Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,461.25 |
1,457.50 |
-3.75 |
-0.3% |
1,452.75 |
High |
1,464.00 |
1,461.50 |
-2.50 |
-0.2% |
1,463.25 |
Low |
1,453.75 |
1,450.50 |
-3.25 |
-0.2% |
1,440.00 |
Close |
1,457.50 |
1,458.50 |
1.00 |
0.1% |
1,460.50 |
Range |
10.25 |
11.00 |
0.75 |
7.3% |
23.25 |
ATR |
15.06 |
14.77 |
-0.29 |
-1.9% |
0.00 |
Volume |
1,099 |
346 |
-753 |
-68.5% |
7,896 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.75 |
1,485.25 |
1,464.50 |
|
R3 |
1,478.75 |
1,474.25 |
1,461.50 |
|
R2 |
1,467.75 |
1,467.75 |
1,460.50 |
|
R1 |
1,463.25 |
1,463.25 |
1,459.50 |
1,465.50 |
PP |
1,456.75 |
1,456.75 |
1,456.75 |
1,458.00 |
S1 |
1,452.25 |
1,452.25 |
1,457.50 |
1,454.50 |
S2 |
1,445.75 |
1,445.75 |
1,456.50 |
|
S3 |
1,434.75 |
1,441.25 |
1,455.50 |
|
S4 |
1,423.75 |
1,430.25 |
1,452.50 |
|
|
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 |
1,445.00 |
19.00 |
1.3% |
10.25 |
0.7% |
71% |
False |
False |
1,354 |
10 |
1,464.00 |
1,432.50 |
31.50 |
2.2% |
11.00 |
0.8% |
83% |
False |
False |
1,447 |
20 |
1,464.00 |
1,375.75 |
88.25 |
6.1% |
15.75 |
1.1% |
94% |
False |
False |
1,331 |
40 |
1,464.00 |
1,334.00 |
130.00 |
8.9% |
13.75 |
0.9% |
96% |
False |
False |
842 |
60 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
14.00 |
1.0% |
96% |
False |
False |
583 |
80 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
12.75 |
0.9% |
96% |
False |
False |
458 |
100 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
10.50 |
0.7% |
96% |
False |
False |
375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,508.25 |
2.618 |
1,490.25 |
1.618 |
1,479.25 |
1.000 |
1,472.50 |
0.618 |
1,468.25 |
HIGH |
1,461.50 |
0.618 |
1,457.25 |
0.500 |
1,456.00 |
0.382 |
1,454.75 |
LOW |
1,450.50 |
0.618 |
1,443.75 |
1.000 |
1,439.50 |
1.618 |
1,432.75 |
2.618 |
1,421.75 |
4.250 |
1,403.75 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,457.75 |
1,458.00 |
PP |
1,456.75 |
1,457.75 |
S1 |
1,456.00 |
1,457.25 |
|