Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
6,141.5 |
6,166.0 |
24.5 |
0.4% |
6,075.0 |
High |
6,162.0 |
6,172.0 |
10.0 |
0.2% |
6,133.5 |
Low |
6,107.0 |
6,141.0 |
34.0 |
0.6% |
6,035.0 |
Close |
6,142.5 |
6,160.5 |
18.0 |
0.3% |
6,122.5 |
Range |
55.0 |
31.0 |
-24.0 |
-43.6% |
98.5 |
ATR |
50.4 |
49.0 |
-1.4 |
-2.8% |
0.0 |
Volume |
85,649 |
83,389 |
-2,260 |
-2.6% |
466,610 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,251.0 |
6,236.5 |
6,177.5 |
|
R3 |
6,220.0 |
6,205.5 |
6,169.0 |
|
R2 |
6,189.0 |
6,189.0 |
6,166.0 |
|
R1 |
6,174.5 |
6,174.5 |
6,163.5 |
6,166.0 |
PP |
6,158.0 |
6,158.0 |
6,158.0 |
6,153.5 |
S1 |
6,143.5 |
6,143.5 |
6,157.5 |
6,135.0 |
S2 |
6,127.0 |
6,127.0 |
6,155.0 |
|
S3 |
6,096.0 |
6,112.5 |
6,152.0 |
|
S4 |
6,065.0 |
6,081.5 |
6,143.5 |
|
|
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 |
6,172.0 |
6,040.0 |
132.0 |
2.1% |
45.0 |
0.7% |
91% |
True |
False |
81,678 |
10 |
6,172.0 |
6,035.0 |
137.0 |
2.2% |
42.5 |
0.7% |
92% |
True |
False |
89,467 |
20 |
6,172.0 |
5,828.5 |
343.5 |
5.6% |
52.0 |
0.8% |
97% |
True |
False |
82,908 |
40 |
6,172.0 |
5,713.0 |
459.0 |
7.5% |
46.0 |
0.7% |
97% |
True |
False |
66,691 |
60 |
6,172.0 |
5,566.0 |
606.0 |
9.8% |
48.5 |
0.8% |
98% |
True |
False |
44,493 |
80 |
6,172.0 |
5,566.0 |
606.0 |
9.8% |
44.5 |
0.7% |
98% |
True |
False |
33,373 |
100 |
6,172.0 |
5,566.0 |
606.0 |
9.8% |
38.5 |
0.6% |
98% |
True |
False |
26,703 |
120 |
6,172.0 |
5,566.0 |
606.0 |
9.8% |
32.0 |
0.5% |
98% |
True |
False |
22,259 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,304.0 |
2.618 |
6,253.0 |
1.618 |
6,222.0 |
1.000 |
6,203.0 |
0.618 |
6,191.0 |
HIGH |
6,172.0 |
0.618 |
6,160.0 |
0.500 |
6,156.5 |
0.382 |
6,153.0 |
LOW |
6,141.0 |
0.618 |
6,122.0 |
1.000 |
6,110.0 |
1.618 |
6,091.0 |
2.618 |
6,060.0 |
4.250 |
6,009.0 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,159.0 |
6,153.5 |
PP |
6,158.0 |
6,146.5 |
S1 |
6,156.5 |
6,139.5 |
|