Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,662.4 |
1,675.4 |
13.0 |
0.8% |
1,686.5 |
High |
1,683.2 |
1,680.0 |
-3.2 |
-0.2% |
1,695.9 |
Low |
1,661.8 |
1,657.4 |
-4.4 |
-0.3% |
1,655.0 |
Close |
1,679.9 |
1,660.6 |
-19.3 |
-1.1% |
1,656.6 |
Range |
21.4 |
22.6 |
1.2 |
5.6% |
40.9 |
ATR |
18.6 |
18.9 |
0.3 |
1.5% |
0.0 |
Volume |
44,893 |
6,044 |
-38,849 |
-86.5% |
648,635 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.8 |
1,719.8 |
1,673.0 |
|
R3 |
1,711.2 |
1,697.2 |
1,666.8 |
|
R2 |
1,688.6 |
1,688.6 |
1,664.7 |
|
R1 |
1,674.6 |
1,674.6 |
1,662.7 |
1,670.3 |
PP |
1,666.0 |
1,666.0 |
1,666.0 |
1,663.9 |
S1 |
1,652.0 |
1,652.0 |
1,658.5 |
1,647.7 |
S2 |
1,643.4 |
1,643.4 |
1,656.5 |
|
S3 |
1,620.8 |
1,629.4 |
1,654.4 |
|
S4 |
1,598.2 |
1,606.8 |
1,648.2 |
|
|
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 |
1,683.2 |
1,651.0 |
32.2 |
1.9% |
16.5 |
1.0% |
30% |
False |
False |
108,657 |
10 |
1,697.8 |
1,651.0 |
46.8 |
2.8% |
17.0 |
1.0% |
21% |
False |
False |
134,829 |
20 |
1,697.8 |
1,626.0 |
71.8 |
4.3% |
19.2 |
1.2% |
48% |
False |
False |
145,686 |
40 |
1,725.0 |
1,626.0 |
99.0 |
6.0% |
19.6 |
1.2% |
35% |
False |
False |
134,824 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.1 |
1.2% |
26% |
False |
False |
104,809 |
80 |
1,784.4 |
1,626.0 |
158.4 |
9.5% |
18.6 |
1.1% |
22% |
False |
False |
79,970 |
100 |
1,800.0 |
1,626.0 |
174.0 |
10.5% |
18.9 |
1.1% |
20% |
False |
False |
64,700 |
120 |
1,800.0 |
1,598.0 |
202.0 |
12.2% |
18.7 |
1.1% |
31% |
False |
False |
54,123 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,776.1 |
2.618 |
1,739.2 |
1.618 |
1,716.6 |
1.000 |
1,702.6 |
0.618 |
1,694.0 |
HIGH |
1,680.0 |
0.618 |
1,671.4 |
0.500 |
1,668.7 |
0.382 |
1,666.0 |
LOW |
1,657.4 |
0.618 |
1,643.4 |
1.000 |
1,634.8 |
1.618 |
1,620.8 |
2.618 |
1,598.2 |
4.250 |
1,561.4 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,668.7 |
1,668.4 |
PP |
1,666.0 |
1,665.8 |
S1 |
1,663.3 |
1,663.2 |
|