Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,462.75 |
1,461.25 |
-1.50 |
-0.1% |
1,452.75 |
High |
1,463.25 |
1,464.00 |
0.75 |
0.1% |
1,463.25 |
Low |
1,455.75 |
1,453.75 |
-2.00 |
-0.1% |
1,440.00 |
Close |
1,460.50 |
1,457.50 |
-3.00 |
-0.2% |
1,460.50 |
Range |
7.50 |
10.25 |
2.75 |
36.7% |
23.25 |
ATR |
15.43 |
15.06 |
-0.37 |
-2.4% |
0.00 |
Volume |
926 |
1,099 |
173 |
18.7% |
7,896 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.25 |
1,483.50 |
1,463.25 |
|
R3 |
1,479.00 |
1,473.25 |
1,460.25 |
|
R2 |
1,468.75 |
1,468.75 |
1,459.50 |
|
R1 |
1,463.00 |
1,463.00 |
1,458.50 |
1,460.75 |
PP |
1,458.50 |
1,458.50 |
1,458.50 |
1,457.25 |
S1 |
1,452.75 |
1,452.75 |
1,456.50 |
1,450.50 |
S2 |
1,448.25 |
1,448.25 |
1,455.50 |
|
S3 |
1,438.00 |
1,442.50 |
1,454.75 |
|
S4 |
1,427.75 |
1,432.25 |
1,451.75 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.25 |
1,515.75 |
1,473.25 |
|
R3 |
1,501.00 |
1,492.50 |
1,467.00 |
|
R2 |
1,477.75 |
1,477.75 |
1,464.75 |
|
R1 |
1,469.25 |
1,469.25 |
1,462.75 |
1,473.50 |
PP |
1,454.50 |
1,454.50 |
1,454.50 |
1,456.75 |
S1 |
1,446.00 |
1,446.00 |
1,458.25 |
1,450.25 |
S2 |
1,431.25 |
1,431.25 |
1,456.25 |
|
S3 |
1,408.00 |
1,422.75 |
1,454.00 |
|
S4 |
1,384.75 |
1,399.50 |
1,447.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,464.00 |
1,440.00 |
24.00 |
1.6% |
10.00 |
0.7% |
73% |
True |
False |
1,593 |
10 |
1,464.00 |
1,379.50 |
84.50 |
5.8% |
13.75 |
0.9% |
92% |
True |
False |
1,492 |
20 |
1,464.00 |
1,375.75 |
88.25 |
6.1% |
15.75 |
1.1% |
93% |
True |
False |
1,324 |
40 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
13.75 |
0.9% |
95% |
True |
False |
840 |
60 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
14.00 |
1.0% |
95% |
True |
False |
578 |
80 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
12.50 |
0.9% |
95% |
True |
False |
460 |
100 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
10.25 |
0.7% |
95% |
True |
False |
371 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.50 |
2.618 |
1,490.75 |
1.618 |
1,480.50 |
1.000 |
1,474.25 |
0.618 |
1,470.25 |
HIGH |
1,464.00 |
0.618 |
1,460.00 |
0.500 |
1,459.00 |
0.382 |
1,457.75 |
LOW |
1,453.75 |
0.618 |
1,447.50 |
1.000 |
1,443.50 |
1.618 |
1,437.25 |
2.618 |
1,427.00 |
4.250 |
1,410.25 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,459.00 |
1,457.00 |
PP |
1,458.50 |
1,456.50 |
S1 |
1,458.00 |
1,456.00 |
|