Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,460.75 |
1,458.00 |
-2.75 |
-0.2% |
1,452.75 |
High |
1,462.25 |
1,473.75 |
11.50 |
0.8% |
1,463.25 |
Low |
1,453.75 |
1,454.75 |
1.00 |
0.1% |
1,440.00 |
Close |
1,458.75 |
1,469.00 |
10.25 |
0.7% |
1,460.50 |
Range |
8.50 |
19.00 |
10.50 |
123.5% |
23.25 |
ATR |
14.33 |
14.66 |
0.33 |
2.3% |
0.00 |
Volume |
837 |
395 |
-442 |
-52.8% |
7,896 |
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.75 |
1,515.00 |
1,479.50 |
|
R3 |
1,503.75 |
1,496.00 |
1,474.25 |
|
R2 |
1,484.75 |
1,484.75 |
1,472.50 |
|
R1 |
1,477.00 |
1,477.00 |
1,470.75 |
1,481.00 |
PP |
1,465.75 |
1,465.75 |
1,465.75 |
1,467.75 |
S1 |
1,458.00 |
1,458.00 |
1,467.25 |
1,462.00 |
S2 |
1,446.75 |
1,446.75 |
1,465.50 |
|
S3 |
1,427.75 |
1,439.00 |
1,463.75 |
|
S4 |
1,408.75 |
1,420.00 |
1,458.50 |
|
|
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 |
1,473.75 |
1,450.50 |
23.25 |
1.6% |
11.25 |
0.8% |
80% |
True |
False |
720 |
10 |
1,473.75 |
1,440.00 |
33.75 |
2.3% |
11.00 |
0.7% |
86% |
True |
False |
1,102 |
20 |
1,473.75 |
1,375.75 |
98.00 |
6.7% |
15.25 |
1.0% |
95% |
True |
False |
1,371 |
40 |
1,473.75 |
1,364.00 |
109.75 |
7.5% |
13.50 |
0.9% |
96% |
True |
False |
840 |
60 |
1,473.75 |
1,331.25 |
142.50 |
9.7% |
14.00 |
0.9% |
97% |
True |
False |
603 |
80 |
1,473.75 |
1,331.25 |
142.50 |
9.7% |
13.00 |
0.9% |
97% |
True |
False |
467 |
100 |
1,473.75 |
1,331.25 |
142.50 |
9.7% |
10.75 |
0.7% |
97% |
True |
False |
387 |
120 |
1,473.75 |
1,331.25 |
142.50 |
9.7% |
9.00 |
0.6% |
97% |
True |
False |
325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,554.50 |
2.618 |
1,523.50 |
1.618 |
1,504.50 |
1.000 |
1,492.75 |
0.618 |
1,485.50 |
HIGH |
1,473.75 |
0.618 |
1,466.50 |
0.500 |
1,464.25 |
0.382 |
1,462.00 |
LOW |
1,454.75 |
0.618 |
1,443.00 |
1.000 |
1,435.75 |
1.618 |
1,424.00 |
2.618 |
1,405.00 |
4.250 |
1,374.00 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,467.50 |
1,466.75 |
PP |
1,465.75 |
1,464.50 |
S1 |
1,464.25 |
1,462.00 |
|