Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,469.75 |
1,466.75 |
-3.00 |
-0.2% |
1,460.25 |
High |
1,471.50 |
1,471.25 |
-0.25 |
0.0% |
1,471.50 |
Low |
1,462.25 |
1,460.25 |
-2.00 |
-0.1% |
1,446.00 |
Close |
1,467.25 |
1,464.25 |
-3.00 |
-0.2% |
1,467.25 |
Range |
9.25 |
11.00 |
1.75 |
18.9% |
25.50 |
ATR |
17.50 |
17.03 |
-0.46 |
-2.7% |
0.00 |
Volume |
1,150,333 |
1,168,502 |
18,169 |
1.6% |
6,451,640 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,498.25 |
1,492.25 |
1,470.25 |
|
R3 |
1,487.25 |
1,481.25 |
1,467.25 |
|
R2 |
1,476.25 |
1,476.25 |
1,466.25 |
|
R1 |
1,470.25 |
1,470.25 |
1,465.25 |
1,467.75 |
PP |
1,465.25 |
1,465.25 |
1,465.25 |
1,464.00 |
S1 |
1,459.25 |
1,459.25 |
1,463.25 |
1,456.75 |
S2 |
1,454.25 |
1,454.25 |
1,462.25 |
|
S3 |
1,443.25 |
1,448.25 |
1,461.25 |
|
S4 |
1,432.25 |
1,437.25 |
1,458.25 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,538.00 |
1,528.25 |
1,481.25 |
|
R3 |
1,512.50 |
1,502.75 |
1,474.25 |
|
R2 |
1,487.00 |
1,487.00 |
1,472.00 |
|
R1 |
1,477.25 |
1,477.25 |
1,469.50 |
1,482.00 |
PP |
1,461.50 |
1,461.50 |
1,461.50 |
1,464.00 |
S1 |
1,451.75 |
1,451.75 |
1,465.00 |
1,456.50 |
S2 |
1,436.00 |
1,436.00 |
1,462.50 |
|
S3 |
1,410.50 |
1,426.25 |
1,460.25 |
|
S4 |
1,385.00 |
1,400.75 |
1,453.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,471.50 |
1,446.00 |
25.50 |
1.7% |
11.00 |
0.8% |
72% |
False |
False |
1,284,061 |
10 |
1,471.50 |
1,383.50 |
88.00 |
6.0% |
15.00 |
1.0% |
92% |
False |
False |
1,415,312 |
20 |
1,471.50 |
1,382.25 |
89.25 |
6.1% |
18.00 |
1.2% |
92% |
False |
False |
1,479,978 |
40 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
16.50 |
1.1% |
95% |
False |
False |
781,910 |
60 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
17.75 |
1.2% |
95% |
False |
False |
521,853 |
80 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
17.00 |
1.2% |
95% |
False |
False |
391,851 |
100 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
15.75 |
1.1% |
95% |
False |
False |
313,546 |
120 |
1,471.50 |
1,316.50 |
155.00 |
10.6% |
14.75 |
1.0% |
95% |
False |
False |
261,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,518.00 |
2.618 |
1,500.00 |
1.618 |
1,489.00 |
1.000 |
1,482.25 |
0.618 |
1,478.00 |
HIGH |
1,471.25 |
0.618 |
1,467.00 |
0.500 |
1,465.75 |
0.382 |
1,464.50 |
LOW |
1,460.25 |
0.618 |
1,453.50 |
1.000 |
1,449.25 |
1.618 |
1,442.50 |
2.618 |
1,431.50 |
4.250 |
1,413.50 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,465.75 |
1,464.00 |
PP |
1,465.25 |
1,463.50 |
S1 |
1,464.75 |
1,463.00 |
|