Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,850.0 |
7,858.0 |
8.0 |
0.1% |
7,741.5 |
High |
7,859.5 |
7,869.0 |
9.5 |
0.1% |
7,878.0 |
Low |
7,801.5 |
7,774.5 |
-27.0 |
-0.3% |
7,633.0 |
Close |
7,855.5 |
7,807.5 |
-48.0 |
-0.6% |
7,852.5 |
Range |
58.0 |
94.5 |
36.5 |
62.9% |
245.0 |
ATR |
77.6 |
78.8 |
1.2 |
1.6% |
0.0 |
Volume |
99,893 |
105,114 |
5,221 |
5.2% |
408,649 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,100.5 |
8,048.5 |
7,859.5 |
|
R3 |
8,006.0 |
7,954.0 |
7,833.5 |
|
R2 |
7,911.5 |
7,911.5 |
7,824.8 |
|
R1 |
7,859.5 |
7,859.5 |
7,816.2 |
7,838.3 |
PP |
7,817.0 |
7,817.0 |
7,817.0 |
7,806.4 |
S1 |
7,765.0 |
7,765.0 |
7,798.8 |
7,743.8 |
S2 |
7,722.5 |
7,722.5 |
7,790.2 |
|
S3 |
7,628.0 |
7,670.5 |
7,781.5 |
|
S4 |
7,533.5 |
7,576.0 |
7,755.5 |
|
|
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% |
88.6 |
1.1% |
64% |
False |
False |
99,176 |
10 |
7,888.0 |
7,633.0 |
255.0 |
3.3% |
81.6 |
1.0% |
68% |
False |
False |
96,414 |
20 |
7,888.0 |
7,633.0 |
255.0 |
3.3% |
75.4 |
1.0% |
68% |
False |
False |
95,499 |
40 |
7,888.0 |
7,271.5 |
616.5 |
7.9% |
69.3 |
0.9% |
87% |
False |
False |
66,234 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.0% |
77.0 |
1.0% |
91% |
False |
False |
44,610 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.0% |
77.6 |
1.0% |
91% |
False |
False |
33,626 |
100 |
7,888.0 |
6,905.0 |
983.0 |
12.6% |
80.2 |
1.0% |
92% |
False |
False |
27,340 |
120 |
7,888.0 |
6,895.0 |
993.0 |
12.7% |
77.4 |
1.0% |
92% |
False |
False |
22,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,270.6 |
2.618 |
8,116.4 |
1.618 |
8,021.9 |
1.000 |
7,963.5 |
0.618 |
7,927.4 |
HIGH |
7,869.0 |
0.618 |
7,832.9 |
0.500 |
7,821.8 |
0.382 |
7,810.6 |
LOW |
7,774.5 |
0.618 |
7,716.1 |
1.000 |
7,680.0 |
1.618 |
7,621.6 |
2.618 |
7,527.1 |
4.250 |
7,372.9 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,821.8 |
7,831.3 |
PP |
7,817.0 |
7,823.3 |
S1 |
7,812.3 |
7,815.4 |
|