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 |
13,702 |
13,752 |
50 |
0.4% |
13,574 |
High |
13,818 |
13,840 |
22 |
0.2% |
13,840 |
Low |
13,701 |
13,744 |
43 |
0.3% |
13,531 |
Close |
13,781 |
13,812 |
31 |
0.2% |
13,812 |
Range |
117 |
96 |
-21 |
-17.9% |
309 |
ATR |
124 |
122 |
-2 |
-1.6% |
0 |
Volume |
126,006 |
100,001 |
-26,005 |
-20.6% |
429,474 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,087 |
14,045 |
13,865 |
|
R3 |
13,991 |
13,949 |
13,839 |
|
R2 |
13,895 |
13,895 |
13,830 |
|
R1 |
13,853 |
13,853 |
13,821 |
13,874 |
PP |
13,799 |
13,799 |
13,799 |
13,809 |
S1 |
13,757 |
13,757 |
13,803 |
13,778 |
S2 |
13,703 |
13,703 |
13,795 |
|
S3 |
13,607 |
13,661 |
13,786 |
|
S4 |
13,511 |
13,565 |
13,759 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,655 |
14,542 |
13,982 |
|
R3 |
14,346 |
14,233 |
13,897 |
|
R2 |
14,037 |
14,037 |
13,869 |
|
R1 |
13,924 |
13,924 |
13,840 |
13,981 |
PP |
13,728 |
13,728 |
13,728 |
13,756 |
S1 |
13,615 |
13,615 |
13,784 |
13,672 |
S2 |
13,419 |
13,419 |
13,755 |
|
S3 |
13,110 |
13,306 |
13,727 |
|
S4 |
12,801 |
12,997 |
13,642 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,840 |
13,514 |
326 |
2.4% |
107 |
0.8% |
91% |
True |
False |
103,845 |
10 |
13,840 |
13,377 |
463 |
3.4% |
103 |
0.7% |
94% |
True |
False |
100,092 |
20 |
13,840 |
12,742 |
1,098 |
7.9% |
128 |
0.9% |
97% |
True |
False |
105,339 |
40 |
13,840 |
12,664 |
1,176 |
8.5% |
128 |
0.9% |
98% |
True |
False |
74,944 |
60 |
13,840 |
12,380 |
1,460 |
10.6% |
130 |
0.9% |
98% |
True |
False |
49,978 |
80 |
13,840 |
12,380 |
1,460 |
10.6% |
115 |
0.8% |
98% |
True |
False |
37,485 |
100 |
13,840 |
12,380 |
1,460 |
10.6% |
102 |
0.7% |
98% |
True |
False |
29,992 |
120 |
13,840 |
12,380 |
1,460 |
10.6% |
86 |
0.6% |
98% |
True |
False |
24,993 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,248 |
2.618 |
14,091 |
1.618 |
13,995 |
1.000 |
13,936 |
0.618 |
13,899 |
HIGH |
13,840 |
0.618 |
13,803 |
0.500 |
13,792 |
0.382 |
13,781 |
LOW |
13,744 |
0.618 |
13,685 |
1.000 |
13,648 |
1.618 |
13,589 |
2.618 |
13,493 |
4.250 |
13,336 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,805 |
13,794 |
PP |
13,799 |
13,775 |
S1 |
13,792 |
13,757 |
|