Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,465.00 |
1,475.50 |
10.50 |
0.7% |
1,466.75 |
High |
1,480.50 |
1,481.00 |
0.50 |
0.0% |
1,481.00 |
Low |
1,460.50 |
1,470.50 |
10.00 |
0.7% |
1,456.50 |
Close |
1,475.75 |
1,479.00 |
3.25 |
0.2% |
1,479.00 |
Range |
20.00 |
10.50 |
-9.50 |
-47.5% |
24.50 |
ATR |
16.39 |
15.97 |
-0.42 |
-2.6% |
0.00 |
Volume |
1,745,053 |
1,487,277 |
-257,776 |
-14.8% |
6,957,578 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.25 |
1,504.25 |
1,484.75 |
|
R3 |
1,497.75 |
1,493.75 |
1,482.00 |
|
R2 |
1,487.25 |
1,487.25 |
1,481.00 |
|
R1 |
1,483.25 |
1,483.25 |
1,480.00 |
1,485.25 |
PP |
1,476.75 |
1,476.75 |
1,476.75 |
1,478.00 |
S1 |
1,472.75 |
1,472.75 |
1,478.00 |
1,474.75 |
S2 |
1,466.25 |
1,466.25 |
1,477.00 |
|
S3 |
1,455.75 |
1,462.25 |
1,476.00 |
|
S4 |
1,445.25 |
1,451.75 |
1,473.25 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,545.75 |
1,536.75 |
1,492.50 |
|
R3 |
1,521.25 |
1,512.25 |
1,485.75 |
|
R2 |
1,496.75 |
1,496.75 |
1,483.50 |
|
R1 |
1,487.75 |
1,487.75 |
1,481.25 |
1,492.25 |
PP |
1,472.25 |
1,472.25 |
1,472.25 |
1,474.50 |
S1 |
1,463.25 |
1,463.25 |
1,476.75 |
1,467.75 |
S2 |
1,447.75 |
1,447.75 |
1,474.50 |
|
S3 |
1,423.25 |
1,438.75 |
1,472.25 |
|
S4 |
1,398.75 |
1,414.25 |
1,465.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,481.00 |
1,456.50 |
24.50 |
1.7% |
12.50 |
0.8% |
92% |
True |
False |
1,391,515 |
10 |
1,481.00 |
1,446.00 |
35.00 |
2.4% |
11.50 |
0.8% |
94% |
True |
False |
1,340,921 |
20 |
1,481.00 |
1,382.25 |
98.75 |
6.7% |
17.25 |
1.2% |
98% |
True |
False |
1,356,526 |
40 |
1,481.00 |
1,370.75 |
110.25 |
7.5% |
16.00 |
1.1% |
98% |
True |
False |
925,890 |
60 |
1,481.00 |
1,333.75 |
147.25 |
10.0% |
17.25 |
1.2% |
99% |
True |
False |
618,237 |
80 |
1,481.00 |
1,333.75 |
147.25 |
10.0% |
17.00 |
1.1% |
99% |
True |
False |
464,171 |
100 |
1,481.00 |
1,333.75 |
147.25 |
10.0% |
15.75 |
1.1% |
99% |
True |
False |
371,429 |
120 |
1,481.00 |
1,333.75 |
147.25 |
10.0% |
14.75 |
1.0% |
99% |
True |
False |
309,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,525.50 |
2.618 |
1,508.50 |
1.618 |
1,498.00 |
1.000 |
1,491.50 |
0.618 |
1,487.50 |
HIGH |
1,481.00 |
0.618 |
1,477.00 |
0.500 |
1,475.75 |
0.382 |
1,474.50 |
LOW |
1,470.50 |
0.618 |
1,464.00 |
1.000 |
1,460.00 |
1.618 |
1,453.50 |
2.618 |
1,443.00 |
4.250 |
1,426.00 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,478.00 |
1,476.25 |
PP |
1,476.75 |
1,473.25 |
S1 |
1,475.75 |
1,470.50 |
|