Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,682.0 |
1,683.6 |
1.6 |
0.1% |
1,658.9 |
High |
1,686.8 |
1,699.9 |
13.1 |
0.8% |
1,680.7 |
Low |
1,675.4 |
1,668.6 |
-6.8 |
-0.4% |
1,644.5 |
Close |
1,685.4 |
1,693.0 |
7.6 |
0.5% |
1,662.8 |
Range |
11.4 |
31.3 |
19.9 |
174.6% |
36.2 |
ATR |
19.9 |
20.7 |
0.8 |
4.1% |
0.0 |
Volume |
39,315 |
17,142 |
-22,173 |
-56.4% |
93,684 |
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.1 |
1,768.3 |
1,710.2 |
|
R3 |
1,749.8 |
1,737.0 |
1,701.6 |
|
R2 |
1,718.5 |
1,718.5 |
1,698.7 |
|
R1 |
1,705.7 |
1,705.7 |
1,695.9 |
1,712.1 |
PP |
1,687.2 |
1,687.2 |
1,687.2 |
1,690.4 |
S1 |
1,674.4 |
1,674.4 |
1,690.1 |
1,680.8 |
S2 |
1,655.9 |
1,655.9 |
1,687.3 |
|
S3 |
1,624.6 |
1,643.1 |
1,684.4 |
|
S4 |
1,593.3 |
1,611.8 |
1,675.8 |
|
|
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 |
1,699.9 |
1,655.5 |
44.4 |
2.6% |
19.9 |
1.2% |
84% |
True |
False |
23,518 |
10 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
21.2 |
1.3% |
90% |
True |
False |
20,952 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
20.7 |
1.2% |
90% |
True |
False |
13,226 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
19.0 |
1.1% |
50% |
False |
False |
8,029 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
18.0 |
1.1% |
50% |
False |
False |
5,949 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.4 |
1.0% |
37% |
False |
False |
4,707 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.3 |
1.0% |
37% |
False |
False |
3,933 |
120 |
1,801.8 |
1,594.7 |
207.1 |
12.2% |
16.4 |
1.0% |
47% |
False |
False |
3,364 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,832.9 |
2.618 |
1,781.8 |
1.618 |
1,750.5 |
1.000 |
1,731.2 |
0.618 |
1,719.2 |
HIGH |
1,699.9 |
0.618 |
1,687.9 |
0.500 |
1,684.3 |
0.382 |
1,680.6 |
LOW |
1,668.6 |
0.618 |
1,649.3 |
1.000 |
1,637.3 |
1.618 |
1,618.0 |
2.618 |
1,586.7 |
4.250 |
1,535.6 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,690.1 |
1,690.1 |
PP |
1,687.2 |
1,687.2 |
S1 |
1,684.3 |
1,684.3 |
|