Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
6,166.0 |
6,157.5 |
-8.5 |
-0.1% |
6,075.0 |
High |
6,172.0 |
6,232.5 |
60.5 |
1.0% |
6,133.5 |
Low |
6,141.0 |
6,145.0 |
4.0 |
0.1% |
6,035.0 |
Close |
6,160.5 |
6,223.5 |
63.0 |
1.0% |
6,122.5 |
Range |
31.0 |
87.5 |
56.5 |
182.3% |
98.5 |
ATR |
49.0 |
51.8 |
2.7 |
5.6% |
0.0 |
Volume |
83,389 |
95,671 |
12,282 |
14.7% |
466,610 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,463.0 |
6,430.5 |
6,271.5 |
|
R3 |
6,375.5 |
6,343.0 |
6,247.5 |
|
R2 |
6,288.0 |
6,288.0 |
6,239.5 |
|
R1 |
6,255.5 |
6,255.5 |
6,231.5 |
6,272.0 |
PP |
6,200.5 |
6,200.5 |
6,200.5 |
6,208.5 |
S1 |
6,168.0 |
6,168.0 |
6,215.5 |
6,184.0 |
S2 |
6,113.0 |
6,113.0 |
6,207.5 |
|
S3 |
6,025.5 |
6,080.5 |
6,199.5 |
|
S4 |
5,938.0 |
5,993.0 |
6,175.5 |
|
|
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 |
6,232.5 |
6,086.5 |
146.0 |
2.3% |
50.0 |
0.8% |
94% |
True |
False |
79,083 |
10 |
6,232.5 |
6,035.0 |
197.5 |
3.2% |
48.0 |
0.8% |
95% |
True |
False |
90,801 |
20 |
6,232.5 |
5,828.5 |
404.0 |
6.5% |
55.0 |
0.9% |
98% |
True |
False |
84,784 |
40 |
6,232.5 |
5,713.0 |
519.5 |
8.3% |
47.5 |
0.8% |
98% |
True |
False |
69,083 |
60 |
6,232.5 |
5,566.0 |
666.5 |
10.7% |
49.0 |
0.8% |
99% |
True |
False |
46,087 |
80 |
6,232.5 |
5,566.0 |
666.5 |
10.7% |
44.5 |
0.7% |
99% |
True |
False |
34,569 |
100 |
6,232.5 |
5,566.0 |
666.5 |
10.7% |
39.5 |
0.6% |
99% |
True |
False |
27,659 |
120 |
6,232.5 |
5,566.0 |
666.5 |
10.7% |
33.0 |
0.5% |
99% |
True |
False |
23,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,604.5 |
2.618 |
6,461.5 |
1.618 |
6,374.0 |
1.000 |
6,320.0 |
0.618 |
6,286.5 |
HIGH |
6,232.5 |
0.618 |
6,199.0 |
0.500 |
6,189.0 |
0.382 |
6,178.5 |
LOW |
6,145.0 |
0.618 |
6,091.0 |
1.000 |
6,057.5 |
1.618 |
6,003.5 |
2.618 |
5,916.0 |
4.250 |
5,773.0 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,212.0 |
6,205.5 |
PP |
6,200.5 |
6,187.5 |
S1 |
6,189.0 |
6,170.0 |
|