Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,490.50 |
1,483.25 |
-7.25 |
-0.5% |
1,466.75 |
High |
1,491.25 |
1,497.75 |
6.50 |
0.4% |
1,481.00 |
Low |
1,484.50 |
1,482.75 |
-1.75 |
-0.1% |
1,456.50 |
Close |
1,490.25 |
1,491.75 |
1.50 |
0.1% |
1,479.00 |
Range |
6.75 |
15.00 |
8.25 |
122.2% |
24.50 |
ATR |
15.34 |
15.32 |
-0.02 |
-0.2% |
0.00 |
Volume |
1,192,172 |
1,828,454 |
636,282 |
53.4% |
6,957,578 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.75 |
1,528.75 |
1,500.00 |
|
R3 |
1,520.75 |
1,513.75 |
1,496.00 |
|
R2 |
1,505.75 |
1,505.75 |
1,494.50 |
|
R1 |
1,498.75 |
1,498.75 |
1,493.00 |
1,502.25 |
PP |
1,490.75 |
1,490.75 |
1,490.75 |
1,492.50 |
S1 |
1,483.75 |
1,483.75 |
1,490.50 |
1,487.25 |
S2 |
1,475.75 |
1,475.75 |
1,489.00 |
|
S3 |
1,460.75 |
1,468.75 |
1,487.50 |
|
S4 |
1,445.75 |
1,453.75 |
1,483.50 |
|
|
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 |
1,497.75 |
1,460.50 |
37.25 |
2.5% |
13.75 |
0.9% |
84% |
True |
False |
1,545,548 |
10 |
1,497.75 |
1,454.75 |
43.00 |
2.9% |
12.50 |
0.8% |
86% |
True |
False |
1,414,417 |
20 |
1,497.75 |
1,382.25 |
115.50 |
7.7% |
15.50 |
1.0% |
95% |
True |
False |
1,377,397 |
40 |
1,497.75 |
1,376.50 |
121.25 |
8.1% |
16.00 |
1.1% |
95% |
True |
False |
1,037,900 |
60 |
1,497.75 |
1,333.75 |
164.00 |
11.0% |
17.25 |
1.2% |
96% |
True |
False |
693,113 |
80 |
1,497.75 |
1,333.75 |
164.00 |
11.0% |
17.00 |
1.1% |
96% |
True |
False |
520,287 |
100 |
1,497.75 |
1,333.75 |
164.00 |
11.0% |
16.00 |
1.1% |
96% |
True |
False |
416,382 |
120 |
1,497.75 |
1,333.75 |
164.00 |
11.0% |
14.75 |
1.0% |
96% |
True |
False |
347,011 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,561.50 |
2.618 |
1,537.00 |
1.618 |
1,522.00 |
1.000 |
1,512.75 |
0.618 |
1,507.00 |
HIGH |
1,497.75 |
0.618 |
1,492.00 |
0.500 |
1,490.25 |
0.382 |
1,488.50 |
LOW |
1,482.75 |
0.618 |
1,473.50 |
1.000 |
1,467.75 |
1.618 |
1,458.50 |
2.618 |
1,443.50 |
4.250 |
1,419.00 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,491.25 |
1,490.00 |
PP |
1,490.75 |
1,488.25 |
S1 |
1,490.25 |
1,486.50 |
|