Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,664.1 |
1,677.0 |
12.9 |
0.8% |
1,688.2 |
High |
1,685.0 |
1,681.7 |
-3.3 |
-0.2% |
1,698.0 |
Low |
1,663.5 |
1,658.4 |
-5.1 |
-0.3% |
1,657.3 |
Close |
1,681.6 |
1,662.0 |
-19.6 |
-1.2% |
1,658.8 |
Range |
21.5 |
23.3 |
1.8 |
8.4% |
40.7 |
ATR |
18.2 |
18.6 |
0.4 |
2.0% |
0.0 |
Volume |
183,223 |
159,622 |
-23,601 |
-12.9% |
147,538 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,737.3 |
1,722.9 |
1,674.8 |
|
R3 |
1,714.0 |
1,699.6 |
1,668.4 |
|
R2 |
1,690.7 |
1,690.7 |
1,666.3 |
|
R1 |
1,676.3 |
1,676.3 |
1,664.1 |
1,671.9 |
PP |
1,667.4 |
1,667.4 |
1,667.4 |
1,665.1 |
S1 |
1,653.0 |
1,653.0 |
1,659.9 |
1,648.6 |
S2 |
1,644.1 |
1,644.1 |
1,657.7 |
|
S3 |
1,620.8 |
1,629.7 |
1,655.6 |
|
S4 |
1,597.5 |
1,606.4 |
1,649.2 |
|
|
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 |
1,685.0 |
1,653.2 |
31.8 |
1.9% |
16.6 |
1.0% |
28% |
False |
False |
119,159 |
10 |
1,699.9 |
1,653.2 |
46.7 |
2.8% |
17.0 |
1.0% |
19% |
False |
False |
73,414 |
20 |
1,699.9 |
1,627.9 |
72.0 |
4.3% |
19.0 |
1.1% |
47% |
False |
False |
46,846 |
40 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
18.9 |
1.1% |
35% |
False |
False |
25,319 |
60 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
18.0 |
1.1% |
26% |
False |
False |
17,773 |
80 |
1,784.5 |
1,627.9 |
156.6 |
9.4% |
17.2 |
1.0% |
22% |
False |
False |
13,529 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.1 |
1.0% |
20% |
False |
False |
11,057 |
120 |
1,801.8 |
1,598.8 |
203.0 |
12.2% |
16.9 |
1.0% |
31% |
False |
False |
9,292 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.7 |
2.618 |
1,742.7 |
1.618 |
1,719.4 |
1.000 |
1,705.0 |
0.618 |
1,696.1 |
HIGH |
1,681.7 |
0.618 |
1,672.8 |
0.500 |
1,670.1 |
0.382 |
1,667.3 |
LOW |
1,658.4 |
0.618 |
1,644.0 |
1.000 |
1,635.1 |
1.618 |
1,620.7 |
2.618 |
1,597.4 |
4.250 |
1,559.4 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,670.1 |
1,670.3 |
PP |
1,667.4 |
1,667.5 |
S1 |
1,664.7 |
1,664.8 |
|