Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
10,505 |
10,845 |
340 |
3.2% |
10,990 |
High |
10,865 |
11,100 |
235 |
2.2% |
11,100 |
Low |
10,465 |
10,835 |
370 |
3.5% |
10,460 |
Close |
10,860 |
11,005 |
145 |
1.3% |
11,005 |
Range |
400 |
265 |
-135 |
-33.8% |
640 |
ATR |
236 |
238 |
2 |
0.9% |
0 |
Volume |
8,360 |
12,081 |
3,721 |
44.5% |
48,748 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,775 |
11,655 |
11,151 |
|
R3 |
11,510 |
11,390 |
11,078 |
|
R2 |
11,245 |
11,245 |
11,054 |
|
R1 |
11,125 |
11,125 |
11,029 |
11,185 |
PP |
10,980 |
10,980 |
10,980 |
11,010 |
S1 |
10,860 |
10,860 |
10,981 |
10,920 |
S2 |
10,715 |
10,715 |
10,957 |
|
S3 |
10,450 |
10,595 |
10,932 |
|
S4 |
10,185 |
10,330 |
10,859 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,775 |
12,530 |
11,357 |
|
R3 |
12,135 |
11,890 |
11,181 |
|
R2 |
11,495 |
11,495 |
11,122 |
|
R1 |
11,250 |
11,250 |
11,064 |
11,373 |
PP |
10,855 |
10,855 |
10,855 |
10,916 |
S1 |
10,610 |
10,610 |
10,946 |
10,733 |
S2 |
10,215 |
10,215 |
10,888 |
|
S3 |
9,575 |
9,970 |
10,829 |
|
S4 |
8,935 |
9,330 |
10,653 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,100 |
10,460 |
640 |
5.8% |
303 |
2.8% |
85% |
True |
False |
11,768 |
10 |
11,100 |
10,450 |
650 |
5.9% |
287 |
2.6% |
85% |
True |
False |
11,222 |
20 |
11,100 |
10,335 |
765 |
7.0% |
247 |
2.2% |
88% |
True |
False |
8,684 |
40 |
11,100 |
9,250 |
1,850 |
16.8% |
185 |
1.7% |
95% |
True |
False |
8,004 |
60 |
11,100 |
8,710 |
2,390 |
21.7% |
136 |
1.2% |
96% |
True |
False |
5,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,226 |
2.618 |
11,794 |
1.618 |
11,529 |
1.000 |
11,365 |
0.618 |
11,264 |
HIGH |
11,100 |
0.618 |
10,999 |
0.500 |
10,968 |
0.382 |
10,936 |
LOW |
10,835 |
0.618 |
10,671 |
1.000 |
10,570 |
1.618 |
10,406 |
2.618 |
10,141 |
4.250 |
9,709 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
10,993 |
10,930 |
PP |
10,980 |
10,855 |
S1 |
10,968 |
10,780 |
|