Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,687.0 |
4,689.0 |
2.0 |
0.0% |
4,725.0 |
High |
4,703.0 |
4,710.0 |
7.0 |
0.1% |
4,729.0 |
Low |
4,676.0 |
4,685.0 |
9.0 |
0.2% |
4,659.0 |
Close |
4,692.0 |
4,705.0 |
13.0 |
0.3% |
4,681.0 |
Range |
27.0 |
25.0 |
-2.0 |
-7.4% |
70.0 |
ATR |
33.8 |
33.1 |
-0.6 |
-1.9% |
0.0 |
Volume |
18,492 |
23,142 |
4,650 |
25.1% |
107,143 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,775.0 |
4,765.0 |
4,718.8 |
|
R3 |
4,750.0 |
4,740.0 |
4,711.9 |
|
R2 |
4,725.0 |
4,725.0 |
4,709.6 |
|
R1 |
4,715.0 |
4,715.0 |
4,707.3 |
4,720.0 |
PP |
4,700.0 |
4,700.0 |
4,700.0 |
4,702.5 |
S1 |
4,690.0 |
4,690.0 |
4,702.7 |
4,695.0 |
S2 |
4,675.0 |
4,675.0 |
4,700.4 |
|
S3 |
4,650.0 |
4,665.0 |
4,698.1 |
|
S4 |
4,625.0 |
4,640.0 |
4,691.3 |
|
|
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% |
29.6 |
0.6% |
83% |
False |
False |
19,840 |
10 |
4,729.0 |
4,659.0 |
70.0 |
1.5% |
32.0 |
0.7% |
66% |
False |
False |
20,571 |
20 |
4,729.0 |
4,547.0 |
182.0 |
3.9% |
32.8 |
0.7% |
87% |
False |
False |
29,414 |
40 |
4,729.0 |
4,327.0 |
402.0 |
8.5% |
22.8 |
0.5% |
94% |
False |
False |
15,199 |
60 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
18.4 |
0.4% |
94% |
False |
False |
10,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,816.3 |
2.618 |
4,775.5 |
1.618 |
4,750.5 |
1.000 |
4,735.0 |
0.618 |
4,725.5 |
HIGH |
4,710.0 |
0.618 |
4,700.5 |
0.500 |
4,697.5 |
0.382 |
4,694.6 |
LOW |
4,685.0 |
0.618 |
4,669.6 |
1.000 |
4,660.0 |
1.618 |
4,644.6 |
2.618 |
4,619.6 |
4.250 |
4,578.8 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,702.5 |
4,701.0 |
PP |
4,700.0 |
4,697.0 |
S1 |
4,697.5 |
4,693.0 |
|