Trading Metrics calculated at close of trading on 21-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
21-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
6,100.0 |
6,132.0 |
32.0 |
0.5% |
6,075.0 |
High |
6,133.5 |
6,149.0 |
15.5 |
0.3% |
6,133.5 |
Low |
6,086.5 |
6,120.0 |
33.5 |
0.6% |
6,035.0 |
Close |
6,122.5 |
6,138.0 |
15.5 |
0.3% |
6,122.5 |
Range |
47.0 |
29.0 |
-18.0 |
-38.3% |
98.5 |
ATR |
51.7 |
50.1 |
-1.6 |
-3.1% |
0.0 |
Volume |
47,321 |
83,389 |
36,068 |
76.2% |
466,610 |
|
Daily Pivots for day following 21-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,222.5 |
6,209.5 |
6,154.0 |
|
R3 |
6,193.5 |
6,180.5 |
6,146.0 |
|
R2 |
6,164.5 |
6,164.5 |
6,143.5 |
|
R1 |
6,151.5 |
6,151.5 |
6,140.5 |
6,158.0 |
PP |
6,135.5 |
6,135.5 |
6,135.5 |
6,139.0 |
S1 |
6,122.5 |
6,122.5 |
6,135.5 |
6,129.0 |
S2 |
6,106.5 |
6,106.5 |
6,132.5 |
|
S3 |
6,077.5 |
6,093.5 |
6,130.0 |
|
S4 |
6,048.5 |
6,064.5 |
6,122.0 |
|
|
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 |
6,149.0 |
6,035.0 |
114.0 |
1.9% |
47.0 |
0.8% |
90% |
True |
False |
89,085 |
10 |
6,149.0 |
6,007.0 |
142.0 |
2.3% |
42.5 |
0.7% |
92% |
True |
False |
89,263 |
20 |
6,149.0 |
5,828.5 |
320.5 |
5.2% |
54.0 |
0.9% |
97% |
True |
False |
80,675 |
40 |
6,149.0 |
5,713.0 |
436.0 |
7.1% |
46.0 |
0.7% |
97% |
True |
False |
62,466 |
60 |
6,149.0 |
5,566.0 |
583.0 |
9.5% |
48.0 |
0.8% |
98% |
True |
False |
41,676 |
80 |
6,149.0 |
5,566.0 |
583.0 |
9.5% |
44.5 |
0.7% |
98% |
True |
False |
31,261 |
100 |
6,149.0 |
5,566.0 |
583.0 |
9.5% |
37.5 |
0.6% |
98% |
True |
False |
25,013 |
120 |
6,149.0 |
5,551.0 |
598.0 |
9.7% |
31.5 |
0.5% |
98% |
True |
False |
20,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,272.0 |
2.618 |
6,225.0 |
1.618 |
6,196.0 |
1.000 |
6,178.0 |
0.618 |
6,167.0 |
HIGH |
6,149.0 |
0.618 |
6,138.0 |
0.500 |
6,134.5 |
0.382 |
6,131.0 |
LOW |
6,120.0 |
0.618 |
6,102.0 |
1.000 |
6,091.0 |
1.618 |
6,073.0 |
2.618 |
6,044.0 |
4.250 |
5,997.0 |
|
|
Fisher Pivots for day following 21-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,137.0 |
6,123.5 |
PP |
6,135.5 |
6,109.0 |
S1 |
6,134.5 |
6,094.5 |
|