Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
10,895 |
10,990 |
95 |
0.9% |
10,940 |
High |
11,015 |
11,005 |
-10 |
-0.1% |
11,025 |
Low |
10,830 |
10,575 |
-255 |
-2.4% |
10,450 |
Close |
10,990 |
10,680 |
-310 |
-2.8% |
10,990 |
Range |
185 |
430 |
245 |
132.4% |
575 |
ATR |
207 |
223 |
16 |
7.7% |
0 |
Volume |
10,094 |
20,227 |
10,133 |
100.4% |
57,339 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,043 |
11,792 |
10,917 |
|
R3 |
11,613 |
11,362 |
10,798 |
|
R2 |
11,183 |
11,183 |
10,759 |
|
R1 |
10,932 |
10,932 |
10,720 |
10,843 |
PP |
10,753 |
10,753 |
10,753 |
10,709 |
S1 |
10,502 |
10,502 |
10,641 |
10,413 |
S2 |
10,323 |
10,323 |
10,601 |
|
S3 |
9,893 |
10,072 |
10,562 |
|
S4 |
9,463 |
9,642 |
10,444 |
|
|
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 |
11,015 |
10,450 |
565 |
5.3% |
341 |
3.2% |
41% |
False |
False |
13,787 |
10 |
11,025 |
10,390 |
635 |
5.9% |
266 |
2.5% |
46% |
False |
False |
10,194 |
20 |
11,025 |
9,940 |
1,085 |
10.2% |
223 |
2.1% |
68% |
False |
False |
7,743 |
40 |
11,025 |
9,250 |
1,775 |
16.6% |
170 |
1.6% |
81% |
False |
False |
7,295 |
60 |
11,025 |
8,710 |
2,315 |
21.7% |
121 |
1.1% |
85% |
False |
False |
4,866 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,833 |
2.618 |
12,131 |
1.618 |
11,701 |
1.000 |
11,435 |
0.618 |
11,271 |
HIGH |
11,005 |
0.618 |
10,841 |
0.500 |
10,790 |
0.382 |
10,739 |
LOW |
10,575 |
0.618 |
10,309 |
1.000 |
10,145 |
1.618 |
9,879 |
2.618 |
9,449 |
4.250 |
8,748 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
10,790 |
10,733 |
PP |
10,753 |
10,715 |
S1 |
10,717 |
10,698 |
|