Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,458.00 |
1,468.25 |
10.25 |
0.7% |
1,461.25 |
High |
1,473.75 |
1,474.25 |
0.50 |
0.0% |
1,474.25 |
Low |
1,454.75 |
1,464.00 |
9.25 |
0.6% |
1,450.50 |
Close |
1,469.00 |
1,472.00 |
3.00 |
0.2% |
1,472.00 |
Range |
19.00 |
10.25 |
-8.75 |
-46.1% |
23.75 |
ATR |
14.66 |
14.34 |
-0.31 |
-2.1% |
0.00 |
Volume |
395 |
6,049 |
5,654 |
1,431.4% |
8,726 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.75 |
1,496.75 |
1,477.75 |
|
R3 |
1,490.50 |
1,486.50 |
1,474.75 |
|
R2 |
1,480.25 |
1,480.25 |
1,474.00 |
|
R1 |
1,476.25 |
1,476.25 |
1,473.00 |
1,478.25 |
PP |
1,470.00 |
1,470.00 |
1,470.00 |
1,471.00 |
S1 |
1,466.00 |
1,466.00 |
1,471.00 |
1,468.00 |
S2 |
1,459.75 |
1,459.75 |
1,470.00 |
|
S3 |
1,449.50 |
1,455.75 |
1,469.25 |
|
S4 |
1,439.25 |
1,445.50 |
1,466.25 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,536.75 |
1,528.25 |
1,485.00 |
|
R3 |
1,513.00 |
1,504.50 |
1,478.50 |
|
R2 |
1,489.25 |
1,489.25 |
1,476.25 |
|
R1 |
1,480.75 |
1,480.75 |
1,474.25 |
1,485.00 |
PP |
1,465.50 |
1,465.50 |
1,465.50 |
1,467.75 |
S1 |
1,457.00 |
1,457.00 |
1,469.75 |
1,461.25 |
S2 |
1,441.75 |
1,441.75 |
1,467.75 |
|
S3 |
1,418.00 |
1,433.25 |
1,465.50 |
|
S4 |
1,394.25 |
1,409.50 |
1,459.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,474.25 |
1,450.50 |
23.75 |
1.6% |
11.75 |
0.8% |
91% |
True |
False |
1,745 |
10 |
1,474.25 |
1,440.00 |
34.25 |
2.3% |
10.75 |
0.7% |
93% |
True |
False |
1,662 |
20 |
1,474.25 |
1,375.75 |
98.50 |
6.7% |
15.00 |
1.0% |
98% |
True |
False |
1,422 |
40 |
1,474.25 |
1,367.00 |
107.25 |
7.3% |
13.75 |
0.9% |
98% |
True |
False |
987 |
60 |
1,474.25 |
1,331.25 |
143.00 |
9.7% |
13.75 |
0.9% |
98% |
True |
False |
703 |
80 |
1,474.25 |
1,331.25 |
143.00 |
9.7% |
12.75 |
0.9% |
98% |
True |
False |
542 |
100 |
1,474.25 |
1,331.25 |
143.00 |
9.7% |
10.75 |
0.7% |
98% |
True |
False |
448 |
120 |
1,474.25 |
1,331.25 |
143.00 |
9.7% |
9.25 |
0.6% |
98% |
True |
False |
375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,517.75 |
2.618 |
1,501.00 |
1.618 |
1,490.75 |
1.000 |
1,484.50 |
0.618 |
1,480.50 |
HIGH |
1,474.25 |
0.618 |
1,470.25 |
0.500 |
1,469.00 |
0.382 |
1,468.00 |
LOW |
1,464.00 |
0.618 |
1,457.75 |
1.000 |
1,453.75 |
1.618 |
1,447.50 |
2.618 |
1,437.25 |
4.250 |
1,420.50 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,471.00 |
1,469.25 |
PP |
1,470.00 |
1,466.75 |
S1 |
1,469.00 |
1,464.00 |
|