Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,741.5 |
7,713.5 |
-28.0 |
-0.4% |
7,745.0 |
High |
7,750.5 |
7,735.0 |
-15.5 |
-0.2% |
7,790.5 |
Low |
7,633.0 |
7,687.0 |
54.0 |
0.7% |
7,636.5 |
Close |
7,706.5 |
7,714.0 |
7.5 |
0.1% |
7,718.0 |
Range |
117.5 |
48.0 |
-69.5 |
-59.1% |
154.0 |
ATR |
77.0 |
75.0 |
-2.1 |
-2.7% |
0.0 |
Volume |
91,941 |
114,709 |
22,768 |
24.8% |
492,454 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,856.0 |
7,833.0 |
7,740.4 |
|
R3 |
7,808.0 |
7,785.0 |
7,727.2 |
|
R2 |
7,760.0 |
7,760.0 |
7,722.8 |
|
R1 |
7,737.0 |
7,737.0 |
7,718.4 |
7,748.5 |
PP |
7,712.0 |
7,712.0 |
7,712.0 |
7,717.8 |
S1 |
7,689.0 |
7,689.0 |
7,709.6 |
7,700.5 |
S2 |
7,664.0 |
7,664.0 |
7,705.2 |
|
S3 |
7,616.0 |
7,641.0 |
7,700.8 |
|
S4 |
7,568.0 |
7,593.0 |
7,687.6 |
|
|
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% |
74.6 |
1.0% |
60% |
False |
False |
93,652 |
10 |
7,790.5 |
7,633.0 |
157.5 |
2.0% |
74.8 |
1.0% |
51% |
False |
False |
100,285 |
20 |
7,805.5 |
7,605.5 |
200.0 |
2.6% |
66.7 |
0.9% |
54% |
False |
False |
90,965 |
40 |
7,805.5 |
7,140.5 |
665.0 |
8.6% |
65.6 |
0.9% |
86% |
False |
False |
53,953 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
75.9 |
1.0% |
89% |
False |
False |
36,478 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
78.1 |
1.0% |
89% |
False |
False |
27,443 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
80.0 |
1.0% |
90% |
False |
False |
22,390 |
120 |
7,805.5 |
6,570.0 |
1,235.5 |
16.0% |
78.9 |
1.0% |
93% |
False |
False |
18,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,939.0 |
2.618 |
7,860.7 |
1.618 |
7,812.7 |
1.000 |
7,783.0 |
0.618 |
7,764.7 |
HIGH |
7,735.0 |
0.618 |
7,716.7 |
0.500 |
7,711.0 |
0.382 |
7,705.3 |
LOW |
7,687.0 |
0.618 |
7,657.3 |
1.000 |
7,639.0 |
1.618 |
7,609.3 |
2.618 |
7,561.3 |
4.250 |
7,483.0 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,713.0 |
7,707.6 |
PP |
7,712.0 |
7,701.2 |
S1 |
7,711.0 |
7,694.8 |
|