Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
10,980 |
10,790 |
-190 |
-1.7% |
10,990 |
High |
11,050 |
10,970 |
-80 |
-0.7% |
11,100 |
Low |
10,755 |
10,760 |
5 |
0.0% |
10,460 |
Close |
10,810 |
10,935 |
125 |
1.2% |
11,005 |
Range |
295 |
210 |
-85 |
-28.8% |
640 |
ATR |
242 |
240 |
-2 |
-1.0% |
0 |
Volume |
8,112 |
8,730 |
618 |
7.6% |
48,748 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,518 |
11,437 |
11,051 |
|
R3 |
11,308 |
11,227 |
10,993 |
|
R2 |
11,098 |
11,098 |
10,974 |
|
R1 |
11,017 |
11,017 |
10,954 |
11,058 |
PP |
10,888 |
10,888 |
10,888 |
10,909 |
S1 |
10,807 |
10,807 |
10,916 |
10,848 |
S2 |
10,678 |
10,678 |
10,897 |
|
S3 |
10,468 |
10,597 |
10,877 |
|
S4 |
10,258 |
10,387 |
10,820 |
|
|
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% |
281 |
2.6% |
74% |
False |
False |
9,072 |
10 |
11,100 |
10,450 |
650 |
5.9% |
311 |
2.8% |
75% |
False |
False |
11,429 |
20 |
11,100 |
10,345 |
755 |
6.9% |
260 |
2.4% |
78% |
False |
False |
9,022 |
40 |
11,100 |
9,410 |
1,690 |
15.5% |
193 |
1.8% |
90% |
False |
False |
8,424 |
60 |
11,100 |
8,710 |
2,390 |
21.9% |
145 |
1.3% |
93% |
False |
False |
5,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,863 |
2.618 |
11,520 |
1.618 |
11,310 |
1.000 |
11,180 |
0.618 |
11,100 |
HIGH |
10,970 |
0.618 |
10,890 |
0.500 |
10,865 |
0.382 |
10,840 |
LOW |
10,760 |
0.618 |
10,630 |
1.000 |
10,550 |
1.618 |
10,420 |
2.618 |
10,210 |
4.250 |
9,868 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
10,912 |
10,933 |
PP |
10,888 |
10,930 |
S1 |
10,865 |
10,928 |
|