Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,475.50 |
1,478.00 |
2.50 |
0.2% |
1,466.75 |
High |
1,481.00 |
1,491.50 |
10.50 |
0.7% |
1,481.00 |
Low |
1,470.50 |
1,475.00 |
4.50 |
0.3% |
1,456.50 |
Close |
1,479.00 |
1,489.50 |
10.50 |
0.7% |
1,479.00 |
Range |
10.50 |
16.50 |
6.00 |
57.1% |
24.50 |
ATR |
15.97 |
16.00 |
0.04 |
0.2% |
0.00 |
Volume |
1,487,277 |
1,474,784 |
-12,493 |
-0.8% |
6,957,578 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.75 |
1,528.75 |
1,498.50 |
|
R3 |
1,518.25 |
1,512.25 |
1,494.00 |
|
R2 |
1,501.75 |
1,501.75 |
1,492.50 |
|
R1 |
1,495.75 |
1,495.75 |
1,491.00 |
1,498.75 |
PP |
1,485.25 |
1,485.25 |
1,485.25 |
1,487.00 |
S1 |
1,479.25 |
1,479.25 |
1,488.00 |
1,482.25 |
S2 |
1,468.75 |
1,468.75 |
1,486.50 |
|
S3 |
1,452.25 |
1,462.75 |
1,485.00 |
|
S4 |
1,435.75 |
1,446.25 |
1,480.50 |
|
|
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 |
1,491.50 |
1,456.50 |
35.00 |
2.3% |
13.50 |
0.9% |
94% |
True |
False |
1,452,772 |
10 |
1,491.50 |
1,446.00 |
45.50 |
3.1% |
12.25 |
0.8% |
96% |
True |
False |
1,368,416 |
20 |
1,491.50 |
1,382.25 |
109.25 |
7.3% |
17.25 |
1.2% |
98% |
True |
False |
1,347,915 |
40 |
1,491.50 |
1,376.50 |
115.00 |
7.7% |
16.25 |
1.1% |
98% |
True |
False |
962,581 |
60 |
1,491.50 |
1,333.75 |
157.75 |
10.6% |
17.50 |
1.2% |
99% |
True |
False |
642,803 |
80 |
1,491.50 |
1,333.75 |
157.75 |
10.6% |
17.00 |
1.1% |
99% |
True |
False |
482,593 |
100 |
1,491.50 |
1,333.75 |
157.75 |
10.6% |
16.00 |
1.1% |
99% |
True |
False |
386,177 |
120 |
1,491.50 |
1,333.75 |
157.75 |
10.6% |
14.75 |
1.0% |
99% |
True |
False |
321,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,561.50 |
2.618 |
1,534.75 |
1.618 |
1,518.25 |
1.000 |
1,508.00 |
0.618 |
1,501.75 |
HIGH |
1,491.50 |
0.618 |
1,485.25 |
0.500 |
1,483.25 |
0.382 |
1,481.25 |
LOW |
1,475.00 |
0.618 |
1,464.75 |
1.000 |
1,458.50 |
1.618 |
1,448.25 |
2.618 |
1,431.75 |
4.250 |
1,405.00 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,487.50 |
1,485.00 |
PP |
1,485.25 |
1,480.50 |
S1 |
1,483.25 |
1,476.00 |
|