Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
10,695 |
10,505 |
-190 |
-1.8% |
10,940 |
High |
10,695 |
10,865 |
170 |
1.6% |
11,025 |
Low |
10,460 |
10,465 |
5 |
0.0% |
10,450 |
Close |
10,550 |
10,860 |
310 |
2.9% |
10,990 |
Range |
235 |
400 |
165 |
70.2% |
575 |
ATR |
224 |
236 |
13 |
5.6% |
0 |
Volume |
8,080 |
8,360 |
280 |
3.5% |
57,339 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,930 |
11,795 |
11,080 |
|
R3 |
11,530 |
11,395 |
10,970 |
|
R2 |
11,130 |
11,130 |
10,933 |
|
R1 |
10,995 |
10,995 |
10,897 |
11,063 |
PP |
10,730 |
10,730 |
10,730 |
10,764 |
S1 |
10,595 |
10,595 |
10,823 |
10,663 |
S2 |
10,330 |
10,330 |
10,787 |
|
S3 |
9,930 |
10,195 |
10,750 |
|
S4 |
9,530 |
9,795 |
10,640 |
|
|
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 |
5.2% |
344 |
3.2% |
73% |
False |
False |
12,112 |
10 |
11,025 |
10,450 |
575 |
5.3% |
280 |
2.6% |
71% |
False |
False |
10,651 |
20 |
11,025 |
10,320 |
705 |
6.5% |
237 |
2.2% |
77% |
False |
False |
8,222 |
40 |
11,025 |
9,250 |
1,775 |
16.3% |
180 |
1.7% |
91% |
False |
False |
7,704 |
60 |
11,025 |
8,710 |
2,315 |
21.3% |
132 |
1.2% |
93% |
False |
False |
5,140 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,565 |
2.618 |
11,912 |
1.618 |
11,512 |
1.000 |
11,265 |
0.618 |
11,112 |
HIGH |
10,865 |
0.618 |
10,712 |
0.500 |
10,665 |
0.382 |
10,618 |
LOW |
10,465 |
0.618 |
10,218 |
1.000 |
10,065 |
1.618 |
9,818 |
2.618 |
9,418 |
4.250 |
8,765 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
10,795 |
10,818 |
PP |
10,730 |
10,775 |
S1 |
10,665 |
10,733 |
|