Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
10,655 |
10,895 |
240 |
2.3% |
10,940 |
High |
10,920 |
11,015 |
95 |
0.9% |
11,025 |
Low |
10,450 |
10,830 |
380 |
3.6% |
10,450 |
Close |
10,895 |
10,990 |
95 |
0.9% |
10,990 |
Range |
470 |
185 |
-285 |
-60.6% |
575 |
ATR |
208 |
207 |
-2 |
-0.8% |
0 |
Volume |
13,802 |
10,094 |
-3,708 |
-26.9% |
57,339 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,500 |
11,430 |
11,092 |
|
R3 |
11,315 |
11,245 |
11,041 |
|
R2 |
11,130 |
11,130 |
11,024 |
|
R1 |
11,060 |
11,060 |
11,007 |
11,095 |
PP |
10,945 |
10,945 |
10,945 |
10,963 |
S1 |
10,875 |
10,875 |
10,973 |
10,910 |
S2 |
10,760 |
10,760 |
10,956 |
|
S3 |
10,575 |
10,690 |
10,939 |
|
S4 |
10,390 |
10,505 |
10,888 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,547 |
12,343 |
11,306 |
|
R3 |
11,972 |
11,768 |
11,148 |
|
R2 |
11,397 |
11,397 |
11,096 |
|
R1 |
11,193 |
11,193 |
11,043 |
11,295 |
PP |
10,822 |
10,822 |
10,822 |
10,873 |
S1 |
10,618 |
10,618 |
10,937 |
10,720 |
S2 |
10,247 |
10,247 |
10,885 |
|
S3 |
9,672 |
10,043 |
10,832 |
|
S4 |
9,097 |
9,468 |
10,674 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,025 |
10,450 |
575 |
5.2% |
274 |
2.5% |
94% |
False |
False |
11,467 |
10 |
11,025 |
10,390 |
635 |
5.8% |
247 |
2.2% |
94% |
False |
False |
8,876 |
20 |
11,025 |
9,940 |
1,085 |
9.9% |
210 |
1.9% |
97% |
False |
False |
7,305 |
40 |
11,025 |
9,195 |
1,830 |
16.7% |
163 |
1.5% |
98% |
False |
False |
6,790 |
60 |
11,025 |
8,710 |
2,315 |
21.1% |
115 |
1.0% |
98% |
False |
False |
4,530 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,801 |
2.618 |
11,499 |
1.618 |
11,314 |
1.000 |
11,200 |
0.618 |
11,129 |
HIGH |
11,015 |
0.618 |
10,944 |
0.500 |
10,923 |
0.382 |
10,901 |
LOW |
10,830 |
0.618 |
10,716 |
1.000 |
10,645 |
1.618 |
10,531 |
2.618 |
10,346 |
4.250 |
10,044 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
10,968 |
10,904 |
PP |
10,945 |
10,818 |
S1 |
10,923 |
10,733 |
|