Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,487.75 |
1,495.75 |
8.00 |
0.5% |
1,478.00 |
High |
1,499.25 |
1,500.00 |
0.75 |
0.1% |
1,499.25 |
Low |
1,486.75 |
1,491.25 |
4.50 |
0.3% |
1,475.00 |
Close |
1,495.75 |
1,497.00 |
1.25 |
0.1% |
1,495.75 |
Range |
12.50 |
8.75 |
-3.75 |
-30.0% |
24.25 |
ATR |
15.12 |
14.66 |
-0.45 |
-3.0% |
0.00 |
Volume |
1,591,858 |
1,206,900 |
-384,958 |
-24.2% |
6,087,268 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.25 |
1,518.50 |
1,501.75 |
|
R3 |
1,513.50 |
1,509.75 |
1,499.50 |
|
R2 |
1,504.75 |
1,504.75 |
1,498.50 |
|
R1 |
1,501.00 |
1,501.00 |
1,497.75 |
1,503.00 |
PP |
1,496.00 |
1,496.00 |
1,496.00 |
1,497.00 |
S1 |
1,492.25 |
1,492.25 |
1,496.25 |
1,494.00 |
S2 |
1,487.25 |
1,487.25 |
1,495.50 |
|
S3 |
1,478.50 |
1,483.50 |
1,494.50 |
|
S4 |
1,469.75 |
1,474.75 |
1,492.25 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,562.75 |
1,553.50 |
1,509.00 |
|
R3 |
1,538.50 |
1,529.25 |
1,502.50 |
|
R2 |
1,514.25 |
1,514.25 |
1,500.25 |
|
R1 |
1,505.00 |
1,505.00 |
1,498.00 |
1,509.50 |
PP |
1,490.00 |
1,490.00 |
1,490.00 |
1,492.25 |
S1 |
1,480.75 |
1,480.75 |
1,493.50 |
1,485.50 |
S2 |
1,465.75 |
1,465.75 |
1,491.25 |
|
S3 |
1,441.50 |
1,456.50 |
1,489.00 |
|
S4 |
1,417.25 |
1,432.25 |
1,482.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,500.00 |
1,475.00 |
25.00 |
1.7% |
12.00 |
0.8% |
88% |
True |
False |
1,458,833 |
10 |
1,500.00 |
1,456.50 |
43.50 |
2.9% |
12.25 |
0.8% |
93% |
True |
False |
1,425,174 |
20 |
1,500.00 |
1,382.25 |
117.75 |
7.9% |
14.75 |
1.0% |
97% |
True |
False |
1,414,911 |
40 |
1,500.00 |
1,382.25 |
117.75 |
7.9% |
15.50 |
1.0% |
97% |
True |
False |
1,107,576 |
60 |
1,500.00 |
1,333.75 |
166.25 |
11.1% |
17.00 |
1.1% |
98% |
True |
False |
739,735 |
80 |
1,500.00 |
1,333.75 |
166.25 |
11.1% |
16.75 |
1.1% |
98% |
True |
False |
555,141 |
100 |
1,500.00 |
1,333.75 |
166.25 |
11.1% |
16.00 |
1.1% |
98% |
True |
False |
444,341 |
120 |
1,500.00 |
1,333.75 |
166.25 |
11.1% |
14.75 |
1.0% |
98% |
True |
False |
370,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,537.25 |
2.618 |
1,523.00 |
1.618 |
1,514.25 |
1.000 |
1,508.75 |
0.618 |
1,505.50 |
HIGH |
1,500.00 |
0.618 |
1,496.75 |
0.500 |
1,495.50 |
0.382 |
1,494.50 |
LOW |
1,491.25 |
0.618 |
1,485.75 |
1.000 |
1,482.50 |
1.618 |
1,477.00 |
2.618 |
1,468.25 |
4.250 |
1,454.00 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,496.50 |
1,495.00 |
PP |
1,496.00 |
1,493.25 |
S1 |
1,495.50 |
1,491.50 |
|