Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,465.00 |
1,467.00 |
2.00 |
0.1% |
1,460.25 |
High |
1,468.25 |
1,469.00 |
0.75 |
0.1% |
1,471.50 |
Low |
1,456.50 |
1,460.00 |
3.50 |
0.2% |
1,446.00 |
Close |
1,465.25 |
1,465.50 |
0.25 |
0.0% |
1,467.25 |
Range |
11.75 |
9.00 |
-2.75 |
-23.4% |
25.50 |
ATR |
16.65 |
16.11 |
-0.55 |
-3.3% |
0.00 |
Volume |
1,324,056 |
1,232,690 |
-91,366 |
-6.9% |
6,451,640 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,491.75 |
1,487.75 |
1,470.50 |
|
R3 |
1,482.75 |
1,478.75 |
1,468.00 |
|
R2 |
1,473.75 |
1,473.75 |
1,467.25 |
|
R1 |
1,469.75 |
1,469.75 |
1,466.25 |
1,467.25 |
PP |
1,464.75 |
1,464.75 |
1,464.75 |
1,463.50 |
S1 |
1,460.75 |
1,460.75 |
1,464.75 |
1,458.25 |
S2 |
1,455.75 |
1,455.75 |
1,463.75 |
|
S3 |
1,446.75 |
1,451.75 |
1,463.00 |
|
S4 |
1,437.75 |
1,442.75 |
1,460.50 |
|
|
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 |
1,454.75 |
16.75 |
1.1% |
11.25 |
0.8% |
64% |
False |
False |
1,283,286 |
10 |
1,471.50 |
1,446.00 |
25.50 |
1.7% |
10.75 |
0.7% |
76% |
False |
False |
1,328,990 |
20 |
1,471.50 |
1,382.25 |
89.25 |
6.1% |
17.50 |
1.2% |
93% |
False |
False |
1,420,494 |
40 |
1,471.50 |
1,353.75 |
117.75 |
8.0% |
16.25 |
1.1% |
95% |
False |
False |
845,484 |
60 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
17.50 |
1.2% |
96% |
False |
False |
564,413 |
80 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
17.00 |
1.2% |
96% |
False |
False |
423,782 |
100 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
15.75 |
1.1% |
96% |
False |
False |
339,112 |
120 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
14.75 |
1.0% |
96% |
False |
False |
282,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.25 |
2.618 |
1,492.50 |
1.618 |
1,483.50 |
1.000 |
1,478.00 |
0.618 |
1,474.50 |
HIGH |
1,469.00 |
0.618 |
1,465.50 |
0.500 |
1,464.50 |
0.382 |
1,463.50 |
LOW |
1,460.00 |
0.618 |
1,454.50 |
1.000 |
1,451.00 |
1.618 |
1,445.50 |
2.618 |
1,436.50 |
4.250 |
1,421.75 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,465.25 |
1,465.00 |
PP |
1,464.75 |
1,464.50 |
S1 |
1,464.50 |
1,464.00 |
|