Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,505.00 |
1,494.25 |
-10.75 |
-0.7% |
1,478.00 |
High |
1,506.00 |
1,500.00 |
-6.00 |
-0.4% |
1,499.25 |
Low |
1,493.50 |
1,491.25 |
-2.25 |
-0.2% |
1,475.00 |
Close |
1,495.25 |
1,493.25 |
-2.00 |
-0.1% |
1,495.75 |
Range |
12.50 |
8.75 |
-3.75 |
-30.0% |
24.25 |
ATR |
14.51 |
14.10 |
-0.41 |
-2.8% |
0.00 |
Volume |
1,798,387 |
1,639,166 |
-159,221 |
-8.9% |
6,087,268 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,521.00 |
1,516.00 |
1,498.00 |
|
R3 |
1,512.25 |
1,507.25 |
1,495.75 |
|
R2 |
1,503.50 |
1,503.50 |
1,494.75 |
|
R1 |
1,498.50 |
1,498.50 |
1,494.00 |
1,496.50 |
PP |
1,494.75 |
1,494.75 |
1,494.75 |
1,494.00 |
S1 |
1,489.75 |
1,489.75 |
1,492.50 |
1,488.00 |
S2 |
1,486.00 |
1,486.00 |
1,491.75 |
|
S3 |
1,477.25 |
1,481.00 |
1,490.75 |
|
S4 |
1,468.50 |
1,472.25 |
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 |
1,486.75 |
19.25 |
1.3% |
11.50 |
0.8% |
34% |
False |
False |
1,547,267 |
10 |
1,506.00 |
1,460.50 |
45.50 |
3.0% |
12.50 |
0.8% |
72% |
False |
False |
1,546,407 |
20 |
1,506.00 |
1,446.00 |
60.00 |
4.0% |
11.75 |
0.8% |
79% |
False |
False |
1,437,699 |
40 |
1,506.00 |
1,382.25 |
123.75 |
8.3% |
15.50 |
1.0% |
90% |
False |
False |
1,230,204 |
60 |
1,506.00 |
1,333.75 |
172.25 |
11.5% |
16.50 |
1.1% |
93% |
False |
False |
821,940 |
80 |
1,506.00 |
1,333.75 |
172.25 |
11.5% |
16.75 |
1.1% |
93% |
False |
False |
616,778 |
100 |
1,506.00 |
1,333.75 |
172.25 |
11.5% |
16.00 |
1.1% |
93% |
False |
False |
493,697 |
120 |
1,506.00 |
1,333.75 |
172.25 |
11.5% |
15.00 |
1.0% |
93% |
False |
False |
411,478 |
|
|
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 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,495.50 |
1,498.50 |
PP |
1,494.75 |
1,496.75 |
S1 |
1,494.00 |
1,495.00 |
|