Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,755.0 |
4,794.0 |
39.0 |
0.8% |
4,749.0 |
High |
4,783.0 |
4,805.0 |
22.0 |
0.5% |
4,805.0 |
Low |
4,745.0 |
4,786.0 |
41.0 |
0.9% |
4,728.0 |
Close |
4,781.0 |
4,804.0 |
23.0 |
0.5% |
4,804.0 |
Range |
38.0 |
19.0 |
-19.0 |
-50.0% |
77.0 |
ATR |
33.8 |
33.1 |
-0.7 |
-2.1% |
0.0 |
Volume |
21,108 |
16,585 |
-4,523 |
-21.4% |
97,322 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,855.3 |
4,848.7 |
4,814.5 |
|
R3 |
4,836.3 |
4,829.7 |
4,809.2 |
|
R2 |
4,817.3 |
4,817.3 |
4,807.5 |
|
R1 |
4,810.7 |
4,810.7 |
4,805.7 |
4,814.0 |
PP |
4,798.3 |
4,798.3 |
4,798.3 |
4,800.0 |
S1 |
4,791.7 |
4,791.7 |
4,802.3 |
4,795.0 |
S2 |
4,779.3 |
4,779.3 |
4,800.5 |
|
S3 |
4,760.3 |
4,772.7 |
4,798.8 |
|
S4 |
4,741.3 |
4,753.7 |
4,793.6 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,010.0 |
4,984.0 |
4,846.4 |
|
R3 |
4,933.0 |
4,907.0 |
4,825.2 |
|
R2 |
4,856.0 |
4,856.0 |
4,818.1 |
|
R1 |
4,830.0 |
4,830.0 |
4,811.1 |
4,843.0 |
PP |
4,779.0 |
4,779.0 |
4,779.0 |
4,785.5 |
S1 |
4,753.0 |
4,753.0 |
4,796.9 |
4,766.0 |
S2 |
4,702.0 |
4,702.0 |
4,789.9 |
|
S3 |
4,625.0 |
4,676.0 |
4,782.8 |
|
S4 |
4,548.0 |
4,599.0 |
4,761.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,805.0 |
4,728.0 |
77.0 |
1.6% |
27.6 |
0.6% |
99% |
True |
False |
19,464 |
10 |
4,805.0 |
4,676.0 |
129.0 |
2.7% |
28.6 |
0.6% |
99% |
True |
False |
20,302 |
20 |
4,805.0 |
4,608.0 |
197.0 |
4.1% |
32.8 |
0.7% |
99% |
True |
False |
19,583 |
40 |
4,805.0 |
4,418.0 |
387.0 |
8.1% |
26.4 |
0.6% |
100% |
True |
False |
18,813 |
60 |
4,805.0 |
4,315.0 |
490.0 |
10.2% |
21.7 |
0.5% |
100% |
True |
False |
12,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,885.8 |
2.618 |
4,854.7 |
1.618 |
4,835.7 |
1.000 |
4,824.0 |
0.618 |
4,816.7 |
HIGH |
4,805.0 |
0.618 |
4,797.7 |
0.500 |
4,795.5 |
0.382 |
4,793.3 |
LOW |
4,786.0 |
0.618 |
4,774.3 |
1.000 |
4,767.0 |
1.618 |
4,755.3 |
2.618 |
4,736.3 |
4.250 |
4,705.3 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,801.2 |
4,794.3 |
PP |
4,798.3 |
4,784.7 |
S1 |
4,795.5 |
4,775.0 |
|