Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
6,263.0 |
6,300.0 |
37.0 |
0.6% |
6,132.0 |
High |
6,309.5 |
6,315.5 |
6.0 |
0.1% |
6,257.0 |
Low |
6,245.5 |
6,270.5 |
25.0 |
0.4% |
6,107.0 |
Close |
6,305.5 |
6,281.0 |
-24.5 |
-0.4% |
6,232.0 |
Range |
64.0 |
45.0 |
-19.0 |
-29.7% |
150.0 |
ATR |
52.1 |
51.6 |
-0.5 |
-1.0% |
0.0 |
Volume |
115,553 |
127,059 |
11,506 |
10.0% |
432,831 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,424.0 |
6,397.5 |
6,306.0 |
|
R3 |
6,379.0 |
6,352.5 |
6,293.5 |
|
R2 |
6,334.0 |
6,334.0 |
6,289.0 |
|
R1 |
6,307.5 |
6,307.5 |
6,285.0 |
6,298.0 |
PP |
6,289.0 |
6,289.0 |
6,289.0 |
6,284.5 |
S1 |
6,262.5 |
6,262.5 |
6,277.0 |
6,253.0 |
S2 |
6,244.0 |
6,244.0 |
6,273.0 |
|
S3 |
6,199.0 |
6,217.5 |
6,268.5 |
|
S4 |
6,154.0 |
6,172.5 |
6,256.0 |
|
|
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 |
6,315.5 |
6,145.0 |
170.5 |
2.7% |
57.5 |
0.9% |
80% |
True |
False |
104,777 |
10 |
6,315.5 |
6,040.0 |
275.5 |
4.4% |
51.5 |
0.8% |
87% |
True |
False |
93,228 |
20 |
6,315.5 |
5,973.5 |
342.0 |
5.4% |
48.0 |
0.8% |
90% |
True |
False |
92,063 |
40 |
6,315.5 |
5,813.0 |
502.5 |
8.0% |
48.0 |
0.8% |
93% |
True |
False |
79,749 |
60 |
6,315.5 |
5,566.0 |
749.5 |
11.9% |
49.0 |
0.8% |
95% |
True |
False |
53,219 |
80 |
6,315.5 |
5,566.0 |
749.5 |
11.9% |
46.0 |
0.7% |
95% |
True |
False |
39,921 |
100 |
6,315.5 |
5,566.0 |
749.5 |
11.9% |
41.0 |
0.6% |
95% |
True |
False |
31,941 |
120 |
6,315.5 |
5,566.0 |
749.5 |
11.9% |
34.5 |
0.6% |
95% |
True |
False |
26,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,507.0 |
2.618 |
6,433.5 |
1.618 |
6,388.5 |
1.000 |
6,360.5 |
0.618 |
6,343.5 |
HIGH |
6,315.5 |
0.618 |
6,298.5 |
0.500 |
6,293.0 |
0.382 |
6,287.5 |
LOW |
6,270.5 |
0.618 |
6,242.5 |
1.000 |
6,225.5 |
1.618 |
6,197.5 |
2.618 |
6,152.5 |
4.250 |
6,079.0 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,293.0 |
6,279.0 |
PP |
6,289.0 |
6,277.5 |
S1 |
6,285.0 |
6,276.0 |
|