Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,468.25 |
1,472.00 |
3.75 |
0.3% |
1,461.25 |
High |
1,474.25 |
1,484.50 |
10.25 |
0.7% |
1,474.25 |
Low |
1,464.00 |
1,469.25 |
5.25 |
0.4% |
1,450.50 |
Close |
1,472.00 |
1,482.50 |
10.50 |
0.7% |
1,472.00 |
Range |
10.25 |
15.25 |
5.00 |
48.8% |
23.75 |
ATR |
14.34 |
14.41 |
0.06 |
0.5% |
0.00 |
Volume |
6,049 |
1,957 |
-4,092 |
-67.6% |
8,726 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.50 |
1,518.75 |
1,491.00 |
|
R3 |
1,509.25 |
1,503.50 |
1,486.75 |
|
R2 |
1,494.00 |
1,494.00 |
1,485.25 |
|
R1 |
1,488.25 |
1,488.25 |
1,484.00 |
1,491.00 |
PP |
1,478.75 |
1,478.75 |
1,478.75 |
1,480.25 |
S1 |
1,473.00 |
1,473.00 |
1,481.00 |
1,476.00 |
S2 |
1,463.50 |
1,463.50 |
1,479.75 |
|
S3 |
1,448.25 |
1,457.75 |
1,478.25 |
|
S4 |
1,433.00 |
1,442.50 |
1,474.00 |
|
|
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 |
1,484.50 |
1,450.50 |
34.00 |
2.3% |
12.75 |
0.9% |
94% |
True |
False |
1,916 |
10 |
1,484.50 |
1,440.00 |
44.50 |
3.0% |
11.50 |
0.8% |
96% |
True |
False |
1,754 |
20 |
1,484.50 |
1,375.75 |
108.75 |
7.3% |
15.00 |
1.0% |
98% |
True |
False |
1,494 |
40 |
1,484.50 |
1,370.75 |
113.75 |
7.7% |
13.75 |
0.9% |
98% |
True |
False |
1,035 |
60 |
1,484.50 |
1,331.25 |
153.25 |
10.3% |
14.00 |
0.9% |
99% |
True |
False |
736 |
80 |
1,484.50 |
1,331.25 |
153.25 |
10.3% |
13.00 |
0.9% |
99% |
True |
False |
567 |
100 |
1,484.50 |
1,331.25 |
153.25 |
10.3% |
11.00 |
0.7% |
99% |
True |
False |
467 |
120 |
1,484.50 |
1,331.25 |
153.25 |
10.3% |
9.25 |
0.6% |
99% |
True |
False |
391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.25 |
2.618 |
1,524.50 |
1.618 |
1,509.25 |
1.000 |
1,499.75 |
0.618 |
1,494.00 |
HIGH |
1,484.50 |
0.618 |
1,478.75 |
0.500 |
1,477.00 |
0.382 |
1,475.00 |
LOW |
1,469.25 |
0.618 |
1,459.75 |
1.000 |
1,454.00 |
1.618 |
1,444.50 |
2.618 |
1,429.25 |
4.250 |
1,404.50 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,480.50 |
1,478.25 |
PP |
1,478.75 |
1,474.00 |
S1 |
1,477.00 |
1,469.50 |
|