Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,688.2 |
1,694.3 |
6.1 |
0.4% |
1,664.7 |
High |
1,698.0 |
1,696.9 |
-1.1 |
-0.1% |
1,699.9 |
Low |
1,687.0 |
1,685.3 |
-1.7 |
-0.1% |
1,662.0 |
Close |
1,695.4 |
1,688.9 |
-6.5 |
-0.4% |
1,689.2 |
Range |
11.0 |
11.6 |
0.6 |
5.5% |
37.9 |
ATR |
19.4 |
18.8 |
-0.6 |
-2.9% |
0.0 |
Volume |
28,895 |
39,832 |
10,937 |
37.9% |
106,011 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.2 |
1,718.6 |
1,695.3 |
|
R3 |
1,713.6 |
1,707.0 |
1,692.1 |
|
R2 |
1,702.0 |
1,702.0 |
1,691.0 |
|
R1 |
1,695.4 |
1,695.4 |
1,690.0 |
1,692.9 |
PP |
1,690.4 |
1,690.4 |
1,690.4 |
1,689.1 |
S1 |
1,683.8 |
1,683.8 |
1,687.8 |
1,681.3 |
S2 |
1,678.8 |
1,678.8 |
1,686.8 |
|
S3 |
1,667.2 |
1,672.2 |
1,685.7 |
|
S4 |
1,655.6 |
1,660.6 |
1,682.5 |
|
|
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 |
1.9% |
15.3 |
0.9% |
65% |
False |
False |
27,027 |
10 |
1,699.9 |
1,653.5 |
46.4 |
2.7% |
17.2 |
1.0% |
76% |
False |
False |
23,848 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
18.8 |
1.1% |
85% |
False |
False |
16,071 |
40 |
1,756.2 |
1,627.9 |
128.3 |
7.6% |
18.7 |
1.1% |
48% |
False |
False |
9,839 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
17.8 |
1.1% |
47% |
False |
False |
7,213 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.0 |
1.0% |
35% |
False |
False |
5,637 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.4 |
1.0% |
35% |
False |
False |
4,716 |
120 |
1,801.8 |
1,594.7 |
207.1 |
12.3% |
16.4 |
1.0% |
45% |
False |
False |
4,016 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,746.2 |
2.618 |
1,727.3 |
1.618 |
1,715.7 |
1.000 |
1,708.5 |
0.618 |
1,704.1 |
HIGH |
1,696.9 |
0.618 |
1,692.5 |
0.500 |
1,691.1 |
0.382 |
1,689.7 |
LOW |
1,685.3 |
0.618 |
1,678.1 |
1.000 |
1,673.7 |
1.618 |
1,666.5 |
2.618 |
1,654.9 |
4.250 |
1,636.0 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,691.1 |
1,691.7 |
PP |
1,690.4 |
1,690.7 |
S1 |
1,689.6 |
1,689.8 |
|