Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
6,157.5 |
6,209.5 |
52.0 |
0.8% |
6,132.0 |
High |
6,232.5 |
6,257.0 |
24.5 |
0.4% |
6,257.0 |
Low |
6,145.0 |
6,202.5 |
57.5 |
0.9% |
6,107.0 |
Close |
6,223.5 |
6,232.0 |
8.5 |
0.1% |
6,232.0 |
Range |
87.5 |
54.5 |
-33.0 |
-37.7% |
150.0 |
ATR |
51.8 |
52.0 |
0.2 |
0.4% |
0.0 |
Volume |
95,671 |
84,733 |
-10,938 |
-11.4% |
432,831 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,394.0 |
6,367.5 |
6,262.0 |
|
R3 |
6,339.5 |
6,313.0 |
6,247.0 |
|
R2 |
6,285.0 |
6,285.0 |
6,242.0 |
|
R1 |
6,258.5 |
6,258.5 |
6,237.0 |
6,272.0 |
PP |
6,230.5 |
6,230.5 |
6,230.5 |
6,237.0 |
S1 |
6,204.0 |
6,204.0 |
6,227.0 |
6,217.0 |
S2 |
6,176.0 |
6,176.0 |
6,222.0 |
|
S3 |
6,121.5 |
6,149.5 |
6,217.0 |
|
S4 |
6,067.0 |
6,095.0 |
6,202.0 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,648.5 |
6,590.5 |
6,314.5 |
|
R3 |
6,498.5 |
6,440.5 |
6,273.0 |
|
R2 |
6,348.5 |
6,348.5 |
6,259.5 |
|
R1 |
6,290.5 |
6,290.5 |
6,246.0 |
6,319.5 |
PP |
6,198.5 |
6,198.5 |
6,198.5 |
6,213.0 |
S1 |
6,140.5 |
6,140.5 |
6,218.0 |
6,169.5 |
S2 |
6,048.5 |
6,048.5 |
6,204.5 |
|
S3 |
5,898.5 |
5,990.5 |
6,191.0 |
|
S4 |
5,748.5 |
5,840.5 |
6,149.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,257.0 |
6,107.0 |
150.0 |
2.4% |
51.5 |
0.8% |
83% |
True |
False |
86,566 |
10 |
6,257.0 |
6,035.0 |
222.0 |
3.6% |
50.5 |
0.8% |
89% |
True |
False |
89,944 |
20 |
6,257.0 |
5,828.5 |
428.5 |
6.9% |
54.5 |
0.9% |
94% |
True |
False |
86,558 |
40 |
6,257.0 |
5,713.0 |
544.0 |
8.7% |
48.5 |
0.8% |
95% |
True |
False |
71,201 |
60 |
6,257.0 |
5,566.0 |
691.0 |
11.1% |
49.5 |
0.8% |
96% |
True |
False |
47,499 |
80 |
6,257.0 |
5,566.0 |
691.0 |
11.1% |
45.0 |
0.7% |
96% |
True |
False |
35,628 |
100 |
6,257.0 |
5,566.0 |
691.0 |
11.1% |
40.0 |
0.6% |
96% |
True |
False |
28,507 |
120 |
6,257.0 |
5,566.0 |
691.0 |
11.1% |
33.5 |
0.5% |
96% |
True |
False |
23,762 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,488.5 |
2.618 |
6,399.5 |
1.618 |
6,345.0 |
1.000 |
6,311.5 |
0.618 |
6,290.5 |
HIGH |
6,257.0 |
0.618 |
6,236.0 |
0.500 |
6,230.0 |
0.382 |
6,223.5 |
LOW |
6,202.5 |
0.618 |
6,169.0 |
1.000 |
6,148.0 |
1.618 |
6,114.5 |
2.618 |
6,060.0 |
4.250 |
5,971.0 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,231.0 |
6,221.0 |
PP |
6,230.5 |
6,210.0 |
S1 |
6,230.0 |
6,199.0 |
|