Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,745.0 |
7,720.0 |
-25.0 |
-0.3% |
7,765.0 |
High |
7,790.5 |
7,739.0 |
-51.5 |
-0.7% |
7,779.0 |
Low |
7,705.0 |
7,636.5 |
-68.5 |
-0.9% |
7,686.0 |
Close |
7,739.0 |
7,672.5 |
-66.5 |
-0.9% |
7,716.5 |
Range |
85.5 |
102.5 |
17.0 |
19.9% |
93.0 |
ATR |
73.0 |
75.1 |
2.1 |
2.9% |
0.0 |
Volume |
125,273 |
105,568 |
-19,705 |
-15.7% |
482,053 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,990.2 |
7,933.8 |
7,728.9 |
|
R3 |
7,887.7 |
7,831.3 |
7,700.7 |
|
R2 |
7,785.2 |
7,785.2 |
7,691.3 |
|
R1 |
7,728.8 |
7,728.8 |
7,681.9 |
7,705.8 |
PP |
7,682.7 |
7,682.7 |
7,682.7 |
7,671.1 |
S1 |
7,626.3 |
7,626.3 |
7,663.1 |
7,603.3 |
S2 |
7,580.2 |
7,580.2 |
7,653.7 |
|
S3 |
7,477.7 |
7,523.8 |
7,644.3 |
|
S4 |
7,375.2 |
7,421.3 |
7,616.1 |
|
|
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 |
7,636.5 |
154.0 |
2.0% |
75.0 |
1.0% |
23% |
False |
True |
106,917 |
10 |
7,805.5 |
7,636.5 |
169.0 |
2.2% |
69.3 |
0.9% |
21% |
False |
True |
94,584 |
20 |
7,805.5 |
7,568.0 |
237.5 |
3.1% |
61.6 |
0.8% |
44% |
False |
False |
82,312 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
69.5 |
0.9% |
84% |
False |
False |
42,423 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
77.1 |
1.0% |
84% |
False |
False |
28,690 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
78.0 |
1.0% |
84% |
False |
False |
21,901 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.9% |
79.7 |
1.0% |
85% |
False |
False |
17,709 |
120 |
7,805.5 |
6,353.5 |
1,452.0 |
18.9% |
80.9 |
1.1% |
91% |
False |
False |
14,764 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,174.6 |
2.618 |
8,007.3 |
1.618 |
7,904.8 |
1.000 |
7,841.5 |
0.618 |
7,802.3 |
HIGH |
7,739.0 |
0.618 |
7,699.8 |
0.500 |
7,687.8 |
0.382 |
7,675.7 |
LOW |
7,636.5 |
0.618 |
7,573.2 |
1.000 |
7,534.0 |
1.618 |
7,470.7 |
2.618 |
7,368.2 |
4.250 |
7,200.9 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,687.8 |
7,713.5 |
PP |
7,682.7 |
7,699.8 |
S1 |
7,677.6 |
7,686.2 |
|