Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,676.0 |
7,743.5 |
67.5 |
0.9% |
7,745.0 |
High |
7,769.0 |
7,756.5 |
-12.5 |
-0.2% |
7,790.5 |
Low |
7,664.5 |
7,706.5 |
42.0 |
0.5% |
7,636.5 |
Close |
7,732.0 |
7,718.0 |
-14.0 |
-0.2% |
7,718.0 |
Range |
104.5 |
50.0 |
-54.5 |
-52.2% |
154.0 |
ATR |
75.8 |
73.9 |
-1.8 |
-2.4% |
0.0 |
Volume |
107,262 |
40,617 |
-66,645 |
-62.1% |
492,454 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,877.0 |
7,847.5 |
7,745.5 |
|
R3 |
7,827.0 |
7,797.5 |
7,731.8 |
|
R2 |
7,777.0 |
7,777.0 |
7,727.2 |
|
R1 |
7,747.5 |
7,747.5 |
7,722.6 |
7,737.3 |
PP |
7,727.0 |
7,727.0 |
7,727.0 |
7,721.9 |
S1 |
7,697.5 |
7,697.5 |
7,713.4 |
7,687.3 |
S2 |
7,677.0 |
7,677.0 |
7,708.8 |
|
S3 |
7,627.0 |
7,647.5 |
7,704.3 |
|
S4 |
7,577.0 |
7,597.5 |
7,690.5 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,177.0 |
8,101.5 |
7,802.7 |
|
R3 |
8,023.0 |
7,947.5 |
7,760.4 |
|
R2 |
7,869.0 |
7,869.0 |
7,746.2 |
|
R1 |
7,793.5 |
7,793.5 |
7,732.1 |
7,754.3 |
PP |
7,715.0 |
7,715.0 |
7,715.0 |
7,695.4 |
S1 |
7,639.5 |
7,639.5 |
7,703.9 |
7,600.3 |
S2 |
7,561.0 |
7,561.0 |
7,689.8 |
|
S3 |
7,407.0 |
7,485.5 |
7,675.7 |
|
S4 |
7,253.0 |
7,331.5 |
7,633.3 |
|
|
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% |
79.1 |
1.0% |
53% |
False |
False |
98,490 |
10 |
7,790.5 |
7,636.5 |
154.0 |
2.0% |
71.8 |
0.9% |
53% |
False |
False |
97,450 |
20 |
7,805.5 |
7,571.5 |
234.0 |
3.0% |
64.0 |
0.8% |
63% |
False |
False |
90,652 |
40 |
7,805.5 |
7,011.0 |
794.5 |
10.3% |
66.9 |
0.9% |
89% |
False |
False |
48,849 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.6 |
1.0% |
90% |
False |
False |
33,041 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.7 |
1.0% |
90% |
False |
False |
24,864 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
79.3 |
1.0% |
90% |
False |
False |
20,324 |
120 |
7,805.5 |
6,570.0 |
1,235.5 |
16.0% |
78.6 |
1.0% |
93% |
False |
False |
16,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,969.0 |
2.618 |
7,887.4 |
1.618 |
7,837.4 |
1.000 |
7,806.5 |
0.618 |
7,787.4 |
HIGH |
7,756.5 |
0.618 |
7,737.4 |
0.500 |
7,731.5 |
0.382 |
7,725.6 |
LOW |
7,706.5 |
0.618 |
7,675.6 |
1.000 |
7,656.5 |
1.618 |
7,625.6 |
2.618 |
7,575.6 |
4.250 |
7,494.0 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,731.5 |
7,714.5 |
PP |
7,727.0 |
7,711.0 |
S1 |
7,722.5 |
7,707.5 |
|