Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
10,845 |
10,980 |
135 |
1.2% |
10,990 |
High |
11,100 |
11,050 |
-50 |
-0.5% |
11,100 |
Low |
10,835 |
10,755 |
-80 |
-0.7% |
10,460 |
Close |
11,005 |
10,810 |
-195 |
-1.8% |
11,005 |
Range |
265 |
295 |
30 |
11.3% |
640 |
ATR |
238 |
242 |
4 |
1.7% |
0 |
Volume |
12,081 |
8,112 |
-3,969 |
-32.9% |
48,748 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,757 |
11,578 |
10,972 |
|
R3 |
11,462 |
11,283 |
10,891 |
|
R2 |
11,167 |
11,167 |
10,864 |
|
R1 |
10,988 |
10,988 |
10,837 |
10,930 |
PP |
10,872 |
10,872 |
10,872 |
10,843 |
S1 |
10,693 |
10,693 |
10,783 |
10,635 |
S2 |
10,577 |
10,577 |
10,756 |
|
S3 |
10,282 |
10,398 |
10,729 |
|
S4 |
9,987 |
10,103 |
10,648 |
|
|
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 |
5.9% |
325 |
3.0% |
55% |
False |
False |
11,372 |
10 |
11,100 |
10,450 |
650 |
6.0% |
300 |
2.8% |
55% |
False |
False |
11,419 |
20 |
11,100 |
10,345 |
755 |
7.0% |
256 |
2.4% |
62% |
False |
False |
8,760 |
40 |
11,100 |
9,410 |
1,690 |
15.6% |
189 |
1.7% |
83% |
False |
False |
8,206 |
60 |
11,100 |
8,710 |
2,390 |
22.1% |
141 |
1.3% |
88% |
False |
False |
5,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,304 |
2.618 |
11,822 |
1.618 |
11,527 |
1.000 |
11,345 |
0.618 |
11,232 |
HIGH |
11,050 |
0.618 |
10,937 |
0.500 |
10,903 |
0.382 |
10,868 |
LOW |
10,755 |
0.618 |
10,573 |
1.000 |
10,460 |
1.618 |
10,278 |
2.618 |
9,983 |
4.250 |
9,501 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
10,903 |
10,801 |
PP |
10,872 |
10,792 |
S1 |
10,841 |
10,783 |
|