Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,574 |
13,706 |
132 |
1.0% |
13,432 |
High |
13,718 |
13,733 |
15 |
0.1% |
13,586 |
Low |
13,531 |
13,673 |
142 |
1.0% |
13,378 |
Close |
13,696 |
13,719 |
23 |
0.2% |
13,576 |
Range |
187 |
60 |
-127 |
-67.9% |
208 |
ATR |
130 |
125 |
-5 |
-3.8% |
0 |
Volume |
117,582 |
85,885 |
-31,697 |
-27.0% |
489,933 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,888 |
13,864 |
13,752 |
|
R3 |
13,828 |
13,804 |
13,736 |
|
R2 |
13,768 |
13,768 |
13,730 |
|
R1 |
13,744 |
13,744 |
13,725 |
13,756 |
PP |
13,708 |
13,708 |
13,708 |
13,715 |
S1 |
13,684 |
13,684 |
13,714 |
13,696 |
S2 |
13,648 |
13,648 |
13,708 |
|
S3 |
13,588 |
13,624 |
13,703 |
|
S4 |
13,528 |
13,564 |
13,686 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,137 |
14,065 |
13,691 |
|
R3 |
13,929 |
13,857 |
13,633 |
|
R2 |
13,721 |
13,721 |
13,614 |
|
R1 |
13,649 |
13,649 |
13,595 |
13,685 |
PP |
13,513 |
13,513 |
13,513 |
13,532 |
S1 |
13,441 |
13,441 |
13,557 |
13,477 |
S2 |
13,305 |
13,305 |
13,538 |
|
S3 |
13,097 |
13,233 |
13,519 |
|
S4 |
12,889 |
13,025 |
13,462 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,733 |
13,388 |
345 |
2.5% |
119 |
0.9% |
96% |
True |
False |
100,469 |
10 |
13,733 |
13,264 |
469 |
3.4% |
102 |
0.7% |
97% |
True |
False |
97,147 |
20 |
13,733 |
12,742 |
991 |
7.2% |
126 |
0.9% |
99% |
True |
False |
97,050 |
40 |
13,733 |
12,664 |
1,069 |
7.8% |
128 |
0.9% |
99% |
True |
False |
69,298 |
60 |
13,733 |
12,380 |
1,353 |
9.9% |
128 |
0.9% |
99% |
True |
False |
46,211 |
80 |
13,733 |
12,380 |
1,353 |
9.9% |
115 |
0.8% |
99% |
True |
False |
34,662 |
100 |
13,733 |
12,380 |
1,353 |
9.9% |
100 |
0.7% |
99% |
True |
False |
27,732 |
120 |
13,733 |
12,380 |
1,353 |
9.9% |
84 |
0.6% |
99% |
True |
False |
23,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,988 |
2.618 |
13,890 |
1.618 |
13,830 |
1.000 |
13,793 |
0.618 |
13,770 |
HIGH |
13,733 |
0.618 |
13,710 |
0.500 |
13,703 |
0.382 |
13,696 |
LOW |
13,673 |
0.618 |
13,636 |
1.000 |
13,613 |
1.618 |
13,576 |
2.618 |
13,516 |
4.250 |
13,418 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,714 |
13,687 |
PP |
13,708 |
13,655 |
S1 |
13,703 |
13,624 |
|