Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
6,075.0 |
6,100.0 |
25.0 |
0.4% |
6,075.0 |
High |
6,103.5 |
6,133.5 |
30.0 |
0.5% |
6,133.5 |
Low |
6,040.0 |
6,086.5 |
46.5 |
0.8% |
6,035.0 |
Close |
6,088.5 |
6,122.5 |
34.0 |
0.6% |
6,122.5 |
Range |
63.5 |
47.0 |
-16.5 |
-26.0% |
98.5 |
ATR |
52.1 |
51.7 |
-0.4 |
-0.7% |
0.0 |
Volume |
108,646 |
47,321 |
-61,325 |
-56.4% |
466,610 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,255.0 |
6,236.0 |
6,148.5 |
|
R3 |
6,208.0 |
6,189.0 |
6,135.5 |
|
R2 |
6,161.0 |
6,161.0 |
6,131.0 |
|
R1 |
6,142.0 |
6,142.0 |
6,127.0 |
6,151.5 |
PP |
6,114.0 |
6,114.0 |
6,114.0 |
6,119.0 |
S1 |
6,095.0 |
6,095.0 |
6,118.0 |
6,104.5 |
S2 |
6,067.0 |
6,067.0 |
6,114.0 |
|
S3 |
6,020.0 |
6,048.0 |
6,109.5 |
|
S4 |
5,973.0 |
6,001.0 |
6,096.5 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,392.5 |
6,356.0 |
6,176.5 |
|
R3 |
6,294.0 |
6,257.5 |
6,149.5 |
|
R2 |
6,195.5 |
6,195.5 |
6,140.5 |
|
R1 |
6,159.0 |
6,159.0 |
6,131.5 |
6,177.0 |
PP |
6,097.0 |
6,097.0 |
6,097.0 |
6,106.0 |
S1 |
6,060.5 |
6,060.5 |
6,113.5 |
6,079.0 |
S2 |
5,998.5 |
5,998.5 |
6,104.5 |
|
S3 |
5,900.0 |
5,962.0 |
6,095.5 |
|
S4 |
5,801.5 |
5,863.5 |
6,068.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,133.5 |
6,035.0 |
98.5 |
1.6% |
50.0 |
0.8% |
89% |
True |
False |
93,322 |
10 |
6,133.5 |
6,007.0 |
126.5 |
2.1% |
44.0 |
0.7% |
91% |
True |
False |
88,688 |
20 |
6,133.5 |
5,828.5 |
305.0 |
5.0% |
54.0 |
0.9% |
96% |
True |
False |
80,392 |
40 |
6,133.5 |
5,696.0 |
437.5 |
7.1% |
45.5 |
0.7% |
97% |
True |
False |
60,382 |
60 |
6,133.5 |
5,566.0 |
567.5 |
9.3% |
48.0 |
0.8% |
98% |
True |
False |
40,286 |
80 |
6,133.5 |
5,566.0 |
567.5 |
9.3% |
44.5 |
0.7% |
98% |
True |
False |
30,218 |
100 |
6,133.5 |
5,566.0 |
567.5 |
9.3% |
37.5 |
0.6% |
98% |
True |
False |
24,180 |
120 |
6,133.5 |
5,543.5 |
590.0 |
9.6% |
31.5 |
0.5% |
98% |
True |
False |
20,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,333.0 |
2.618 |
6,256.5 |
1.618 |
6,209.5 |
1.000 |
6,180.5 |
0.618 |
6,162.5 |
HIGH |
6,133.5 |
0.618 |
6,115.5 |
0.500 |
6,110.0 |
0.382 |
6,104.5 |
LOW |
6,086.5 |
0.618 |
6,057.5 |
1.000 |
6,039.5 |
1.618 |
6,010.5 |
2.618 |
5,963.5 |
4.250 |
5,887.0 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,118.5 |
6,110.0 |
PP |
6,114.0 |
6,097.0 |
S1 |
6,110.0 |
6,084.0 |
|