Trading Metrics calculated at close of trading on 21-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
21-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,751.0 |
4,749.0 |
-2.0 |
0.0% |
4,693.0 |
High |
4,754.0 |
4,751.0 |
-3.0 |
-0.1% |
4,756.0 |
Low |
4,729.0 |
4,728.0 |
-1.0 |
0.0% |
4,676.0 |
Close |
4,740.0 |
4,743.0 |
3.0 |
0.1% |
4,740.0 |
Range |
25.0 |
23.0 |
-2.0 |
-8.0% |
80.0 |
ATR |
34.3 |
33.5 |
-0.8 |
-2.4% |
0.0 |
Volume |
19,158 |
14,205 |
-4,953 |
-25.9% |
105,701 |
|
Daily Pivots for day following 21-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,809.7 |
4,799.3 |
4,755.7 |
|
R3 |
4,786.7 |
4,776.3 |
4,749.3 |
|
R2 |
4,763.7 |
4,763.7 |
4,747.2 |
|
R1 |
4,753.3 |
4,753.3 |
4,745.1 |
4,747.0 |
PP |
4,740.7 |
4,740.7 |
4,740.7 |
4,737.5 |
S1 |
4,730.3 |
4,730.3 |
4,740.9 |
4,724.0 |
S2 |
4,717.7 |
4,717.7 |
4,738.8 |
|
S3 |
4,694.7 |
4,707.3 |
4,736.7 |
|
S4 |
4,671.7 |
4,684.3 |
4,730.4 |
|
|
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% |
29.4 |
0.6% |
84% |
False |
False |
20,652 |
10 |
4,756.0 |
4,659.0 |
97.0 |
2.0% |
31.1 |
0.7% |
87% |
False |
False |
20,753 |
20 |
4,756.0 |
4,583.0 |
173.0 |
3.6% |
34.3 |
0.7% |
92% |
False |
False |
18,877 |
40 |
4,756.0 |
4,390.0 |
366.0 |
7.7% |
24.3 |
0.5% |
96% |
False |
False |
16,736 |
60 |
4,756.0 |
4,315.0 |
441.0 |
9.3% |
20.0 |
0.4% |
97% |
False |
False |
11,173 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,848.8 |
2.618 |
4,811.2 |
1.618 |
4,788.2 |
1.000 |
4,774.0 |
0.618 |
4,765.2 |
HIGH |
4,751.0 |
0.618 |
4,742.2 |
0.500 |
4,739.5 |
0.382 |
4,736.8 |
LOW |
4,728.0 |
0.618 |
4,713.8 |
1.000 |
4,705.0 |
1.618 |
4,690.8 |
2.618 |
4,667.8 |
4.250 |
4,630.3 |
|
|
Fisher Pivots for day following 21-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,741.8 |
4,739.5 |
PP |
4,740.7 |
4,736.0 |
S1 |
4,739.5 |
4,732.5 |
|