Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,495.75 |
1,495.50 |
-0.25 |
0.0% |
1,478.00 |
High |
1,500.00 |
1,505.75 |
5.75 |
0.4% |
1,499.25 |
Low |
1,491.25 |
1,491.00 |
-0.25 |
0.0% |
1,475.00 |
Close |
1,497.00 |
1,505.00 |
8.00 |
0.5% |
1,495.75 |
Range |
8.75 |
14.75 |
6.00 |
68.6% |
24.25 |
ATR |
14.66 |
14.67 |
0.01 |
0.0% |
0.00 |
Volume |
1,206,900 |
1,500,028 |
293,128 |
24.3% |
6,087,268 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,544.75 |
1,539.75 |
1,513.00 |
|
R3 |
1,530.00 |
1,525.00 |
1,509.00 |
|
R2 |
1,515.25 |
1,515.25 |
1,507.75 |
|
R1 |
1,510.25 |
1,510.25 |
1,506.25 |
1,512.75 |
PP |
1,500.50 |
1,500.50 |
1,500.50 |
1,502.00 |
S1 |
1,495.50 |
1,495.50 |
1,503.75 |
1,498.00 |
S2 |
1,485.75 |
1,485.75 |
1,502.25 |
|
S3 |
1,471.00 |
1,480.75 |
1,501.00 |
|
S4 |
1,456.25 |
1,466.00 |
1,497.00 |
|
|
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 |
1,505.75 |
1,482.75 |
23.00 |
1.5% |
11.50 |
0.8% |
97% |
True |
False |
1,463,882 |
10 |
1,505.75 |
1,456.50 |
49.25 |
3.3% |
12.50 |
0.8% |
98% |
True |
False |
1,458,327 |
20 |
1,505.75 |
1,383.50 |
122.25 |
8.1% |
13.75 |
0.9% |
99% |
True |
False |
1,436,820 |
40 |
1,505.75 |
1,382.25 |
123.50 |
8.2% |
15.50 |
1.0% |
99% |
True |
False |
1,144,634 |
60 |
1,505.75 |
1,333.75 |
172.00 |
11.4% |
17.00 |
1.1% |
100% |
True |
False |
764,732 |
80 |
1,505.75 |
1,333.75 |
172.00 |
11.4% |
16.75 |
1.1% |
100% |
True |
False |
573,829 |
100 |
1,505.75 |
1,333.75 |
172.00 |
11.4% |
16.00 |
1.1% |
100% |
True |
False |
459,340 |
120 |
1,505.75 |
1,333.75 |
172.00 |
11.4% |
14.75 |
1.0% |
100% |
True |
False |
382,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,568.50 |
2.618 |
1,544.25 |
1.618 |
1,529.50 |
1.000 |
1,520.50 |
0.618 |
1,514.75 |
HIGH |
1,505.75 |
0.618 |
1,500.00 |
0.500 |
1,498.50 |
0.382 |
1,496.75 |
LOW |
1,491.00 |
0.618 |
1,482.00 |
1.000 |
1,476.25 |
1.618 |
1,467.25 |
2.618 |
1,452.50 |
4.250 |
1,428.25 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,502.75 |
1,502.00 |
PP |
1,500.50 |
1,499.25 |
S1 |
1,498.50 |
1,496.25 |
|