Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,660.9 |
1,656.0 |
-4.9 |
-0.3% |
1,688.2 |
High |
1,663.6 |
1,667.1 |
3.5 |
0.2% |
1,698.0 |
Low |
1,653.2 |
1,655.6 |
2.4 |
0.1% |
1,657.3 |
Close |
1,655.0 |
1,662.7 |
7.7 |
0.5% |
1,658.8 |
Range |
10.4 |
11.5 |
1.1 |
10.6% |
40.7 |
ATR |
18.3 |
17.9 |
-0.4 |
-2.4% |
0.0 |
Volume |
98,398 |
118,271 |
19,873 |
20.2% |
147,538 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,696.3 |
1,691.0 |
1,669.0 |
|
R3 |
1,684.8 |
1,679.5 |
1,665.9 |
|
R2 |
1,673.3 |
1,673.3 |
1,664.8 |
|
R1 |
1,668.0 |
1,668.0 |
1,663.8 |
1,670.7 |
PP |
1,661.8 |
1,661.8 |
1,661.8 |
1,663.1 |
S1 |
1,656.5 |
1,656.5 |
1,661.6 |
1,659.2 |
S2 |
1,650.3 |
1,650.3 |
1,660.6 |
|
S3 |
1,638.8 |
1,645.0 |
1,659.5 |
|
S4 |
1,627.3 |
1,633.5 |
1,656.4 |
|
|
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 |
1,696.9 |
1,653.2 |
43.7 |
2.6% |
14.3 |
0.9% |
22% |
False |
False |
67,062 |
10 |
1,699.9 |
1,653.2 |
46.7 |
2.8% |
15.5 |
0.9% |
20% |
False |
False |
44,528 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
19.1 |
1.1% |
48% |
False |
False |
30,169 |
40 |
1,735.6 |
1,627.9 |
107.7 |
6.5% |
18.6 |
1.1% |
32% |
False |
False |
16,826 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
18.1 |
1.1% |
27% |
False |
False |
12,090 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.1 |
1.0% |
20% |
False |
False |
9,286 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.3 |
1.0% |
20% |
False |
False |
7,645 |
120 |
1,801.8 |
1,598.8 |
203.0 |
12.2% |
16.7 |
1.0% |
31% |
False |
False |
6,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.0 |
2.618 |
1,697.2 |
1.618 |
1,685.7 |
1.000 |
1,678.6 |
0.618 |
1,674.2 |
HIGH |
1,667.1 |
0.618 |
1,662.7 |
0.500 |
1,661.4 |
0.382 |
1,660.0 |
LOW |
1,655.6 |
0.618 |
1,648.5 |
1.000 |
1,644.1 |
1.618 |
1,637.0 |
2.618 |
1,625.5 |
4.250 |
1,606.7 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,662.3 |
1,663.5 |
PP |
1,661.8 |
1,663.2 |
S1 |
1,661.4 |
1,663.0 |
|