Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
6,300.0 |
6,265.5 |
-34.5 |
-0.5% |
6,132.0 |
High |
6,315.5 |
6,273.5 |
-42.0 |
-0.7% |
6,257.0 |
Low |
6,270.5 |
6,237.5 |
-33.0 |
-0.5% |
6,107.0 |
Close |
6,281.0 |
6,260.0 |
-21.0 |
-0.3% |
6,232.0 |
Range |
45.0 |
36.0 |
-9.0 |
-20.0% |
150.0 |
ATR |
51.6 |
51.0 |
-0.6 |
-1.1% |
0.0 |
Volume |
127,059 |
130,084 |
3,025 |
2.4% |
432,831 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,365.0 |
6,348.5 |
6,280.0 |
|
R3 |
6,329.0 |
6,312.5 |
6,270.0 |
|
R2 |
6,293.0 |
6,293.0 |
6,266.5 |
|
R1 |
6,276.5 |
6,276.5 |
6,263.5 |
6,267.0 |
PP |
6,257.0 |
6,257.0 |
6,257.0 |
6,252.0 |
S1 |
6,240.5 |
6,240.5 |
6,256.5 |
6,231.0 |
S2 |
6,221.0 |
6,221.0 |
6,253.5 |
|
S3 |
6,185.0 |
6,204.5 |
6,250.0 |
|
S4 |
6,149.0 |
6,168.5 |
6,240.0 |
|
|
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 |
6,202.5 |
113.0 |
1.8% |
47.0 |
0.8% |
51% |
False |
False |
111,660 |
10 |
6,315.5 |
6,086.5 |
229.0 |
3.7% |
48.5 |
0.8% |
76% |
False |
False |
95,371 |
20 |
6,315.5 |
5,990.5 |
325.0 |
5.2% |
47.5 |
0.8% |
83% |
False |
False |
93,855 |
40 |
6,315.5 |
5,813.0 |
502.5 |
8.0% |
47.5 |
0.8% |
89% |
False |
False |
82,998 |
60 |
6,315.5 |
5,566.0 |
749.5 |
12.0% |
49.0 |
0.8% |
93% |
False |
False |
55,387 |
80 |
6,315.5 |
5,566.0 |
749.5 |
12.0% |
46.5 |
0.7% |
93% |
False |
False |
41,547 |
100 |
6,315.5 |
5,566.0 |
749.5 |
12.0% |
41.0 |
0.7% |
93% |
False |
False |
33,242 |
120 |
6,315.5 |
5,566.0 |
749.5 |
12.0% |
35.0 |
0.6% |
93% |
False |
False |
27,708 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,426.5 |
2.618 |
6,367.5 |
1.618 |
6,331.5 |
1.000 |
6,309.5 |
0.618 |
6,295.5 |
HIGH |
6,273.5 |
0.618 |
6,259.5 |
0.500 |
6,255.5 |
0.382 |
6,251.5 |
LOW |
6,237.5 |
0.618 |
6,215.5 |
1.000 |
6,201.5 |
1.618 |
6,179.5 |
2.618 |
6,143.5 |
4.250 |
6,084.5 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,258.5 |
6,276.5 |
PP |
6,257.0 |
6,271.0 |
S1 |
6,255.5 |
6,265.5 |
|