Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,720.0 |
7,674.5 |
-45.5 |
-0.6% |
7,765.0 |
High |
7,739.0 |
7,699.0 |
-40.0 |
-0.5% |
7,779.0 |
Low |
7,636.5 |
7,646.0 |
9.5 |
0.1% |
7,686.0 |
Close |
7,672.5 |
7,693.5 |
21.0 |
0.3% |
7,716.5 |
Range |
102.5 |
53.0 |
-49.5 |
-48.3% |
93.0 |
ATR |
75.1 |
73.6 |
-1.6 |
-2.1% |
0.0 |
Volume |
105,568 |
113,734 |
8,166 |
7.7% |
482,053 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,838.5 |
7,819.0 |
7,722.7 |
|
R3 |
7,785.5 |
7,766.0 |
7,708.1 |
|
R2 |
7,732.5 |
7,732.5 |
7,703.2 |
|
R1 |
7,713.0 |
7,713.0 |
7,698.4 |
7,722.8 |
PP |
7,679.5 |
7,679.5 |
7,679.5 |
7,684.4 |
S1 |
7,660.0 |
7,660.0 |
7,688.6 |
7,669.8 |
S2 |
7,626.5 |
7,626.5 |
7,683.8 |
|
S3 |
7,573.5 |
7,607.0 |
7,678.9 |
|
S4 |
7,520.5 |
7,554.0 |
7,664.4 |
|
|
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% |
76.2 |
1.0% |
37% |
False |
False |
107,339 |
10 |
7,792.5 |
7,636.5 |
156.0 |
2.0% |
66.7 |
0.9% |
37% |
False |
False |
98,259 |
20 |
7,805.5 |
7,568.0 |
237.5 |
3.1% |
61.6 |
0.8% |
53% |
False |
False |
87,394 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
67.2 |
0.9% |
87% |
False |
False |
45,211 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
77.5 |
1.0% |
87% |
False |
False |
30,584 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
77.7 |
1.0% |
87% |
False |
False |
23,234 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
79.8 |
1.0% |
88% |
False |
False |
18,846 |
120 |
7,805.5 |
6,369.5 |
1,436.0 |
18.7% |
80.4 |
1.0% |
92% |
False |
False |
15,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,924.3 |
2.618 |
7,837.8 |
1.618 |
7,784.8 |
1.000 |
7,752.0 |
0.618 |
7,731.8 |
HIGH |
7,699.0 |
0.618 |
7,678.8 |
0.500 |
7,672.5 |
0.382 |
7,666.2 |
LOW |
7,646.0 |
0.618 |
7,613.2 |
1.000 |
7,593.0 |
1.618 |
7,560.2 |
2.618 |
7,507.2 |
4.250 |
7,420.8 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,686.5 |
7,713.5 |
PP |
7,679.5 |
7,706.8 |
S1 |
7,672.5 |
7,700.2 |
|