Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,858.0 |
7,786.5 |
-71.5 |
-0.9% |
7,741.5 |
High |
7,869.0 |
7,813.5 |
-55.5 |
-0.7% |
7,878.0 |
Low |
7,774.5 |
7,762.0 |
-12.5 |
-0.2% |
7,633.0 |
Close |
7,807.5 |
7,796.0 |
-11.5 |
-0.1% |
7,852.5 |
Range |
94.5 |
51.5 |
-43.0 |
-45.5% |
245.0 |
ATR |
78.8 |
76.9 |
-2.0 |
-2.5% |
0.0 |
Volume |
105,114 |
118,116 |
13,002 |
12.4% |
408,649 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,945.0 |
7,922.0 |
7,824.3 |
|
R3 |
7,893.5 |
7,870.5 |
7,810.2 |
|
R2 |
7,842.0 |
7,842.0 |
7,805.4 |
|
R1 |
7,819.0 |
7,819.0 |
7,800.7 |
7,830.5 |
PP |
7,790.5 |
7,790.5 |
7,790.5 |
7,796.3 |
S1 |
7,767.5 |
7,767.5 |
7,791.3 |
7,779.0 |
S2 |
7,739.0 |
7,739.0 |
7,786.6 |
|
S3 |
7,687.5 |
7,716.0 |
7,781.8 |
|
S4 |
7,636.0 |
7,664.5 |
7,767.7 |
|
|
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 |
7,740.5 |
147.5 |
1.9% |
79.3 |
1.0% |
38% |
False |
False |
98,734 |
10 |
7,888.0 |
7,633.0 |
255.0 |
3.3% |
81.5 |
1.0% |
64% |
False |
False |
96,852 |
20 |
7,888.0 |
7,633.0 |
255.0 |
3.3% |
74.1 |
1.0% |
64% |
False |
False |
97,556 |
40 |
7,888.0 |
7,377.0 |
511.0 |
6.6% |
67.6 |
0.9% |
82% |
False |
False |
69,133 |
60 |
7,888.0 |
6,953.0 |
935.0 |
12.0% |
76.4 |
1.0% |
90% |
False |
False |
46,567 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.0% |
77.5 |
1.0% |
90% |
False |
False |
35,100 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.0% |
79.7 |
1.0% |
90% |
False |
False |
28,517 |
120 |
7,888.0 |
6,895.0 |
993.0 |
12.7% |
77.5 |
1.0% |
91% |
False |
False |
23,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,032.4 |
2.618 |
7,948.3 |
1.618 |
7,896.8 |
1.000 |
7,865.0 |
0.618 |
7,845.3 |
HIGH |
7,813.5 |
0.618 |
7,793.8 |
0.500 |
7,787.8 |
0.382 |
7,781.7 |
LOW |
7,762.0 |
0.618 |
7,730.2 |
1.000 |
7,710.5 |
1.618 |
7,678.7 |
2.618 |
7,627.2 |
4.250 |
7,543.1 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,793.3 |
7,815.5 |
PP |
7,790.5 |
7,809.0 |
S1 |
7,787.8 |
7,802.5 |
|