Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
4,862.0 |
4,854.0 |
-8.0 |
-0.2% |
4,749.0 |
High |
4,871.0 |
4,874.0 |
3.0 |
0.1% |
4,805.0 |
Low |
4,847.0 |
4,829.0 |
-18.0 |
-0.4% |
4,728.0 |
Close |
4,860.0 |
4,845.0 |
-15.0 |
-0.3% |
4,804.0 |
Range |
24.0 |
45.0 |
21.0 |
87.5% |
77.0 |
ATR |
34.2 |
34.9 |
0.8 |
2.3% |
0.0 |
Volume |
18,736 |
31,635 |
12,899 |
68.8% |
97,322 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,984.3 |
4,959.7 |
4,869.8 |
|
R3 |
4,939.3 |
4,914.7 |
4,857.4 |
|
R2 |
4,894.3 |
4,894.3 |
4,853.3 |
|
R1 |
4,869.7 |
4,869.7 |
4,849.1 |
4,859.5 |
PP |
4,849.3 |
4,849.3 |
4,849.3 |
4,844.3 |
S1 |
4,824.7 |
4,824.7 |
4,840.9 |
4,814.5 |
S2 |
4,804.3 |
4,804.3 |
4,836.8 |
|
S3 |
4,759.3 |
4,779.7 |
4,832.6 |
|
S4 |
4,714.3 |
4,734.7 |
4,820.3 |
|
|
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 |
4,874.0 |
4,745.0 |
129.0 |
2.7% |
32.2 |
0.7% |
78% |
True |
False |
23,480 |
10 |
4,874.0 |
4,709.0 |
165.0 |
3.4% |
31.4 |
0.6% |
82% |
True |
False |
22,445 |
20 |
4,874.0 |
4,659.0 |
215.0 |
4.4% |
31.7 |
0.7% |
87% |
True |
False |
21,508 |
40 |
4,874.0 |
4,480.0 |
394.0 |
8.1% |
28.6 |
0.6% |
93% |
True |
False |
20,799 |
60 |
4,874.0 |
4,315.0 |
559.0 |
11.5% |
22.6 |
0.5% |
95% |
True |
False |
13,884 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,065.3 |
2.618 |
4,991.8 |
1.618 |
4,946.8 |
1.000 |
4,919.0 |
0.618 |
4,901.8 |
HIGH |
4,874.0 |
0.618 |
4,856.8 |
0.500 |
4,851.5 |
0.382 |
4,846.2 |
LOW |
4,829.0 |
0.618 |
4,801.2 |
1.000 |
4,784.0 |
1.618 |
4,756.2 |
2.618 |
4,711.2 |
4.250 |
4,637.8 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,851.5 |
4,851.0 |
PP |
4,849.3 |
4,849.0 |
S1 |
4,847.2 |
4,847.0 |
|