Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,495.50 |
1,505.00 |
9.50 |
0.6% |
1,478.00 |
High |
1,505.75 |
1,506.00 |
0.25 |
0.0% |
1,499.25 |
Low |
1,491.00 |
1,493.50 |
2.50 |
0.2% |
1,475.00 |
Close |
1,505.00 |
1,495.25 |
-9.75 |
-0.6% |
1,495.75 |
Range |
14.75 |
12.50 |
-2.25 |
-15.3% |
24.25 |
ATR |
14.67 |
14.51 |
-0.15 |
-1.1% |
0.00 |
Volume |
1,500,028 |
1,798,387 |
298,359 |
19.9% |
6,087,268 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,535.75 |
1,528.00 |
1,502.00 |
|
R3 |
1,523.25 |
1,515.50 |
1,498.75 |
|
R2 |
1,510.75 |
1,510.75 |
1,497.50 |
|
R1 |
1,503.00 |
1,503.00 |
1,496.50 |
1,500.50 |
PP |
1,498.25 |
1,498.25 |
1,498.25 |
1,497.00 |
S1 |
1,490.50 |
1,490.50 |
1,494.00 |
1,488.00 |
S2 |
1,485.75 |
1,485.75 |
1,493.00 |
|
S3 |
1,473.25 |
1,478.00 |
1,491.75 |
|
S4 |
1,460.75 |
1,465.50 |
1,488.50 |
|
|
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 |
1,506.00 |
1,482.75 |
23.25 |
1.6% |
12.75 |
0.8% |
54% |
True |
False |
1,585,125 |
10 |
1,506.00 |
1,460.00 |
46.00 |
3.1% |
12.50 |
0.8% |
77% |
True |
False |
1,505,760 |
20 |
1,506.00 |
1,438.25 |
67.75 |
4.5% |
12.25 |
0.8% |
84% |
True |
False |
1,452,729 |
40 |
1,506.00 |
1,382.25 |
123.75 |
8.3% |
15.75 |
1.0% |
91% |
True |
False |
1,189,387 |
60 |
1,506.00 |
1,333.75 |
172.25 |
11.5% |
16.75 |
1.1% |
94% |
True |
False |
794,637 |
80 |
1,506.00 |
1,333.75 |
172.25 |
11.5% |
16.75 |
1.1% |
94% |
True |
False |
596,297 |
100 |
1,506.00 |
1,333.75 |
172.25 |
11.5% |
16.00 |
1.1% |
94% |
True |
False |
477,323 |
120 |
1,506.00 |
1,333.75 |
172.25 |
11.5% |
14.75 |
1.0% |
94% |
True |
False |
397,819 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,559.00 |
2.618 |
1,538.75 |
1.618 |
1,526.25 |
1.000 |
1,518.50 |
0.618 |
1,513.75 |
HIGH |
1,506.00 |
0.618 |
1,501.25 |
0.500 |
1,499.75 |
0.382 |
1,498.25 |
LOW |
1,493.50 |
0.618 |
1,485.75 |
1.000 |
1,481.00 |
1.618 |
1,473.25 |
2.618 |
1,460.75 |
4.250 |
1,440.50 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,499.75 |
1,498.50 |
PP |
1,498.25 |
1,497.50 |
S1 |
1,496.75 |
1,496.25 |
|