Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,457.50 |
1,460.75 |
3.25 |
0.2% |
1,452.75 |
High |
1,461.50 |
1,462.25 |
0.75 |
0.1% |
1,463.25 |
Low |
1,450.50 |
1,453.75 |
3.25 |
0.2% |
1,440.00 |
Close |
1,458.50 |
1,458.75 |
0.25 |
0.0% |
1,460.50 |
Range |
11.00 |
8.50 |
-2.50 |
-22.7% |
23.25 |
ATR |
14.77 |
14.33 |
-0.45 |
-3.0% |
0.00 |
Volume |
346 |
837 |
491 |
141.9% |
7,896 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,483.75 |
1,479.75 |
1,463.50 |
|
R3 |
1,475.25 |
1,471.25 |
1,461.00 |
|
R2 |
1,466.75 |
1,466.75 |
1,460.25 |
|
R1 |
1,462.75 |
1,462.75 |
1,459.50 |
1,460.50 |
PP |
1,458.25 |
1,458.25 |
1,458.25 |
1,457.00 |
S1 |
1,454.25 |
1,454.25 |
1,458.00 |
1,452.00 |
S2 |
1,449.75 |
1,449.75 |
1,457.25 |
|
S3 |
1,441.25 |
1,445.75 |
1,456.50 |
|
S4 |
1,432.75 |
1,437.25 |
1,454.00 |
|
|
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 |
1,448.25 |
15.75 |
1.1% |
10.50 |
0.7% |
67% |
False |
False |
1,408 |
10 |
1,464.00 |
1,440.00 |
24.00 |
1.6% |
10.00 |
0.7% |
78% |
False |
False |
1,390 |
20 |
1,464.00 |
1,375.75 |
88.25 |
6.0% |
15.25 |
1.0% |
94% |
False |
False |
1,366 |
40 |
1,464.00 |
1,350.00 |
114.00 |
7.8% |
13.75 |
0.9% |
95% |
False |
False |
858 |
60 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
13.75 |
0.9% |
96% |
False |
False |
597 |
80 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
12.75 |
0.9% |
96% |
False |
False |
462 |
100 |
1,464.00 |
1,331.25 |
132.75 |
9.1% |
10.50 |
0.7% |
96% |
False |
False |
383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,498.50 |
2.618 |
1,484.50 |
1.618 |
1,476.00 |
1.000 |
1,470.75 |
0.618 |
1,467.50 |
HIGH |
1,462.25 |
0.618 |
1,459.00 |
0.500 |
1,458.00 |
0.382 |
1,457.00 |
LOW |
1,453.75 |
0.618 |
1,448.50 |
1.000 |
1,445.25 |
1.618 |
1,440.00 |
2.618 |
1,431.50 |
4.250 |
1,417.50 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,458.50 |
1,458.25 |
PP |
1,458.25 |
1,457.75 |
S1 |
1,458.00 |
1,457.25 |
|