Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,657.9 |
1,653.9 |
-4.0 |
-0.2% |
1,686.5 |
High |
1,661.6 |
1,665.0 |
3.4 |
0.2% |
1,695.9 |
Low |
1,651.0 |
1,653.5 |
2.5 |
0.2% |
1,655.0 |
Close |
1,652.9 |
1,660.8 |
7.9 |
0.5% |
1,656.6 |
Range |
10.6 |
11.5 |
0.9 |
8.5% |
40.9 |
ATR |
18.8 |
18.3 |
-0.5 |
-2.5% |
0.0 |
Volume |
184,378 |
145,863 |
-38,515 |
-20.9% |
648,635 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,694.3 |
1,689.0 |
1,667.1 |
|
R3 |
1,682.8 |
1,677.5 |
1,664.0 |
|
R2 |
1,671.3 |
1,671.3 |
1,662.9 |
|
R1 |
1,666.0 |
1,666.0 |
1,661.9 |
1,668.7 |
PP |
1,659.8 |
1,659.8 |
1,659.8 |
1,661.1 |
S1 |
1,654.5 |
1,654.5 |
1,659.7 |
1,657.2 |
S2 |
1,648.3 |
1,648.3 |
1,658.7 |
|
S3 |
1,636.8 |
1,643.0 |
1,657.6 |
|
S4 |
1,625.3 |
1,631.5 |
1,654.5 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,791.9 |
1,765.1 |
1,679.1 |
|
R3 |
1,751.0 |
1,724.2 |
1,667.8 |
|
R2 |
1,710.1 |
1,710.1 |
1,664.1 |
|
R1 |
1,683.3 |
1,683.3 |
1,660.3 |
1,676.3 |
PP |
1,669.2 |
1,669.2 |
1,669.2 |
1,665.6 |
S1 |
1,642.4 |
1,642.4 |
1,652.9 |
1,635.4 |
S2 |
1,628.3 |
1,628.3 |
1,649.1 |
|
S3 |
1,587.4 |
1,601.5 |
1,645.4 |
|
S4 |
1,546.5 |
1,560.6 |
1,634.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,694.8 |
1,651.0 |
43.8 |
2.6% |
14.4 |
0.9% |
22% |
False |
False |
162,748 |
10 |
1,697.8 |
1,651.0 |
46.8 |
2.8% |
15.7 |
0.9% |
21% |
False |
False |
158,465 |
20 |
1,697.8 |
1,626.0 |
71.8 |
4.3% |
19.5 |
1.2% |
48% |
False |
False |
154,041 |
40 |
1,733.7 |
1,626.0 |
107.7 |
6.5% |
19.3 |
1.2% |
32% |
False |
False |
139,724 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.3 |
1.2% |
27% |
False |
False |
104,259 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.5% |
18.6 |
1.1% |
20% |
False |
False |
79,485 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.5% |
19.1 |
1.2% |
20% |
False |
False |
64,226 |
120 |
1,800.0 |
1,598.0 |
202.0 |
12.2% |
18.4 |
1.1% |
31% |
False |
False |
53,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.9 |
2.618 |
1,695.1 |
1.618 |
1,683.6 |
1.000 |
1,676.5 |
0.618 |
1,672.1 |
HIGH |
1,665.0 |
0.618 |
1,660.6 |
0.500 |
1,659.3 |
0.382 |
1,657.9 |
LOW |
1,653.5 |
0.618 |
1,646.4 |
1.000 |
1,642.0 |
1.618 |
1,634.9 |
2.618 |
1,623.4 |
4.250 |
1,604.6 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,660.3 |
1,661.3 |
PP |
1,659.8 |
1,661.1 |
S1 |
1,659.3 |
1,661.0 |
|