Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,694.3 |
1,686.4 |
-7.9 |
-0.5% |
1,664.7 |
High |
1,696.9 |
1,688.1 |
-8.8 |
-0.5% |
1,699.9 |
Low |
1,685.3 |
1,666.4 |
-18.9 |
-1.1% |
1,662.0 |
Close |
1,688.9 |
1,672.1 |
-16.8 |
-1.0% |
1,689.2 |
Range |
11.6 |
21.7 |
10.1 |
87.1% |
37.9 |
ATR |
18.8 |
19.1 |
0.3 |
1.4% |
0.0 |
Volume |
39,832 |
42,530 |
2,698 |
6.8% |
106,011 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,740.6 |
1,728.1 |
1,684.0 |
|
R3 |
1,718.9 |
1,706.4 |
1,678.1 |
|
R2 |
1,697.2 |
1,697.2 |
1,676.1 |
|
R1 |
1,684.7 |
1,684.7 |
1,674.1 |
1,680.1 |
PP |
1,675.5 |
1,675.5 |
1,675.5 |
1,673.3 |
S1 |
1,663.0 |
1,663.0 |
1,670.1 |
1,658.4 |
S2 |
1,653.8 |
1,653.8 |
1,668.1 |
|
S3 |
1,632.1 |
1,641.3 |
1,666.1 |
|
S4 |
1,610.4 |
1,619.6 |
1,660.2 |
|
|
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 |
1,666.4 |
33.5 |
2.0% |
17.4 |
1.0% |
17% |
False |
True |
27,670 |
10 |
1,699.9 |
1,655.5 |
44.4 |
2.7% |
17.9 |
1.1% |
37% |
False |
False |
26,248 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
19.3 |
1.2% |
61% |
False |
False |
18,055 |
40 |
1,755.9 |
1,627.9 |
128.0 |
7.7% |
19.1 |
1.1% |
35% |
False |
False |
10,883 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
17.9 |
1.1% |
34% |
False |
False |
7,898 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.1 |
1.0% |
25% |
False |
False |
6,156 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.4% |
17.5 |
1.0% |
25% |
False |
False |
5,136 |
120 |
1,801.8 |
1,598.8 |
203.0 |
12.1% |
16.4 |
1.0% |
36% |
False |
False |
4,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.3 |
2.618 |
1,744.9 |
1.618 |
1,723.2 |
1.000 |
1,709.8 |
0.618 |
1,701.5 |
HIGH |
1,688.1 |
0.618 |
1,679.8 |
0.500 |
1,677.3 |
0.382 |
1,674.7 |
LOW |
1,666.4 |
0.618 |
1,653.0 |
1.000 |
1,644.7 |
1.618 |
1,631.3 |
2.618 |
1,609.6 |
4.250 |
1,574.2 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,677.3 |
1,682.2 |
PP |
1,675.5 |
1,678.8 |
S1 |
1,673.8 |
1,675.5 |
|