Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,710.0 |
4,693.0 |
-17.0 |
-0.4% |
4,725.0 |
High |
4,712.0 |
4,706.0 |
-6.0 |
-0.1% |
4,729.0 |
Low |
4,672.0 |
4,682.0 |
10.0 |
0.2% |
4,659.0 |
Close |
4,681.0 |
4,689.0 |
8.0 |
0.2% |
4,681.0 |
Range |
40.0 |
24.0 |
-16.0 |
-40.0% |
70.0 |
ATR |
35.0 |
34.3 |
-0.7 |
-2.0% |
0.0 |
Volume |
21,982 |
16,646 |
-5,336 |
-24.3% |
107,143 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,764.3 |
4,750.7 |
4,702.2 |
|
R3 |
4,740.3 |
4,726.7 |
4,695.6 |
|
R2 |
4,716.3 |
4,716.3 |
4,693.4 |
|
R1 |
4,702.7 |
4,702.7 |
4,691.2 |
4,697.5 |
PP |
4,692.3 |
4,692.3 |
4,692.3 |
4,689.8 |
S1 |
4,678.7 |
4,678.7 |
4,686.8 |
4,673.5 |
S2 |
4,668.3 |
4,668.3 |
4,684.6 |
|
S3 |
4,644.3 |
4,654.7 |
4,682.4 |
|
S4 |
4,620.3 |
4,630.7 |
4,675.8 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,899.7 |
4,860.3 |
4,719.5 |
|
R3 |
4,829.7 |
4,790.3 |
4,700.3 |
|
R2 |
4,759.7 |
4,759.7 |
4,693.8 |
|
R1 |
4,720.3 |
4,720.3 |
4,687.4 |
4,705.0 |
PP |
4,689.7 |
4,689.7 |
4,689.7 |
4,682.0 |
S1 |
4,650.3 |
4,650.3 |
4,674.6 |
4,635.0 |
S2 |
4,619.7 |
4,619.7 |
4,668.2 |
|
S3 |
4,549.7 |
4,580.3 |
4,661.8 |
|
S4 |
4,479.7 |
4,510.3 |
4,642.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,712.0 |
4,659.0 |
53.0 |
1.1% |
32.8 |
0.7% |
57% |
False |
False |
20,855 |
10 |
4,729.0 |
4,608.0 |
121.0 |
2.6% |
35.6 |
0.8% |
67% |
False |
False |
19,218 |
20 |
4,729.0 |
4,547.0 |
182.0 |
3.9% |
31.9 |
0.7% |
78% |
False |
False |
27,822 |
40 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
22.2 |
0.5% |
90% |
False |
False |
14,170 |
60 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
17.6 |
0.4% |
90% |
False |
False |
9,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,808.0 |
2.618 |
4,768.8 |
1.618 |
4,744.8 |
1.000 |
4,730.0 |
0.618 |
4,720.8 |
HIGH |
4,706.0 |
0.618 |
4,696.8 |
0.500 |
4,694.0 |
0.382 |
4,691.2 |
LOW |
4,682.0 |
0.618 |
4,667.2 |
1.000 |
4,658.0 |
1.618 |
4,643.2 |
2.618 |
4,619.2 |
4.250 |
4,580.0 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,694.0 |
4,691.0 |
PP |
4,692.3 |
4,690.3 |
S1 |
4,690.7 |
4,689.7 |
|