Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,693.0 |
4,687.0 |
-6.0 |
-0.1% |
4,725.0 |
High |
4,706.0 |
4,703.0 |
-3.0 |
-0.1% |
4,729.0 |
Low |
4,682.0 |
4,676.0 |
-6.0 |
-0.1% |
4,659.0 |
Close |
4,689.0 |
4,692.0 |
3.0 |
0.1% |
4,681.0 |
Range |
24.0 |
27.0 |
3.0 |
12.5% |
70.0 |
ATR |
34.3 |
33.8 |
-0.5 |
-1.5% |
0.0 |
Volume |
16,646 |
18,492 |
1,846 |
11.1% |
107,143 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,771.3 |
4,758.7 |
4,706.9 |
|
R3 |
4,744.3 |
4,731.7 |
4,699.4 |
|
R2 |
4,717.3 |
4,717.3 |
4,697.0 |
|
R1 |
4,704.7 |
4,704.7 |
4,694.5 |
4,711.0 |
PP |
4,690.3 |
4,690.3 |
4,690.3 |
4,693.5 |
S1 |
4,677.7 |
4,677.7 |
4,689.5 |
4,684.0 |
S2 |
4,663.3 |
4,663.3 |
4,687.1 |
|
S3 |
4,636.3 |
4,650.7 |
4,684.6 |
|
S4 |
4,609.3 |
4,623.7 |
4,677.2 |
|
|
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 |
4,670.0 |
42.0 |
0.9% |
27.6 |
0.6% |
52% |
False |
False |
19,525 |
10 |
4,729.0 |
4,635.0 |
94.0 |
2.0% |
34.8 |
0.7% |
61% |
False |
False |
19,971 |
20 |
4,729.0 |
4,547.0 |
182.0 |
3.9% |
32.7 |
0.7% |
80% |
False |
False |
28,482 |
40 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
22.5 |
0.5% |
91% |
False |
False |
14,621 |
60 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
18.0 |
0.4% |
91% |
False |
False |
9,766 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,817.8 |
2.618 |
4,773.7 |
1.618 |
4,746.7 |
1.000 |
4,730.0 |
0.618 |
4,719.7 |
HIGH |
4,703.0 |
0.618 |
4,692.7 |
0.500 |
4,689.5 |
0.382 |
4,686.3 |
LOW |
4,676.0 |
0.618 |
4,659.3 |
1.000 |
4,649.0 |
1.618 |
4,632.3 |
2.618 |
4,605.3 |
4.250 |
4,561.3 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,691.2 |
4,692.0 |
PP |
4,690.3 |
4,692.0 |
S1 |
4,689.5 |
4,692.0 |
|