Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,669.6 |
1,682.0 |
12.4 |
0.7% |
1,658.9 |
High |
1,687.2 |
1,686.8 |
-0.4 |
0.0% |
1,680.7 |
Low |
1,668.6 |
1,675.4 |
6.8 |
0.4% |
1,644.5 |
Close |
1,686.2 |
1,685.4 |
-0.8 |
0.0% |
1,662.8 |
Range |
18.6 |
11.4 |
-7.2 |
-38.7% |
36.2 |
ATR |
20.6 |
19.9 |
-0.7 |
-3.2% |
0.0 |
Volume |
14,667 |
39,315 |
24,648 |
168.1% |
93,684 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.7 |
1,712.5 |
1,691.7 |
|
R3 |
1,705.3 |
1,701.1 |
1,688.5 |
|
R2 |
1,693.9 |
1,693.9 |
1,687.5 |
|
R1 |
1,689.7 |
1,689.7 |
1,686.4 |
1,691.8 |
PP |
1,682.5 |
1,682.5 |
1,682.5 |
1,683.6 |
S1 |
1,678.3 |
1,678.3 |
1,684.4 |
1,680.4 |
S2 |
1,671.1 |
1,671.1 |
1,683.3 |
|
S3 |
1,659.7 |
1,666.9 |
1,682.3 |
|
S4 |
1,648.3 |
1,655.5 |
1,679.1 |
|
|
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 |
1,655.5 |
31.7 |
1.9% |
18.4 |
1.1% |
94% |
False |
False |
24,825 |
10 |
1,692.0 |
1,627.9 |
64.1 |
3.8% |
20.9 |
1.2% |
90% |
False |
False |
20,278 |
20 |
1,706.1 |
1,627.9 |
78.2 |
4.6% |
21.2 |
1.3% |
74% |
False |
False |
12,544 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
18.6 |
1.1% |
44% |
False |
False |
7,630 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
17.7 |
1.1% |
44% |
False |
False |
5,696 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.2 |
1.0% |
33% |
False |
False |
4,515 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.1 |
1.0% |
33% |
False |
False |
3,767 |
120 |
1,801.8 |
1,594.7 |
207.1 |
12.3% |
16.1 |
1.0% |
44% |
False |
False |
3,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,735.3 |
2.618 |
1,716.6 |
1.618 |
1,705.2 |
1.000 |
1,698.2 |
0.618 |
1,693.8 |
HIGH |
1,686.8 |
0.618 |
1,682.4 |
0.500 |
1,681.1 |
0.382 |
1,679.8 |
LOW |
1,675.4 |
0.618 |
1,668.4 |
1.000 |
1,664.0 |
1.618 |
1,657.0 |
2.618 |
1,645.6 |
4.250 |
1,627.0 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,684.0 |
1,681.8 |
PP |
1,682.5 |
1,678.2 |
S1 |
1,681.1 |
1,674.6 |
|