Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,794.0 |
4,831.0 |
37.0 |
0.8% |
4,749.0 |
High |
4,805.0 |
4,863.0 |
58.0 |
1.2% |
4,805.0 |
Low |
4,786.0 |
4,828.0 |
42.0 |
0.9% |
4,728.0 |
Close |
4,804.0 |
4,854.0 |
50.0 |
1.0% |
4,804.0 |
Range |
19.0 |
35.0 |
16.0 |
84.2% |
77.0 |
ATR |
33.1 |
34.9 |
1.9 |
5.6% |
0.0 |
Volume |
16,585 |
29,338 |
12,753 |
76.9% |
97,322 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,953.3 |
4,938.7 |
4,873.3 |
|
R3 |
4,918.3 |
4,903.7 |
4,863.6 |
|
R2 |
4,883.3 |
4,883.3 |
4,860.4 |
|
R1 |
4,868.7 |
4,868.7 |
4,857.2 |
4,876.0 |
PP |
4,848.3 |
4,848.3 |
4,848.3 |
4,852.0 |
S1 |
4,833.7 |
4,833.7 |
4,850.8 |
4,841.0 |
S2 |
4,813.3 |
4,813.3 |
4,847.6 |
|
S3 |
4,778.3 |
4,798.7 |
4,844.4 |
|
S4 |
4,743.3 |
4,763.7 |
4,834.8 |
|
|
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 |
4,863.0 |
4,732.0 |
131.0 |
2.7% |
30.0 |
0.6% |
93% |
True |
False |
22,491 |
10 |
4,863.0 |
4,676.0 |
187.0 |
3.9% |
29.7 |
0.6% |
95% |
True |
False |
21,571 |
20 |
4,863.0 |
4,608.0 |
255.0 |
5.3% |
32.7 |
0.7% |
96% |
True |
False |
20,394 |
40 |
4,863.0 |
4,444.0 |
419.0 |
8.6% |
27.1 |
0.6% |
98% |
True |
False |
19,546 |
60 |
4,863.0 |
4,315.0 |
548.0 |
11.3% |
22.3 |
0.5% |
98% |
True |
False |
13,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,011.8 |
2.618 |
4,954.6 |
1.618 |
4,919.6 |
1.000 |
4,898.0 |
0.618 |
4,884.6 |
HIGH |
4,863.0 |
0.618 |
4,849.6 |
0.500 |
4,845.5 |
0.382 |
4,841.4 |
LOW |
4,828.0 |
0.618 |
4,806.4 |
1.000 |
4,793.0 |
1.618 |
4,771.4 |
2.618 |
4,736.4 |
4.250 |
4,679.3 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,851.2 |
4,837.3 |
PP |
4,848.3 |
4,820.7 |
S1 |
4,845.5 |
4,804.0 |
|