Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,478.00 |
1,490.50 |
12.50 |
0.8% |
1,466.75 |
High |
1,491.50 |
1,491.25 |
-0.25 |
0.0% |
1,481.00 |
Low |
1,475.00 |
1,484.50 |
9.50 |
0.6% |
1,456.50 |
Close |
1,489.50 |
1,490.25 |
0.75 |
0.1% |
1,479.00 |
Range |
16.50 |
6.75 |
-9.75 |
-59.1% |
24.50 |
ATR |
16.00 |
15.34 |
-0.66 |
-4.1% |
0.00 |
Volume |
1,474,784 |
1,192,172 |
-282,612 |
-19.2% |
6,957,578 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,509.00 |
1,506.25 |
1,494.00 |
|
R3 |
1,502.25 |
1,499.50 |
1,492.00 |
|
R2 |
1,495.50 |
1,495.50 |
1,491.50 |
|
R1 |
1,492.75 |
1,492.75 |
1,490.75 |
1,490.75 |
PP |
1,488.75 |
1,488.75 |
1,488.75 |
1,487.50 |
S1 |
1,486.00 |
1,486.00 |
1,489.75 |
1,484.00 |
S2 |
1,482.00 |
1,482.00 |
1,489.00 |
|
S3 |
1,475.25 |
1,479.25 |
1,488.50 |
|
S4 |
1,468.50 |
1,472.50 |
1,486.50 |
|
|
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 |
1,460.00 |
31.50 |
2.1% |
12.50 |
0.8% |
96% |
False |
False |
1,426,395 |
10 |
1,491.50 |
1,451.25 |
40.25 |
2.7% |
11.75 |
0.8% |
97% |
False |
False |
1,350,934 |
20 |
1,491.50 |
1,382.25 |
109.25 |
7.3% |
15.00 |
1.0% |
99% |
False |
False |
1,301,881 |
40 |
1,491.50 |
1,376.50 |
115.00 |
7.7% |
15.75 |
1.1% |
99% |
False |
False |
992,281 |
60 |
1,491.50 |
1,333.75 |
157.75 |
10.6% |
17.25 |
1.2% |
99% |
False |
False |
662,656 |
80 |
1,491.50 |
1,333.75 |
157.75 |
10.6% |
17.00 |
1.1% |
99% |
False |
False |
497,481 |
100 |
1,491.50 |
1,333.75 |
157.75 |
10.6% |
16.00 |
1.1% |
99% |
False |
False |
398,098 |
120 |
1,491.50 |
1,333.75 |
157.75 |
10.6% |
14.75 |
1.0% |
99% |
False |
False |
331,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,520.00 |
2.618 |
1,509.00 |
1.618 |
1,502.25 |
1.000 |
1,498.00 |
0.618 |
1,495.50 |
HIGH |
1,491.25 |
0.618 |
1,488.75 |
0.500 |
1,488.00 |
0.382 |
1,487.00 |
LOW |
1,484.50 |
0.618 |
1,480.25 |
1.000 |
1,477.75 |
1.618 |
1,473.50 |
2.618 |
1,466.75 |
4.250 |
1,455.75 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,489.50 |
1,487.25 |
PP |
1,488.75 |
1,484.00 |
S1 |
1,488.00 |
1,481.00 |
|