Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
10,950 |
11,100 |
150 |
1.4% |
10,990 |
High |
11,215 |
11,185 |
-30 |
-0.3% |
11,100 |
Low |
10,930 |
11,040 |
110 |
1.0% |
10,460 |
Close |
11,110 |
11,170 |
60 |
0.5% |
11,005 |
Range |
285 |
145 |
-140 |
-49.1% |
640 |
ATR |
243 |
236 |
-7 |
-2.9% |
0 |
Volume |
10,996 |
10,917 |
-79 |
-0.7% |
48,748 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,567 |
11,513 |
11,250 |
|
R3 |
11,422 |
11,368 |
11,210 |
|
R2 |
11,277 |
11,277 |
11,197 |
|
R1 |
11,223 |
11,223 |
11,183 |
11,250 |
PP |
11,132 |
11,132 |
11,132 |
11,145 |
S1 |
11,078 |
11,078 |
11,157 |
11,105 |
S2 |
10,987 |
10,987 |
11,144 |
|
S3 |
10,842 |
10,933 |
11,130 |
|
S4 |
10,697 |
10,788 |
11,090 |
|
|
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 |
10,755 |
460 |
4.1% |
240 |
2.1% |
90% |
False |
False |
10,167 |
10 |
11,215 |
10,450 |
765 |
6.8% |
292 |
2.6% |
94% |
False |
False |
11,139 |
20 |
11,215 |
10,390 |
825 |
7.4% |
253 |
2.3% |
95% |
False |
False |
9,589 |
40 |
11,215 |
9,410 |
1,805 |
16.2% |
200 |
1.8% |
98% |
False |
False |
8,968 |
60 |
11,215 |
8,710 |
2,505 |
22.4% |
152 |
1.4% |
98% |
False |
False |
5,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,801 |
2.618 |
11,565 |
1.618 |
11,420 |
1.000 |
11,330 |
0.618 |
11,275 |
HIGH |
11,185 |
0.618 |
11,130 |
0.500 |
11,113 |
0.382 |
11,096 |
LOW |
11,040 |
0.618 |
10,951 |
1.000 |
10,895 |
1.618 |
10,806 |
2.618 |
10,661 |
4.250 |
10,424 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
11,151 |
11,109 |
PP |
11,132 |
11,048 |
S1 |
11,113 |
10,988 |
|