Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,713.5 |
7,705.0 |
-8.5 |
-0.1% |
7,745.0 |
High |
7,735.0 |
7,759.5 |
24.5 |
0.3% |
7,790.5 |
Low |
7,687.0 |
7,661.5 |
-25.5 |
-0.3% |
7,636.5 |
Close |
7,714.0 |
7,751.5 |
37.5 |
0.5% |
7,718.0 |
Range |
48.0 |
98.0 |
50.0 |
104.2% |
154.0 |
ATR |
75.0 |
76.6 |
1.6 |
2.2% |
0.0 |
Volume |
114,709 |
120,327 |
5,618 |
4.9% |
492,454 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,018.2 |
7,982.8 |
7,805.4 |
|
R3 |
7,920.2 |
7,884.8 |
7,778.5 |
|
R2 |
7,822.2 |
7,822.2 |
7,769.5 |
|
R1 |
7,786.8 |
7,786.8 |
7,760.5 |
7,804.5 |
PP |
7,724.2 |
7,724.2 |
7,724.2 |
7,733.0 |
S1 |
7,688.8 |
7,688.8 |
7,742.5 |
7,706.5 |
S2 |
7,626.2 |
7,626.2 |
7,733.5 |
|
S3 |
7,528.2 |
7,590.8 |
7,724.6 |
|
S4 |
7,430.2 |
7,492.8 |
7,697.6 |
|
|
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% |
83.6 |
1.1% |
87% |
False |
False |
94,971 |
10 |
7,790.5 |
7,633.0 |
157.5 |
2.0% |
79.9 |
1.0% |
75% |
False |
False |
101,155 |
20 |
7,805.5 |
7,605.5 |
200.0 |
2.6% |
70.2 |
0.9% |
73% |
False |
False |
93,065 |
40 |
7,805.5 |
7,216.5 |
589.0 |
7.6% |
66.5 |
0.9% |
91% |
False |
False |
56,950 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
76.1 |
1.0% |
94% |
False |
False |
38,415 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
78.2 |
1.0% |
94% |
False |
False |
28,945 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.7% |
80.3 |
1.0% |
94% |
False |
False |
23,593 |
120 |
7,805.5 |
6,570.0 |
1,235.5 |
15.9% |
79.4 |
1.0% |
96% |
False |
False |
19,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,176.0 |
2.618 |
8,016.1 |
1.618 |
7,918.1 |
1.000 |
7,857.5 |
0.618 |
7,820.1 |
HIGH |
7,759.5 |
0.618 |
7,722.1 |
0.500 |
7,710.5 |
0.382 |
7,698.9 |
LOW |
7,661.5 |
0.618 |
7,600.9 |
1.000 |
7,563.5 |
1.618 |
7,502.9 |
2.618 |
7,404.9 |
4.250 |
7,245.0 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,737.8 |
7,733.1 |
PP |
7,724.2 |
7,714.7 |
S1 |
7,710.5 |
7,696.3 |
|