Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,683.6 |
1,689.3 |
5.7 |
0.3% |
1,664.7 |
High |
1,699.9 |
1,696.9 |
-3.0 |
-0.2% |
1,699.9 |
Low |
1,668.6 |
1,685.5 |
16.9 |
1.0% |
1,662.0 |
Close |
1,693.0 |
1,689.2 |
-3.8 |
-0.2% |
1,689.2 |
Range |
31.3 |
11.4 |
-19.9 |
-63.6% |
37.9 |
ATR |
20.7 |
20.0 |
-0.7 |
-3.2% |
0.0 |
Volume |
17,142 |
9,953 |
-7,189 |
-41.9% |
106,011 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.7 |
1,718.4 |
1,695.5 |
|
R3 |
1,713.3 |
1,707.0 |
1,692.3 |
|
R2 |
1,701.9 |
1,701.9 |
1,691.3 |
|
R1 |
1,695.6 |
1,695.6 |
1,690.2 |
1,693.1 |
PP |
1,690.5 |
1,690.5 |
1,690.5 |
1,689.3 |
S1 |
1,684.2 |
1,684.2 |
1,688.2 |
1,681.7 |
S2 |
1,679.1 |
1,679.1 |
1,687.1 |
|
S3 |
1,667.7 |
1,672.8 |
1,686.1 |
|
S4 |
1,656.3 |
1,661.4 |
1,682.9 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.4 |
1,781.2 |
1,710.0 |
|
R3 |
1,759.5 |
1,743.3 |
1,699.6 |
|
R2 |
1,721.6 |
1,721.6 |
1,696.1 |
|
R1 |
1,705.4 |
1,705.4 |
1,692.7 |
1,713.5 |
PP |
1,683.7 |
1,683.7 |
1,683.7 |
1,687.8 |
S1 |
1,667.5 |
1,667.5 |
1,685.7 |
1,675.6 |
S2 |
1,645.8 |
1,645.8 |
1,682.3 |
|
S3 |
1,607.9 |
1,629.6 |
1,678.8 |
|
S4 |
1,570.0 |
1,591.7 |
1,668.4 |
|
|
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 |
1,662.0 |
37.9 |
2.2% |
17.5 |
1.0% |
72% |
False |
False |
21,202 |
10 |
1,699.9 |
1,644.5 |
55.4 |
3.3% |
18.5 |
1.1% |
81% |
False |
False |
19,969 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
20.6 |
1.2% |
85% |
False |
False |
13,373 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
19.0 |
1.1% |
47% |
False |
False |
8,270 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
17.9 |
1.1% |
47% |
False |
False |
6,096 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.4 |
1.0% |
35% |
False |
False |
4,808 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.4 |
1.0% |
35% |
False |
False |
4,032 |
120 |
1,801.8 |
1,594.7 |
207.1 |
12.3% |
16.5 |
1.0% |
46% |
False |
False |
3,444 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,745.4 |
2.618 |
1,726.7 |
1.618 |
1,715.3 |
1.000 |
1,708.3 |
0.618 |
1,703.9 |
HIGH |
1,696.9 |
0.618 |
1,692.5 |
0.500 |
1,691.2 |
0.382 |
1,689.9 |
LOW |
1,685.5 |
0.618 |
1,678.5 |
1.000 |
1,674.1 |
1.618 |
1,667.1 |
2.618 |
1,655.7 |
4.250 |
1,637.1 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,691.2 |
1,687.6 |
PP |
1,690.5 |
1,685.9 |
S1 |
1,689.9 |
1,684.3 |
|