Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,472.00 |
1,484.00 |
12.00 |
0.8% |
1,461.25 |
High |
1,484.50 |
1,484.25 |
-0.25 |
0.0% |
1,474.25 |
Low |
1,469.25 |
1,477.75 |
8.50 |
0.6% |
1,450.50 |
Close |
1,482.50 |
1,483.50 |
1.00 |
0.1% |
1,472.00 |
Range |
15.25 |
6.50 |
-8.75 |
-57.4% |
23.75 |
ATR |
14.41 |
13.84 |
-0.56 |
-3.9% |
0.00 |
Volume |
1,957 |
1,496 |
-461 |
-23.6% |
8,726 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.25 |
1,499.00 |
1,487.00 |
|
R3 |
1,494.75 |
1,492.50 |
1,485.25 |
|
R2 |
1,488.25 |
1,488.25 |
1,484.75 |
|
R1 |
1,486.00 |
1,486.00 |
1,484.00 |
1,484.00 |
PP |
1,481.75 |
1,481.75 |
1,481.75 |
1,480.75 |
S1 |
1,479.50 |
1,479.50 |
1,483.00 |
1,477.50 |
S2 |
1,475.25 |
1,475.25 |
1,482.25 |
|
S3 |
1,468.75 |
1,473.00 |
1,481.75 |
|
S4 |
1,462.25 |
1,466.50 |
1,480.00 |
|
|
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 |
1,453.75 |
30.75 |
2.1% |
12.00 |
0.8% |
97% |
False |
False |
2,146 |
10 |
1,484.50 |
1,445.00 |
39.50 |
2.7% |
11.00 |
0.7% |
97% |
False |
False |
1,750 |
20 |
1,484.50 |
1,375.75 |
108.75 |
7.3% |
14.00 |
0.9% |
99% |
False |
False |
1,520 |
40 |
1,484.50 |
1,370.75 |
113.75 |
7.7% |
13.75 |
0.9% |
99% |
False |
False |
1,072 |
60 |
1,484.50 |
1,331.25 |
153.25 |
10.3% |
13.75 |
0.9% |
99% |
False |
False |
760 |
80 |
1,484.50 |
1,331.25 |
153.25 |
10.3% |
13.00 |
0.9% |
99% |
False |
False |
585 |
100 |
1,484.50 |
1,331.25 |
153.25 |
10.3% |
11.00 |
0.7% |
99% |
False |
False |
482 |
120 |
1,484.50 |
1,331.25 |
153.25 |
10.3% |
9.25 |
0.6% |
99% |
False |
False |
404 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,512.00 |
2.618 |
1,501.25 |
1.618 |
1,494.75 |
1.000 |
1,490.75 |
0.618 |
1,488.25 |
HIGH |
1,484.25 |
0.618 |
1,481.75 |
0.500 |
1,481.00 |
0.382 |
1,480.25 |
LOW |
1,477.75 |
0.618 |
1,473.75 |
1.000 |
1,471.25 |
1.618 |
1,467.25 |
2.618 |
1,460.75 |
4.250 |
1,450.00 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,482.75 |
1,480.50 |
PP |
1,481.75 |
1,477.25 |
S1 |
1,481.00 |
1,474.25 |
|