Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,689.3 |
1,688.2 |
-1.1 |
-0.1% |
1,664.7 |
High |
1,696.9 |
1,698.0 |
1.1 |
0.1% |
1,699.9 |
Low |
1,685.5 |
1,687.0 |
1.5 |
0.1% |
1,662.0 |
Close |
1,689.2 |
1,695.4 |
6.2 |
0.4% |
1,689.2 |
Range |
11.4 |
11.0 |
-0.4 |
-3.5% |
37.9 |
ATR |
20.0 |
19.4 |
-0.6 |
-3.2% |
0.0 |
Volume |
9,953 |
28,895 |
18,942 |
190.3% |
106,011 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.5 |
1,721.9 |
1,701.5 |
|
R3 |
1,715.5 |
1,710.9 |
1,698.4 |
|
R2 |
1,704.5 |
1,704.5 |
1,697.4 |
|
R1 |
1,699.9 |
1,699.9 |
1,696.4 |
1,702.2 |
PP |
1,693.5 |
1,693.5 |
1,693.5 |
1,694.6 |
S1 |
1,688.9 |
1,688.9 |
1,694.4 |
1,691.2 |
S2 |
1,682.5 |
1,682.5 |
1,693.4 |
|
S3 |
1,671.5 |
1,677.9 |
1,692.4 |
|
S4 |
1,660.5 |
1,666.9 |
1,689.4 |
|
|
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 |
1,668.6 |
31.3 |
1.8% |
16.7 |
1.0% |
86% |
False |
False |
21,994 |
10 |
1,699.9 |
1,649.0 |
50.9 |
3.0% |
17.6 |
1.0% |
91% |
False |
False |
21,239 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.2% |
19.4 |
1.1% |
94% |
False |
False |
14,224 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
19.0 |
1.1% |
52% |
False |
False |
8,925 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
17.8 |
1.1% |
52% |
False |
False |
6,569 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.2 |
1.0% |
39% |
False |
False |
5,159 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.4 |
1.0% |
39% |
False |
False |
4,319 |
120 |
1,801.8 |
1,594.7 |
207.1 |
12.2% |
16.5 |
1.0% |
49% |
False |
False |
3,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.8 |
2.618 |
1,726.8 |
1.618 |
1,715.8 |
1.000 |
1,709.0 |
0.618 |
1,704.8 |
HIGH |
1,698.0 |
0.618 |
1,693.8 |
0.500 |
1,692.5 |
0.382 |
1,691.2 |
LOW |
1,687.0 |
0.618 |
1,680.2 |
1.000 |
1,676.0 |
1.618 |
1,669.2 |
2.618 |
1,658.2 |
4.250 |
1,640.3 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,694.4 |
1,691.7 |
PP |
1,693.5 |
1,688.0 |
S1 |
1,692.5 |
1,684.3 |
|