Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
10,990 |
10,695 |
-295 |
-2.7% |
10,940 |
High |
11,005 |
10,695 |
-310 |
-2.8% |
11,025 |
Low |
10,575 |
10,460 |
-115 |
-1.1% |
10,450 |
Close |
10,680 |
10,550 |
-130 |
-1.2% |
10,990 |
Range |
430 |
235 |
-195 |
-45.3% |
575 |
ATR |
223 |
224 |
1 |
0.4% |
0 |
Volume |
20,227 |
8,080 |
-12,147 |
-60.1% |
57,339 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,273 |
11,147 |
10,679 |
|
R3 |
11,038 |
10,912 |
10,615 |
|
R2 |
10,803 |
10,803 |
10,593 |
|
R1 |
10,677 |
10,677 |
10,572 |
10,623 |
PP |
10,568 |
10,568 |
10,568 |
10,541 |
S1 |
10,442 |
10,442 |
10,529 |
10,388 |
S2 |
10,333 |
10,333 |
10,507 |
|
S3 |
10,098 |
10,207 |
10,486 |
|
S4 |
9,863 |
9,972 |
10,421 |
|
|
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 |
5.4% |
344 |
3.3% |
18% |
False |
False |
13,592 |
10 |
11,025 |
10,405 |
620 |
5.9% |
265 |
2.5% |
23% |
False |
False |
10,321 |
20 |
11,025 |
10,085 |
940 |
8.9% |
222 |
2.1% |
49% |
False |
False |
7,862 |
40 |
11,025 |
9,250 |
1,775 |
16.8% |
173 |
1.6% |
73% |
False |
False |
7,495 |
60 |
11,025 |
8,710 |
2,315 |
21.9% |
125 |
1.2% |
79% |
False |
False |
5,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,694 |
2.618 |
11,310 |
1.618 |
11,075 |
1.000 |
10,930 |
0.618 |
10,840 |
HIGH |
10,695 |
0.618 |
10,605 |
0.500 |
10,578 |
0.382 |
10,550 |
LOW |
10,460 |
0.618 |
10,315 |
1.000 |
10,225 |
1.618 |
10,080 |
2.618 |
9,845 |
4.250 |
9,461 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
10,578 |
10,738 |
PP |
10,568 |
10,675 |
S1 |
10,559 |
10,613 |
|