Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,831.0 |
4,862.0 |
31.0 |
0.6% |
4,749.0 |
High |
4,863.0 |
4,871.0 |
8.0 |
0.2% |
4,805.0 |
Low |
4,828.0 |
4,847.0 |
19.0 |
0.4% |
4,728.0 |
Close |
4,854.0 |
4,860.0 |
6.0 |
0.1% |
4,804.0 |
Range |
35.0 |
24.0 |
-11.0 |
-31.4% |
77.0 |
ATR |
34.9 |
34.2 |
-0.8 |
-2.2% |
0.0 |
Volume |
29,338 |
18,736 |
-10,602 |
-36.1% |
97,322 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,931.3 |
4,919.7 |
4,873.2 |
|
R3 |
4,907.3 |
4,895.7 |
4,866.6 |
|
R2 |
4,883.3 |
4,883.3 |
4,864.4 |
|
R1 |
4,871.7 |
4,871.7 |
4,862.2 |
4,865.5 |
PP |
4,859.3 |
4,859.3 |
4,859.3 |
4,856.3 |
S1 |
4,847.7 |
4,847.7 |
4,857.8 |
4,841.5 |
S2 |
4,835.3 |
4,835.3 |
4,855.6 |
|
S3 |
4,811.3 |
4,823.7 |
4,853.4 |
|
S4 |
4,787.3 |
4,799.7 |
4,846.8 |
|
|
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 |
4,871.0 |
4,745.0 |
126.0 |
2.6% |
26.8 |
0.6% |
91% |
True |
False |
21,123 |
10 |
4,871.0 |
4,685.0 |
186.0 |
3.8% |
29.4 |
0.6% |
94% |
True |
False |
21,595 |
20 |
4,871.0 |
4,635.0 |
236.0 |
4.9% |
32.1 |
0.7% |
95% |
True |
False |
20,783 |
40 |
4,871.0 |
4,480.0 |
391.0 |
8.0% |
27.5 |
0.6% |
97% |
True |
False |
20,008 |
60 |
4,871.0 |
4,315.0 |
556.0 |
11.4% |
22.2 |
0.5% |
98% |
True |
False |
13,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,973.0 |
2.618 |
4,933.8 |
1.618 |
4,909.8 |
1.000 |
4,895.0 |
0.618 |
4,885.8 |
HIGH |
4,871.0 |
0.618 |
4,861.8 |
0.500 |
4,859.0 |
0.382 |
4,856.2 |
LOW |
4,847.0 |
0.618 |
4,832.2 |
1.000 |
4,823.0 |
1.618 |
4,808.2 |
2.618 |
4,784.2 |
4.250 |
4,745.0 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,859.7 |
4,849.5 |
PP |
4,859.3 |
4,839.0 |
S1 |
4,859.0 |
4,828.5 |
|