Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,674.5 |
7,676.0 |
1.5 |
0.0% |
7,765.0 |
High |
7,699.0 |
7,769.0 |
70.0 |
0.9% |
7,779.0 |
Low |
7,646.0 |
7,664.5 |
18.5 |
0.2% |
7,686.0 |
Close |
7,693.5 |
7,732.0 |
38.5 |
0.5% |
7,716.5 |
Range |
53.0 |
104.5 |
51.5 |
97.2% |
93.0 |
ATR |
73.6 |
75.8 |
2.2 |
3.0% |
0.0 |
Volume |
113,734 |
107,262 |
-6,472 |
-5.7% |
482,053 |
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,035.3 |
7,988.2 |
7,789.5 |
|
R3 |
7,930.8 |
7,883.7 |
7,760.7 |
|
R2 |
7,826.3 |
7,826.3 |
7,751.2 |
|
R1 |
7,779.2 |
7,779.2 |
7,741.6 |
7,802.8 |
PP |
7,721.8 |
7,721.8 |
7,721.8 |
7,733.6 |
S1 |
7,674.7 |
7,674.7 |
7,722.4 |
7,698.3 |
S2 |
7,617.3 |
7,617.3 |
7,712.8 |
|
S3 |
7,512.8 |
7,570.2 |
7,703.3 |
|
S4 |
7,408.3 |
7,465.7 |
7,674.5 |
|
|
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% |
78.8 |
1.0% |
62% |
False |
False |
110,982 |
10 |
7,792.5 |
7,636.5 |
156.0 |
2.0% |
73.1 |
0.9% |
61% |
False |
False |
100,709 |
20 |
7,805.5 |
7,571.5 |
234.0 |
3.0% |
63.9 |
0.8% |
69% |
False |
False |
91,386 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
68.4 |
0.9% |
91% |
False |
False |
47,870 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
78.4 |
1.0% |
91% |
False |
False |
32,369 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.9 |
1.0% |
91% |
False |
False |
24,402 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
79.5 |
1.0% |
92% |
False |
False |
19,918 |
120 |
7,805.5 |
6,537.0 |
1,268.5 |
16.4% |
79.5 |
1.0% |
94% |
False |
False |
16,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,213.1 |
2.618 |
8,042.6 |
1.618 |
7,938.1 |
1.000 |
7,873.5 |
0.618 |
7,833.6 |
HIGH |
7,769.0 |
0.618 |
7,729.1 |
0.500 |
7,716.8 |
0.382 |
7,704.4 |
LOW |
7,664.5 |
0.618 |
7,599.9 |
1.000 |
7,560.0 |
1.618 |
7,495.4 |
2.618 |
7,390.9 |
4.250 |
7,220.4 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,726.9 |
7,722.3 |
PP |
7,721.8 |
7,712.5 |
S1 |
7,716.8 |
7,702.8 |
|