Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,883.0 |
7,850.0 |
-33.0 |
-0.4% |
7,741.5 |
High |
7,888.0 |
7,859.5 |
-28.5 |
-0.4% |
7,878.0 |
Low |
7,833.0 |
7,801.5 |
-31.5 |
-0.4% |
7,633.0 |
Close |
7,837.0 |
7,855.5 |
18.5 |
0.2% |
7,852.5 |
Range |
55.0 |
58.0 |
3.0 |
5.5% |
245.0 |
ATR |
79.1 |
77.6 |
-1.5 |
-1.9% |
0.0 |
Volume |
88,875 |
99,893 |
11,018 |
12.4% |
408,649 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,012.8 |
7,992.2 |
7,887.4 |
|
R3 |
7,954.8 |
7,934.2 |
7,871.5 |
|
R2 |
7,896.8 |
7,896.8 |
7,866.1 |
|
R1 |
7,876.2 |
7,876.2 |
7,860.8 |
7,886.5 |
PP |
7,838.8 |
7,838.8 |
7,838.8 |
7,844.0 |
S1 |
7,818.2 |
7,818.2 |
7,850.2 |
7,828.5 |
S2 |
7,780.8 |
7,780.8 |
7,844.9 |
|
S3 |
7,722.8 |
7,760.2 |
7,839.6 |
|
S4 |
7,664.8 |
7,702.2 |
7,823.6 |
|
|
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 |
7,661.5 |
226.5 |
2.9% |
79.3 |
1.0% |
86% |
False |
False |
101,095 |
10 |
7,888.0 |
7,633.0 |
255.0 |
3.2% |
82.4 |
1.0% |
87% |
False |
False |
96,459 |
20 |
7,888.0 |
7,611.5 |
276.5 |
3.5% |
73.9 |
0.9% |
88% |
False |
False |
96,131 |
40 |
7,888.0 |
7,271.5 |
616.5 |
7.8% |
68.1 |
0.9% |
95% |
False |
False |
63,629 |
60 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
76.6 |
1.0% |
97% |
False |
False |
42,872 |
80 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
77.7 |
1.0% |
97% |
False |
False |
32,315 |
100 |
7,888.0 |
6,905.0 |
983.0 |
12.5% |
80.1 |
1.0% |
97% |
False |
False |
26,293 |
120 |
7,888.0 |
6,895.0 |
993.0 |
12.6% |
77.3 |
1.0% |
97% |
False |
False |
21,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,106.0 |
2.618 |
8,011.3 |
1.618 |
7,953.3 |
1.000 |
7,917.5 |
0.618 |
7,895.3 |
HIGH |
7,859.5 |
0.618 |
7,837.3 |
0.500 |
7,830.5 |
0.382 |
7,823.7 |
LOW |
7,801.5 |
0.618 |
7,765.7 |
1.000 |
7,743.5 |
1.618 |
7,707.7 |
2.618 |
7,649.7 |
4.250 |
7,555.0 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,847.2 |
7,841.8 |
PP |
7,838.8 |
7,828.0 |
S1 |
7,830.5 |
7,814.3 |
|