Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,705.0 |
7,741.5 |
36.5 |
0.5% |
7,741.5 |
High |
7,759.5 |
7,878.0 |
118.5 |
1.5% |
7,878.0 |
Low |
7,661.5 |
7,740.5 |
79.0 |
1.0% |
7,633.0 |
Close |
7,751.5 |
7,852.5 |
101.0 |
1.3% |
7,852.5 |
Range |
98.0 |
137.5 |
39.5 |
40.3% |
245.0 |
ATR |
76.6 |
81.0 |
4.3 |
5.7% |
0.0 |
Volume |
120,327 |
81,672 |
-38,655 |
-32.1% |
408,649 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,236.2 |
8,181.8 |
7,928.1 |
|
R3 |
8,098.7 |
8,044.3 |
7,890.3 |
|
R2 |
7,961.2 |
7,961.2 |
7,877.7 |
|
R1 |
7,906.8 |
7,906.8 |
7,865.1 |
7,934.0 |
PP |
7,823.7 |
7,823.7 |
7,823.7 |
7,837.3 |
S1 |
7,769.3 |
7,769.3 |
7,839.9 |
7,796.5 |
S2 |
7,686.2 |
7,686.2 |
7,827.3 |
|
S3 |
7,548.7 |
7,631.8 |
7,814.7 |
|
S4 |
7,411.2 |
7,494.3 |
7,776.9 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,522.8 |
8,432.7 |
7,987.3 |
|
R3 |
8,277.8 |
8,187.7 |
7,919.9 |
|
R2 |
8,032.8 |
8,032.8 |
7,897.4 |
|
R1 |
7,942.7 |
7,942.7 |
7,875.0 |
7,987.8 |
PP |
7,787.8 |
7,787.8 |
7,787.8 |
7,810.4 |
S1 |
7,697.7 |
7,697.7 |
7,830.0 |
7,742.8 |
S2 |
7,542.8 |
7,542.8 |
7,807.6 |
|
S3 |
7,297.8 |
7,452.7 |
7,785.1 |
|
S4 |
7,052.8 |
7,207.7 |
7,717.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,878.0 |
7,633.0 |
245.0 |
3.1% |
90.2 |
1.1% |
90% |
True |
False |
89,853 |
10 |
7,878.0 |
7,633.0 |
245.0 |
3.1% |
84.5 |
1.1% |
90% |
True |
False |
100,417 |
20 |
7,878.0 |
7,605.5 |
272.5 |
3.5% |
74.2 |
0.9% |
91% |
True |
False |
91,340 |
40 |
7,878.0 |
7,225.5 |
652.5 |
8.3% |
68.9 |
0.9% |
96% |
True |
False |
58,982 |
60 |
7,878.0 |
6,953.0 |
925.0 |
11.8% |
77.3 |
1.0% |
97% |
True |
False |
39,737 |
80 |
7,878.0 |
6,953.0 |
925.0 |
11.8% |
79.0 |
1.0% |
97% |
True |
False |
29,963 |
100 |
7,878.0 |
6,898.0 |
980.0 |
12.5% |
80.8 |
1.0% |
97% |
True |
False |
24,409 |
120 |
7,878.0 |
6,705.0 |
1,173.0 |
14.9% |
78.5 |
1.0% |
98% |
True |
False |
20,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,462.4 |
2.618 |
8,238.0 |
1.618 |
8,100.5 |
1.000 |
8,015.5 |
0.618 |
7,963.0 |
HIGH |
7,878.0 |
0.618 |
7,825.5 |
0.500 |
7,809.3 |
0.382 |
7,793.0 |
LOW |
7,740.5 |
0.618 |
7,655.5 |
1.000 |
7,603.0 |
1.618 |
7,518.0 |
2.618 |
7,380.5 |
4.250 |
7,156.1 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,838.1 |
7,824.9 |
PP |
7,823.7 |
7,797.3 |
S1 |
7,809.3 |
7,769.8 |
|