Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,741.5 |
7,883.0 |
141.5 |
1.8% |
7,741.5 |
High |
7,878.0 |
7,888.0 |
10.0 |
0.1% |
7,878.0 |
Low |
7,740.5 |
7,833.0 |
92.5 |
1.2% |
7,633.0 |
Close |
7,852.5 |
7,837.0 |
-15.5 |
-0.2% |
7,852.5 |
Range |
137.5 |
55.0 |
-82.5 |
-60.0% |
245.0 |
ATR |
81.0 |
79.1 |
-1.9 |
-2.3% |
0.0 |
Volume |
81,672 |
88,875 |
7,203 |
8.8% |
408,649 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,017.7 |
7,982.3 |
7,867.3 |
|
R3 |
7,962.7 |
7,927.3 |
7,852.1 |
|
R2 |
7,907.7 |
7,907.7 |
7,847.1 |
|
R1 |
7,872.3 |
7,872.3 |
7,842.0 |
7,862.5 |
PP |
7,852.7 |
7,852.7 |
7,852.7 |
7,847.8 |
S1 |
7,817.3 |
7,817.3 |
7,832.0 |
7,807.5 |
S2 |
7,797.7 |
7,797.7 |
7,826.9 |
|
S3 |
7,742.7 |
7,762.3 |
7,821.9 |
|
S4 |
7,687.7 |
7,707.3 |
7,806.8 |
|
|
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 |
7,888.0 |
7,633.0 |
255.0 |
3.3% |
91.2 |
1.2% |
80% |
True |
False |
99,504 |
10 |
7,888.0 |
7,633.0 |
255.0 |
3.3% |
85.2 |
1.1% |
80% |
True |
False |
98,997 |
20 |
7,888.0 |
7,611.5 |
276.5 |
3.5% |
73.8 |
0.9% |
82% |
True |
False |
93,042 |
40 |
7,888.0 |
7,271.5 |
616.5 |
7.9% |
67.6 |
0.9% |
92% |
True |
False |
61,194 |
60 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
76.4 |
1.0% |
95% |
True |
False |
41,208 |
80 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
78.3 |
1.0% |
95% |
True |
False |
31,070 |
100 |
7,888.0 |
6,905.0 |
983.0 |
12.5% |
80.3 |
1.0% |
95% |
True |
False |
25,297 |
120 |
7,888.0 |
6,855.0 |
1,033.0 |
13.2% |
77.6 |
1.0% |
95% |
True |
False |
21,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,121.8 |
2.618 |
8,032.0 |
1.618 |
7,977.0 |
1.000 |
7,943.0 |
0.618 |
7,922.0 |
HIGH |
7,888.0 |
0.618 |
7,867.0 |
0.500 |
7,860.5 |
0.382 |
7,854.0 |
LOW |
7,833.0 |
0.618 |
7,799.0 |
1.000 |
7,778.0 |
1.618 |
7,744.0 |
2.618 |
7,689.0 |
4.250 |
7,599.3 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,860.5 |
7,816.3 |
PP |
7,852.7 |
7,795.5 |
S1 |
7,844.8 |
7,774.8 |
|