Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,467.00 |
1,465.00 |
-2.00 |
-0.1% |
1,460.25 |
High |
1,469.00 |
1,480.50 |
11.50 |
0.8% |
1,471.50 |
Low |
1,460.00 |
1,460.50 |
0.50 |
0.0% |
1,446.00 |
Close |
1,465.50 |
1,475.75 |
10.25 |
0.7% |
1,467.25 |
Range |
9.00 |
20.00 |
11.00 |
122.2% |
25.50 |
ATR |
16.11 |
16.39 |
0.28 |
1.7% |
0.00 |
Volume |
1,232,690 |
1,745,053 |
512,363 |
41.6% |
6,451,640 |
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,532.25 |
1,524.00 |
1,486.75 |
|
R3 |
1,512.25 |
1,504.00 |
1,481.25 |
|
R2 |
1,492.25 |
1,492.25 |
1,479.50 |
|
R1 |
1,484.00 |
1,484.00 |
1,477.50 |
1,488.00 |
PP |
1,472.25 |
1,472.25 |
1,472.25 |
1,474.25 |
S1 |
1,464.00 |
1,464.00 |
1,474.00 |
1,468.00 |
S2 |
1,452.25 |
1,452.25 |
1,472.00 |
|
S3 |
1,432.25 |
1,444.00 |
1,470.25 |
|
S4 |
1,412.25 |
1,424.00 |
1,464.75 |
|
|
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 |
1,480.50 |
1,456.50 |
24.00 |
1.6% |
12.25 |
0.8% |
80% |
True |
False |
1,324,126 |
10 |
1,480.50 |
1,446.00 |
34.50 |
2.3% |
11.75 |
0.8% |
86% |
True |
False |
1,343,672 |
20 |
1,480.50 |
1,382.25 |
98.25 |
6.7% |
17.50 |
1.2% |
95% |
True |
False |
1,382,858 |
40 |
1,480.50 |
1,367.75 |
112.75 |
7.6% |
16.00 |
1.1% |
96% |
True |
False |
888,889 |
60 |
1,480.50 |
1,333.75 |
146.75 |
9.9% |
17.75 |
1.2% |
97% |
True |
False |
593,478 |
80 |
1,480.50 |
1,333.75 |
146.75 |
9.9% |
17.00 |
1.2% |
97% |
True |
False |
445,587 |
100 |
1,480.50 |
1,333.75 |
146.75 |
9.9% |
15.75 |
1.1% |
97% |
True |
False |
356,562 |
120 |
1,480.50 |
1,333.75 |
146.75 |
9.9% |
14.75 |
1.0% |
97% |
True |
False |
297,161 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,565.50 |
2.618 |
1,532.75 |
1.618 |
1,512.75 |
1.000 |
1,500.50 |
0.618 |
1,492.75 |
HIGH |
1,480.50 |
0.618 |
1,472.75 |
0.500 |
1,470.50 |
0.382 |
1,468.25 |
LOW |
1,460.50 |
0.618 |
1,448.25 |
1.000 |
1,440.50 |
1.618 |
1,428.25 |
2.618 |
1,408.25 |
4.250 |
1,375.50 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,474.00 |
1,473.25 |
PP |
1,472.25 |
1,471.00 |
S1 |
1,470.50 |
1,468.50 |
|