Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,749.0 |
4,747.0 |
-2.0 |
0.0% |
4,693.0 |
High |
4,751.0 |
4,772.0 |
21.0 |
0.4% |
4,756.0 |
Low |
4,728.0 |
4,732.0 |
4.0 |
0.1% |
4,676.0 |
Close |
4,743.0 |
4,742.0 |
-1.0 |
0.0% |
4,740.0 |
Range |
23.0 |
40.0 |
17.0 |
73.9% |
80.0 |
ATR |
33.5 |
34.0 |
0.5 |
1.4% |
0.0 |
Volume |
14,205 |
25,576 |
11,371 |
80.0% |
105,701 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,868.7 |
4,845.3 |
4,764.0 |
|
R3 |
4,828.7 |
4,805.3 |
4,753.0 |
|
R2 |
4,788.7 |
4,788.7 |
4,749.3 |
|
R1 |
4,765.3 |
4,765.3 |
4,745.7 |
4,757.0 |
PP |
4,748.7 |
4,748.7 |
4,748.7 |
4,744.5 |
S1 |
4,725.3 |
4,725.3 |
4,738.3 |
4,717.0 |
S2 |
4,708.7 |
4,708.7 |
4,734.7 |
|
S3 |
4,668.7 |
4,685.3 |
4,731.0 |
|
S4 |
4,628.7 |
4,645.3 |
4,720.0 |
|
|
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 |
4,772.0 |
4,685.0 |
87.0 |
1.8% |
32.0 |
0.7% |
66% |
True |
False |
22,068 |
10 |
4,772.0 |
4,670.0 |
102.0 |
2.2% |
29.8 |
0.6% |
71% |
True |
False |
20,797 |
20 |
4,772.0 |
4,589.0 |
183.0 |
3.9% |
34.5 |
0.7% |
84% |
True |
False |
18,825 |
40 |
4,772.0 |
4,390.0 |
382.0 |
8.1% |
25.1 |
0.5% |
92% |
True |
False |
17,376 |
60 |
4,772.0 |
4,315.0 |
457.0 |
9.6% |
20.6 |
0.4% |
93% |
True |
False |
11,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,942.0 |
2.618 |
4,876.7 |
1.618 |
4,836.7 |
1.000 |
4,812.0 |
0.618 |
4,796.7 |
HIGH |
4,772.0 |
0.618 |
4,756.7 |
0.500 |
4,752.0 |
0.382 |
4,747.3 |
LOW |
4,732.0 |
0.618 |
4,707.3 |
1.000 |
4,692.0 |
1.618 |
4,667.3 |
2.618 |
4,627.3 |
4.250 |
4,562.0 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,752.0 |
4,750.0 |
PP |
4,748.7 |
4,747.3 |
S1 |
4,745.3 |
4,744.7 |
|