Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,669.4 |
1,660.9 |
-8.5 |
-0.5% |
1,688.2 |
High |
1,673.8 |
1,663.6 |
-10.2 |
-0.6% |
1,698.0 |
Low |
1,657.3 |
1,653.2 |
-4.1 |
-0.2% |
1,657.3 |
Close |
1,658.8 |
1,655.0 |
-3.8 |
-0.2% |
1,658.8 |
Range |
16.5 |
10.4 |
-6.1 |
-37.0% |
40.7 |
ATR |
18.9 |
18.3 |
-0.6 |
-3.2% |
0.0 |
Volume |
36,281 |
98,398 |
62,117 |
171.2% |
147,538 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.5 |
1,682.1 |
1,660.7 |
|
R3 |
1,678.1 |
1,671.7 |
1,657.9 |
|
R2 |
1,667.7 |
1,667.7 |
1,656.9 |
|
R1 |
1,661.3 |
1,661.3 |
1,656.0 |
1,659.3 |
PP |
1,657.3 |
1,657.3 |
1,657.3 |
1,656.3 |
S1 |
1,650.9 |
1,650.9 |
1,654.0 |
1,648.9 |
S2 |
1,646.9 |
1,646.9 |
1,653.1 |
|
S3 |
1,636.5 |
1,640.5 |
1,652.1 |
|
S4 |
1,626.1 |
1,630.1 |
1,649.3 |
|
|
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 |
1,653.2 |
44.8 |
2.7% |
14.2 |
0.9% |
4% |
False |
True |
49,187 |
10 |
1,699.9 |
1,653.2 |
46.7 |
2.8% |
15.9 |
1.0% |
4% |
False |
True |
35,194 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.4% |
19.1 |
1.2% |
38% |
False |
False |
24,634 |
40 |
1,735.6 |
1,627.9 |
107.7 |
6.5% |
18.5 |
1.1% |
25% |
False |
False |
14,021 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
18.1 |
1.1% |
21% |
False |
False |
10,126 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.0 |
1.0% |
16% |
False |
False |
7,813 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.2 |
1.0% |
16% |
False |
False |
6,475 |
120 |
1,801.8 |
1,598.8 |
203.0 |
12.3% |
16.6 |
1.0% |
28% |
False |
False |
5,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,707.8 |
2.618 |
1,690.8 |
1.618 |
1,680.4 |
1.000 |
1,674.0 |
0.618 |
1,670.0 |
HIGH |
1,663.6 |
0.618 |
1,659.6 |
0.500 |
1,658.4 |
0.382 |
1,657.2 |
LOW |
1,653.2 |
0.618 |
1,646.8 |
1.000 |
1,642.8 |
1.618 |
1,636.4 |
2.618 |
1,626.0 |
4.250 |
1,609.0 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,658.4 |
1,670.7 |
PP |
1,657.3 |
1,665.4 |
S1 |
1,656.1 |
1,660.2 |
|