Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
10,790 |
10,950 |
160 |
1.5% |
10,990 |
High |
10,970 |
11,215 |
245 |
2.2% |
11,100 |
Low |
10,760 |
10,930 |
170 |
1.6% |
10,460 |
Close |
10,935 |
11,110 |
175 |
1.6% |
11,005 |
Range |
210 |
285 |
75 |
35.7% |
640 |
ATR |
240 |
243 |
3 |
1.3% |
0 |
Volume |
8,730 |
10,996 |
2,266 |
26.0% |
48,748 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,940 |
11,810 |
11,267 |
|
R3 |
11,655 |
11,525 |
11,189 |
|
R2 |
11,370 |
11,370 |
11,162 |
|
R1 |
11,240 |
11,240 |
11,136 |
11,305 |
PP |
11,085 |
11,085 |
11,085 |
11,118 |
S1 |
10,955 |
10,955 |
11,084 |
11,020 |
S2 |
10,800 |
10,800 |
11,058 |
|
S3 |
10,515 |
10,670 |
11,032 |
|
S4 |
10,230 |
10,385 |
10,953 |
|
|
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 |
11,215 |
10,465 |
750 |
6.8% |
291 |
2.6% |
86% |
True |
False |
9,655 |
10 |
11,215 |
10,450 |
765 |
6.9% |
318 |
2.9% |
86% |
True |
False |
11,624 |
20 |
11,215 |
10,390 |
825 |
7.4% |
262 |
2.4% |
87% |
True |
False |
9,435 |
40 |
11,215 |
9,410 |
1,805 |
16.2% |
198 |
1.8% |
94% |
True |
False |
8,697 |
60 |
11,215 |
8,710 |
2,505 |
22.5% |
149 |
1.3% |
96% |
True |
False |
5,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,426 |
2.618 |
11,961 |
1.618 |
11,676 |
1.000 |
11,500 |
0.618 |
11,391 |
HIGH |
11,215 |
0.618 |
11,106 |
0.500 |
11,073 |
0.382 |
11,039 |
LOW |
10,930 |
0.618 |
10,754 |
1.000 |
10,645 |
1.618 |
10,469 |
2.618 |
10,184 |
4.250 |
9,719 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
11,098 |
11,068 |
PP |
11,085 |
11,027 |
S1 |
11,073 |
10,985 |
|