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 |
13,905 |
13,830 |
-75 |
-0.5% |
13,574 |
High |
13,919 |
13,886 |
-33 |
-0.2% |
13,840 |
Low |
13,822 |
13,797 |
-25 |
-0.2% |
13,531 |
Close |
13,838 |
13,797 |
-41 |
-0.3% |
13,812 |
Range |
97 |
89 |
-8 |
-8.2% |
309 |
ATR |
116 |
114 |
-2 |
-1.7% |
0 |
Volume |
110,101 |
102,363 |
-7,738 |
-7.0% |
429,474 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,094 |
14,034 |
13,846 |
|
R3 |
14,005 |
13,945 |
13,822 |
|
R2 |
13,916 |
13,916 |
13,813 |
|
R1 |
13,856 |
13,856 |
13,805 |
13,842 |
PP |
13,827 |
13,827 |
13,827 |
13,819 |
S1 |
13,767 |
13,767 |
13,789 |
13,753 |
S2 |
13,738 |
13,738 |
13,781 |
|
S3 |
13,649 |
13,678 |
13,773 |
|
S4 |
13,560 |
13,589 |
13,748 |
|
|
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 |
13,919 |
13,744 |
175 |
1.3% |
92 |
0.7% |
30% |
False |
False |
97,301 |
10 |
13,919 |
13,394 |
525 |
3.8% |
108 |
0.8% |
77% |
False |
False |
102,699 |
20 |
13,919 |
13,232 |
687 |
5.0% |
97 |
0.7% |
82% |
False |
False |
99,541 |
40 |
13,919 |
12,742 |
1,177 |
8.5% |
123 |
0.9% |
90% |
False |
False |
84,584 |
60 |
13,919 |
12,380 |
1,539 |
11.2% |
129 |
0.9% |
92% |
False |
False |
56,419 |
80 |
13,919 |
12,380 |
1,539 |
11.2% |
117 |
0.8% |
92% |
False |
False |
42,316 |
100 |
13,919 |
12,380 |
1,539 |
11.2% |
103 |
0.7% |
92% |
False |
False |
33,857 |
120 |
13,919 |
12,380 |
1,539 |
11.2% |
89 |
0.6% |
92% |
False |
False |
28,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,264 |
2.618 |
14,119 |
1.618 |
14,030 |
1.000 |
13,975 |
0.618 |
13,941 |
HIGH |
13,886 |
0.618 |
13,852 |
0.500 |
13,842 |
0.382 |
13,831 |
LOW |
13,797 |
0.618 |
13,742 |
1.000 |
13,708 |
1.618 |
13,653 |
2.618 |
13,564 |
4.250 |
13,419 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,842 |
13,858 |
PP |
13,827 |
13,838 |
S1 |
13,812 |
13,817 |
|