Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,653.9 |
1,662.4 |
8.5 |
0.5% |
1,686.5 |
High |
1,665.0 |
1,683.2 |
18.2 |
1.1% |
1,695.9 |
Low |
1,653.5 |
1,661.8 |
8.3 |
0.5% |
1,655.0 |
Close |
1,660.8 |
1,679.9 |
19.1 |
1.2% |
1,656.6 |
Range |
11.5 |
21.4 |
9.9 |
86.1% |
40.9 |
ATR |
18.3 |
18.6 |
0.3 |
1.6% |
0.0 |
Volume |
145,863 |
44,893 |
-100,970 |
-69.2% |
648,635 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,739.2 |
1,730.9 |
1,691.7 |
|
R3 |
1,717.8 |
1,709.5 |
1,685.8 |
|
R2 |
1,696.4 |
1,696.4 |
1,683.8 |
|
R1 |
1,688.1 |
1,688.1 |
1,681.9 |
1,692.3 |
PP |
1,675.0 |
1,675.0 |
1,675.0 |
1,677.0 |
S1 |
1,666.7 |
1,666.7 |
1,677.9 |
1,670.9 |
S2 |
1,653.6 |
1,653.6 |
1,676.0 |
|
S3 |
1,632.2 |
1,645.3 |
1,674.0 |
|
S4 |
1,610.8 |
1,623.9 |
1,668.1 |
|
|
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 |
1,685.8 |
1,651.0 |
34.8 |
2.1% |
16.3 |
1.0% |
83% |
False |
False |
143,440 |
10 |
1,697.8 |
1,651.0 |
46.8 |
2.8% |
15.9 |
0.9% |
62% |
False |
False |
147,977 |
20 |
1,697.8 |
1,626.0 |
71.8 |
4.3% |
19.3 |
1.1% |
75% |
False |
False |
152,025 |
40 |
1,725.0 |
1,626.0 |
99.0 |
5.9% |
19.3 |
1.1% |
54% |
False |
False |
137,294 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.5 |
1.2% |
41% |
False |
False |
104,884 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
18.6 |
1.1% |
31% |
False |
False |
79,956 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
19.2 |
1.1% |
31% |
False |
False |
64,662 |
120 |
1,800.0 |
1,598.0 |
202.0 |
12.0% |
18.6 |
1.1% |
41% |
False |
False |
54,084 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,774.2 |
2.618 |
1,739.2 |
1.618 |
1,717.8 |
1.000 |
1,704.6 |
0.618 |
1,696.4 |
HIGH |
1,683.2 |
0.618 |
1,675.0 |
0.500 |
1,672.5 |
0.382 |
1,670.0 |
LOW |
1,661.8 |
0.618 |
1,648.6 |
1.000 |
1,640.4 |
1.618 |
1,627.2 |
2.618 |
1,605.8 |
4.250 |
1,570.9 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,677.4 |
1,675.6 |
PP |
1,675.0 |
1,671.4 |
S1 |
1,672.5 |
1,667.1 |
|