Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,686.4 |
1,669.4 |
-17.0 |
-1.0% |
1,688.2 |
High |
1,688.1 |
1,673.8 |
-14.3 |
-0.8% |
1,698.0 |
Low |
1,666.4 |
1,657.3 |
-9.1 |
-0.5% |
1,657.3 |
Close |
1,672.1 |
1,658.8 |
-13.3 |
-0.8% |
1,658.8 |
Range |
21.7 |
16.5 |
-5.2 |
-24.0% |
40.7 |
ATR |
19.1 |
18.9 |
-0.2 |
-1.0% |
0.0 |
Volume |
42,530 |
36,281 |
-6,249 |
-14.7% |
147,538 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.8 |
1,702.3 |
1,667.9 |
|
R3 |
1,696.3 |
1,685.8 |
1,663.3 |
|
R2 |
1,679.8 |
1,679.8 |
1,661.8 |
|
R1 |
1,669.3 |
1,669.3 |
1,660.3 |
1,666.3 |
PP |
1,663.3 |
1,663.3 |
1,663.3 |
1,661.8 |
S1 |
1,652.8 |
1,652.8 |
1,657.3 |
1,649.8 |
S2 |
1,646.8 |
1,646.8 |
1,655.8 |
|
S3 |
1,630.3 |
1,636.3 |
1,654.3 |
|
S4 |
1,613.8 |
1,619.8 |
1,649.7 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,793.5 |
1,766.8 |
1,681.2 |
|
R3 |
1,752.8 |
1,726.1 |
1,670.0 |
|
R2 |
1,712.1 |
1,712.1 |
1,666.3 |
|
R1 |
1,685.4 |
1,685.4 |
1,662.5 |
1,678.4 |
PP |
1,671.4 |
1,671.4 |
1,671.4 |
1,667.9 |
S1 |
1,644.7 |
1,644.7 |
1,655.1 |
1,637.7 |
S2 |
1,630.7 |
1,630.7 |
1,651.3 |
|
S3 |
1,590.0 |
1,604.0 |
1,647.6 |
|
S4 |
1,549.3 |
1,563.3 |
1,636.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,698.0 |
1,657.3 |
40.7 |
2.5% |
14.4 |
0.9% |
4% |
False |
True |
31,498 |
10 |
1,699.9 |
1,655.5 |
44.4 |
2.7% |
17.2 |
1.0% |
7% |
False |
False |
27,508 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
19.2 |
1.2% |
43% |
False |
False |
19,798 |
40 |
1,747.1 |
1,627.9 |
119.2 |
7.2% |
19.2 |
1.2% |
26% |
False |
False |
11,683 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
18.1 |
1.1% |
24% |
False |
False |
8,490 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.0 |
1.0% |
18% |
False |
False |
6,599 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.2 |
1.0% |
18% |
False |
False |
5,496 |
120 |
1,801.8 |
1,598.8 |
203.0 |
12.2% |
16.5 |
1.0% |
30% |
False |
False |
4,645 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,743.9 |
2.618 |
1,717.0 |
1.618 |
1,700.5 |
1.000 |
1,690.3 |
0.618 |
1,684.0 |
HIGH |
1,673.8 |
0.618 |
1,667.5 |
0.500 |
1,665.6 |
0.382 |
1,663.6 |
LOW |
1,657.3 |
0.618 |
1,647.1 |
1.000 |
1,640.8 |
1.618 |
1,630.6 |
2.618 |
1,614.1 |
4.250 |
1,587.2 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,665.6 |
1,677.1 |
PP |
1,663.3 |
1,671.0 |
S1 |
1,661.1 |
1,664.9 |
|