Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,730.5 |
7,745.0 |
14.5 |
0.2% |
7,765.0 |
High |
7,735.0 |
7,790.5 |
55.5 |
0.7% |
7,779.0 |
Low |
7,686.5 |
7,705.0 |
18.5 |
0.2% |
7,686.0 |
Close |
7,716.5 |
7,739.0 |
22.5 |
0.3% |
7,716.5 |
Range |
48.5 |
85.5 |
37.0 |
76.3% |
93.0 |
ATR |
72.1 |
73.0 |
1.0 |
1.3% |
0.0 |
Volume |
103,074 |
125,273 |
22,199 |
21.5% |
482,053 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,001.3 |
7,955.7 |
7,786.0 |
|
R3 |
7,915.8 |
7,870.2 |
7,762.5 |
|
R2 |
7,830.3 |
7,830.3 |
7,754.7 |
|
R1 |
7,784.7 |
7,784.7 |
7,746.8 |
7,764.8 |
PP |
7,744.8 |
7,744.8 |
7,744.8 |
7,734.9 |
S1 |
7,699.2 |
7,699.2 |
7,731.2 |
7,679.3 |
S2 |
7,659.3 |
7,659.3 |
7,723.3 |
|
S3 |
7,573.8 |
7,613.7 |
7,715.5 |
|
S4 |
7,488.3 |
7,528.2 |
7,692.0 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,006.2 |
7,954.3 |
7,767.7 |
|
R3 |
7,913.2 |
7,861.3 |
7,742.1 |
|
R2 |
7,820.2 |
7,820.2 |
7,733.6 |
|
R1 |
7,768.3 |
7,768.3 |
7,725.0 |
7,747.8 |
PP |
7,727.2 |
7,727.2 |
7,727.2 |
7,716.9 |
S1 |
7,675.3 |
7,675.3 |
7,708.0 |
7,654.8 |
S2 |
7,634.2 |
7,634.2 |
7,699.5 |
|
S3 |
7,541.2 |
7,582.3 |
7,690.9 |
|
S4 |
7,448.2 |
7,489.3 |
7,665.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,790.5 |
7,686.0 |
104.5 |
1.4% |
69.0 |
0.9% |
51% |
True |
False |
102,611 |
10 |
7,805.5 |
7,611.5 |
194.0 |
2.5% |
65.4 |
0.8% |
66% |
False |
False |
95,802 |
20 |
7,805.5 |
7,530.5 |
275.0 |
3.6% |
60.2 |
0.8% |
76% |
False |
False |
77,324 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
69.7 |
0.9% |
92% |
False |
False |
39,800 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
76.9 |
1.0% |
92% |
False |
False |
26,933 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.8 |
1.0% |
92% |
False |
False |
20,627 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
79.2 |
1.0% |
93% |
False |
False |
16,654 |
120 |
7,805.5 |
6,339.5 |
1,466.0 |
18.9% |
81.0 |
1.0% |
95% |
False |
False |
13,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,153.9 |
2.618 |
8,014.3 |
1.618 |
7,928.8 |
1.000 |
7,876.0 |
0.618 |
7,843.3 |
HIGH |
7,790.5 |
0.618 |
7,757.8 |
0.500 |
7,747.8 |
0.382 |
7,737.7 |
LOW |
7,705.0 |
0.618 |
7,652.2 |
1.000 |
7,619.5 |
1.618 |
7,566.7 |
2.618 |
7,481.2 |
4.250 |
7,341.6 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,747.8 |
7,738.8 |
PP |
7,744.8 |
7,738.7 |
S1 |
7,741.9 |
7,738.5 |
|