Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,743.5 |
7,741.5 |
-2.0 |
0.0% |
7,745.0 |
High |
7,756.5 |
7,750.5 |
-6.0 |
-0.1% |
7,790.5 |
Low |
7,706.5 |
7,633.0 |
-73.5 |
-1.0% |
7,636.5 |
Close |
7,718.0 |
7,706.5 |
-11.5 |
-0.1% |
7,718.0 |
Range |
50.0 |
117.5 |
67.5 |
135.0% |
154.0 |
ATR |
73.9 |
77.0 |
3.1 |
4.2% |
0.0 |
Volume |
40,617 |
91,941 |
51,324 |
126.4% |
492,454 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,049.2 |
7,995.3 |
7,771.1 |
|
R3 |
7,931.7 |
7,877.8 |
7,738.8 |
|
R2 |
7,814.2 |
7,814.2 |
7,728.0 |
|
R1 |
7,760.3 |
7,760.3 |
7,717.3 |
7,728.5 |
PP |
7,696.7 |
7,696.7 |
7,696.7 |
7,680.8 |
S1 |
7,642.8 |
7,642.8 |
7,695.7 |
7,611.0 |
S2 |
7,579.2 |
7,579.2 |
7,685.0 |
|
S3 |
7,461.7 |
7,525.3 |
7,674.2 |
|
S4 |
7,344.2 |
7,407.8 |
7,641.9 |
|
|
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 |
7,769.0 |
7,633.0 |
136.0 |
1.8% |
85.5 |
1.1% |
54% |
False |
True |
91,824 |
10 |
7,790.5 |
7,633.0 |
157.5 |
2.0% |
77.3 |
1.0% |
47% |
False |
True |
97,218 |
20 |
7,805.5 |
7,605.5 |
200.0 |
2.6% |
66.7 |
0.9% |
51% |
False |
False |
91,032 |
40 |
7,805.5 |
7,096.5 |
709.0 |
9.2% |
66.7 |
0.9% |
86% |
False |
False |
51,130 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
78.1 |
1.0% |
88% |
False |
False |
34,571 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
78.5 |
1.0% |
88% |
False |
False |
26,011 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
79.6 |
1.0% |
89% |
False |
False |
21,243 |
120 |
7,805.5 |
6,570.0 |
1,235.5 |
16.0% |
78.9 |
1.0% |
92% |
False |
False |
17,709 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,249.9 |
2.618 |
8,058.1 |
1.618 |
7,940.6 |
1.000 |
7,868.0 |
0.618 |
7,823.1 |
HIGH |
7,750.5 |
0.618 |
7,705.6 |
0.500 |
7,691.8 |
0.382 |
7,677.9 |
LOW |
7,633.0 |
0.618 |
7,560.4 |
1.000 |
7,515.5 |
1.618 |
7,442.9 |
2.618 |
7,325.4 |
4.250 |
7,133.6 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,701.6 |
7,704.7 |
PP |
7,696.7 |
7,702.8 |
S1 |
7,691.8 |
7,701.0 |
|