Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,717.0 |
4,751.0 |
34.0 |
0.7% |
4,693.0 |
High |
4,756.0 |
4,754.0 |
-2.0 |
0.0% |
4,756.0 |
Low |
4,709.0 |
4,729.0 |
20.0 |
0.4% |
4,676.0 |
Close |
4,721.0 |
4,740.0 |
19.0 |
0.4% |
4,740.0 |
Range |
47.0 |
25.0 |
-22.0 |
-46.8% |
80.0 |
ATR |
34.4 |
34.3 |
-0.1 |
-0.3% |
0.0 |
Volume |
28,263 |
19,158 |
-9,105 |
-32.2% |
105,701 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,816.0 |
4,803.0 |
4,753.8 |
|
R3 |
4,791.0 |
4,778.0 |
4,746.9 |
|
R2 |
4,766.0 |
4,766.0 |
4,744.6 |
|
R1 |
4,753.0 |
4,753.0 |
4,742.3 |
4,747.0 |
PP |
4,741.0 |
4,741.0 |
4,741.0 |
4,738.0 |
S1 |
4,728.0 |
4,728.0 |
4,737.7 |
4,722.0 |
S2 |
4,716.0 |
4,716.0 |
4,735.4 |
|
S3 |
4,691.0 |
4,703.0 |
4,733.1 |
|
S4 |
4,666.0 |
4,678.0 |
4,726.3 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,964.0 |
4,932.0 |
4,784.0 |
|
R3 |
4,884.0 |
4,852.0 |
4,762.0 |
|
R2 |
4,804.0 |
4,804.0 |
4,754.7 |
|
R1 |
4,772.0 |
4,772.0 |
4,747.3 |
4,788.0 |
PP |
4,724.0 |
4,724.0 |
4,724.0 |
4,732.0 |
S1 |
4,692.0 |
4,692.0 |
4,732.7 |
4,708.0 |
S2 |
4,644.0 |
4,644.0 |
4,725.3 |
|
S3 |
4,564.0 |
4,612.0 |
4,718.0 |
|
S4 |
4,484.0 |
4,532.0 |
4,696.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,756.0 |
4,676.0 |
80.0 |
1.7% |
29.6 |
0.6% |
80% |
False |
False |
21,140 |
10 |
4,756.0 |
4,659.0 |
97.0 |
2.0% |
33.0 |
0.7% |
84% |
False |
False |
21,284 |
20 |
4,756.0 |
4,580.0 |
176.0 |
3.7% |
34.5 |
0.7% |
91% |
False |
False |
21,853 |
40 |
4,756.0 |
4,348.0 |
408.0 |
8.6% |
23.7 |
0.5% |
96% |
False |
False |
16,382 |
60 |
4,756.0 |
4,315.0 |
441.0 |
9.3% |
19.6 |
0.4% |
96% |
False |
False |
10,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,860.3 |
2.618 |
4,819.5 |
1.618 |
4,794.5 |
1.000 |
4,779.0 |
0.618 |
4,769.5 |
HIGH |
4,754.0 |
0.618 |
4,744.5 |
0.500 |
4,741.5 |
0.382 |
4,738.6 |
LOW |
4,729.0 |
0.618 |
4,713.6 |
1.000 |
4,704.0 |
1.618 |
4,688.6 |
2.618 |
4,663.6 |
4.250 |
4,622.8 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,741.5 |
4,733.5 |
PP |
4,741.0 |
4,727.0 |
S1 |
4,740.5 |
4,720.5 |
|