Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,664.7 |
1,669.6 |
4.9 |
0.3% |
1,658.9 |
High |
1,676.8 |
1,687.2 |
10.4 |
0.6% |
1,680.7 |
Low |
1,662.0 |
1,668.6 |
6.6 |
0.4% |
1,644.5 |
Close |
1,671.6 |
1,686.2 |
14.6 |
0.9% |
1,662.8 |
Range |
14.8 |
18.6 |
3.8 |
25.7% |
36.2 |
ATR |
20.7 |
20.6 |
-0.2 |
-0.7% |
0.0 |
Volume |
24,934 |
14,667 |
-10,267 |
-41.2% |
93,684 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,736.5 |
1,729.9 |
1,696.4 |
|
R3 |
1,717.9 |
1,711.3 |
1,691.3 |
|
R2 |
1,699.3 |
1,699.3 |
1,689.6 |
|
R1 |
1,692.7 |
1,692.7 |
1,687.9 |
1,696.0 |
PP |
1,680.7 |
1,680.7 |
1,680.7 |
1,682.3 |
S1 |
1,674.1 |
1,674.1 |
1,684.5 |
1,677.4 |
S2 |
1,662.1 |
1,662.1 |
1,682.8 |
|
S3 |
1,643.5 |
1,655.5 |
1,681.1 |
|
S4 |
1,624.9 |
1,636.9 |
1,676.0 |
|
|
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 |
1,687.2 |
1,653.5 |
33.7 |
2.0% |
19.0 |
1.1% |
97% |
True |
False |
20,670 |
10 |
1,697.2 |
1,627.9 |
69.3 |
4.1% |
22.2 |
1.3% |
84% |
False |
False |
16,938 |
20 |
1,706.1 |
1,627.9 |
78.2 |
4.6% |
21.3 |
1.3% |
75% |
False |
False |
10,811 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
18.5 |
1.1% |
45% |
False |
False |
6,724 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
18.0 |
1.1% |
45% |
False |
False |
5,047 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.3 |
1.0% |
34% |
False |
False |
4,034 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.1 |
1.0% |
34% |
False |
False |
3,376 |
120 |
1,801.8 |
1,594.7 |
207.1 |
12.3% |
16.1 |
1.0% |
44% |
False |
False |
2,903 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,766.3 |
2.618 |
1,735.9 |
1.618 |
1,717.3 |
1.000 |
1,705.8 |
0.618 |
1,698.7 |
HIGH |
1,687.2 |
0.618 |
1,680.1 |
0.500 |
1,677.9 |
0.382 |
1,675.7 |
LOW |
1,668.6 |
0.618 |
1,657.1 |
1.000 |
1,650.0 |
1.618 |
1,638.5 |
2.618 |
1,619.9 |
4.250 |
1,589.6 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,683.4 |
1,681.3 |
PP |
1,680.7 |
1,676.3 |
S1 |
1,677.9 |
1,671.4 |
|