Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,677.1 |
1,664.7 |
-12.4 |
-0.7% |
1,658.9 |
High |
1,678.9 |
1,676.8 |
-2.1 |
-0.1% |
1,680.7 |
Low |
1,655.5 |
1,662.0 |
6.5 |
0.4% |
1,644.5 |
Close |
1,662.8 |
1,671.6 |
8.8 |
0.5% |
1,662.8 |
Range |
23.4 |
14.8 |
-8.6 |
-36.8% |
36.2 |
ATR |
21.2 |
20.7 |
-0.5 |
-2.1% |
0.0 |
Volume |
21,532 |
24,934 |
3,402 |
15.8% |
93,684 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,714.5 |
1,707.9 |
1,679.7 |
|
R3 |
1,699.7 |
1,693.1 |
1,675.7 |
|
R2 |
1,684.9 |
1,684.9 |
1,674.3 |
|
R1 |
1,678.3 |
1,678.3 |
1,673.0 |
1,681.6 |
PP |
1,670.1 |
1,670.1 |
1,670.1 |
1,671.8 |
S1 |
1,663.5 |
1,663.5 |
1,670.2 |
1,666.8 |
S2 |
1,655.3 |
1,655.3 |
1,668.9 |
|
S3 |
1,640.5 |
1,648.7 |
1,667.5 |
|
S4 |
1,625.7 |
1,633.9 |
1,663.5 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,771.3 |
1,753.2 |
1,682.7 |
|
R3 |
1,735.1 |
1,717.0 |
1,672.8 |
|
R2 |
1,698.9 |
1,698.9 |
1,669.4 |
|
R1 |
1,680.8 |
1,680.8 |
1,666.1 |
1,689.9 |
PP |
1,662.7 |
1,662.7 |
1,662.7 |
1,667.2 |
S1 |
1,644.6 |
1,644.6 |
1,659.5 |
1,653.7 |
S2 |
1,626.5 |
1,626.5 |
1,656.2 |
|
S3 |
1,590.3 |
1,608.4 |
1,652.8 |
|
S4 |
1,554.1 |
1,572.2 |
1,642.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,680.7 |
1,649.0 |
31.7 |
1.9% |
18.5 |
1.1% |
71% |
False |
False |
20,483 |
10 |
1,697.2 |
1,627.9 |
69.3 |
4.1% |
22.7 |
1.4% |
63% |
False |
False |
15,809 |
20 |
1,706.1 |
1,627.9 |
78.2 |
4.7% |
20.7 |
1.2% |
56% |
False |
False |
10,261 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
18.6 |
1.1% |
34% |
False |
False |
6,415 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
17.8 |
1.1% |
34% |
False |
False |
4,812 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.2 |
1.0% |
25% |
False |
False |
3,862 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.1 |
1.0% |
25% |
False |
False |
3,237 |
120 |
1,801.8 |
1,594.7 |
207.1 |
12.4% |
16.1 |
1.0% |
37% |
False |
False |
2,783 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,739.7 |
2.618 |
1,715.5 |
1.618 |
1,700.7 |
1.000 |
1,691.6 |
0.618 |
1,685.9 |
HIGH |
1,676.8 |
0.618 |
1,671.1 |
0.500 |
1,669.4 |
0.382 |
1,667.7 |
LOW |
1,662.0 |
0.618 |
1,652.9 |
1.000 |
1,647.2 |
1.618 |
1,638.1 |
2.618 |
1,623.3 |
4.250 |
1,599.1 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,670.9 |
1,670.4 |
PP |
1,670.1 |
1,669.3 |
S1 |
1,669.4 |
1,668.1 |
|