% |
33% |
False |
False |
96,291 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
18.7 |
1.1% |
25% |
False |
False |
73,404 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
19.4 |
1.2% |
25% |
False |
False |
59,341 |
120 |
1,800.0 |
1,593.6 |
206.4 |
12.4% |
18.4 |
1.1% |
37% |
False |
False |
49,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,777.6 |
2.618 |
1,742.3 |
1.618 |
1,720.7 |
1.000 |
1,707.4 |
0.618 |
1,699.1 |
HIGH |
1,685.8 |
0.618 |
1,677.5 |
0.500 |
1,675.0 |
0.382 |
1,672.5 |
LOW |
1,664.2 |
0.618 |
1,650.9 |
1.000 |
1,642.6 |
1.618 |
1,629.3 |
2.618 |
1,607.7 |
4.250 |
1,572.4 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,675.0 |
1,680.1 |
PP |
1,673.3 |
1,676.7 |
S1 |
1,671.6 |
1,673.3 |
|