Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
6,209.5 |
6,251.0 |
41.5 |
0.7% |
6,132.0 |
High |
6,257.0 |
6,272.5 |
15.5 |
0.2% |
6,257.0 |
Low |
6,202.5 |
6,236.0 |
33.5 |
0.5% |
6,107.0 |
Close |
6,232.0 |
6,260.5 |
28.5 |
0.5% |
6,232.0 |
Range |
54.5 |
36.5 |
-18.0 |
-33.0% |
150.0 |
ATR |
52.0 |
51.2 |
-0.8 |
-1.6% |
0.0 |
Volume |
84,733 |
100,871 |
16,138 |
19.0% |
432,831 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,366.0 |
6,349.5 |
6,280.5 |
|
R3 |
6,329.5 |
6,313.0 |
6,270.5 |
|
R2 |
6,293.0 |
6,293.0 |
6,267.0 |
|
R1 |
6,276.5 |
6,276.5 |
6,264.0 |
6,285.0 |
PP |
6,256.5 |
6,256.5 |
6,256.5 |
6,260.5 |
S1 |
6,240.0 |
6,240.0 |
6,257.0 |
6,248.0 |
S2 |
6,220.0 |
6,220.0 |
6,254.0 |
|
S3 |
6,183.5 |
6,203.5 |
6,250.5 |
|
S4 |
6,147.0 |
6,167.0 |
6,240.5 |
|
|
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 |
6,272.5 |
6,107.0 |
165.5 |
2.6% |
53.0 |
0.8% |
93% |
True |
False |
90,062 |
10 |
6,272.5 |
6,035.0 |
237.5 |
3.8% |
50.0 |
0.8% |
95% |
True |
False |
89,574 |
20 |
6,272.5 |
5,828.5 |
444.0 |
7.1% |
52.0 |
0.8% |
97% |
True |
False |
90,586 |
40 |
6,272.5 |
5,780.0 |
492.5 |
7.9% |
47.5 |
0.8% |
98% |
True |
False |
73,713 |
60 |
6,272.5 |
5,566.0 |
706.5 |
11.3% |
49.0 |
0.8% |
98% |
True |
False |
49,180 |
80 |
6,272.5 |
5,566.0 |
706.5 |
11.3% |
45.5 |
0.7% |
98% |
True |
False |
36,889 |
100 |
6,272.5 |
5,566.0 |
706.5 |
11.3% |
40.5 |
0.6% |
98% |
True |
False |
29,515 |
120 |
6,272.5 |
5,566.0 |
706.5 |
11.3% |
33.5 |
0.5% |
98% |
True |
False |
24,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,427.5 |
2.618 |
6,368.0 |
1.618 |
6,331.5 |
1.000 |
6,309.0 |
0.618 |
6,295.0 |
HIGH |
6,272.5 |
0.618 |
6,258.5 |
0.500 |
6,254.0 |
0.382 |
6,250.0 |
LOW |
6,236.0 |
0.618 |
6,213.5 |
1.000 |
6,199.5 |
1.618 |
6,177.0 |
2.618 |
6,140.5 |
4.250 |
6,081.0 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,258.5 |
6,243.0 |
PP |
6,256.5 |
6,226.0 |
S1 |
6,254.0 |
6,209.0 |
|