Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,484.00 |
1,477.25 |
-6.75 |
-0.5% |
1,461.25 |
High |
1,484.25 |
1,491.25 |
7.00 |
0.5% |
1,474.25 |
Low |
1,477.75 |
1,475.75 |
-2.00 |
-0.1% |
1,450.50 |
Close |
1,483.50 |
1,485.00 |
1.50 |
0.1% |
1,472.00 |
Range |
6.50 |
15.50 |
9.00 |
138.5% |
23.75 |
ATR |
13.84 |
13.96 |
0.12 |
0.9% |
0.00 |
Volume |
1,496 |
1,548 |
52 |
3.5% |
8,726 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,530.50 |
1,523.25 |
1,493.50 |
|
R3 |
1,515.00 |
1,507.75 |
1,489.25 |
|
R2 |
1,499.50 |
1,499.50 |
1,487.75 |
|
R1 |
1,492.25 |
1,492.25 |
1,486.50 |
1,496.00 |
PP |
1,484.00 |
1,484.00 |
1,484.00 |
1,485.75 |
S1 |
1,476.75 |
1,476.75 |
1,483.50 |
1,480.50 |
S2 |
1,468.50 |
1,468.50 |
1,482.25 |
|
S3 |
1,453.00 |
1,461.25 |
1,480.75 |
|
S4 |
1,437.50 |
1,445.75 |
1,476.50 |
|
|
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 |
1,491.25 |
1,454.75 |
36.50 |
2.5% |
13.25 |
0.9% |
83% |
True |
False |
2,289 |
10 |
1,491.25 |
1,448.25 |
43.00 |
2.9% |
11.75 |
0.8% |
85% |
True |
False |
1,848 |
20 |
1,491.25 |
1,375.75 |
115.50 |
7.8% |
14.50 |
1.0% |
95% |
True |
False |
1,563 |
40 |
1,491.25 |
1,370.75 |
120.50 |
8.1% |
13.75 |
0.9% |
95% |
True |
False |
1,110 |
60 |
1,491.25 |
1,331.25 |
160.00 |
10.8% |
13.75 |
0.9% |
96% |
True |
False |
781 |
80 |
1,491.25 |
1,331.25 |
160.00 |
10.8% |
13.25 |
0.9% |
96% |
True |
False |
605 |
100 |
1,491.25 |
1,331.25 |
160.00 |
10.8% |
11.25 |
0.8% |
96% |
True |
False |
497 |
120 |
1,491.25 |
1,331.25 |
160.00 |
10.8% |
9.50 |
0.6% |
96% |
True |
False |
417 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,557.00 |
2.618 |
1,531.75 |
1.618 |
1,516.25 |
1.000 |
1,506.75 |
0.618 |
1,500.75 |
HIGH |
1,491.25 |
0.618 |
1,485.25 |
0.500 |
1,483.50 |
0.382 |
1,481.75 |
LOW |
1,475.75 |
0.618 |
1,466.25 |
1.000 |
1,460.25 |
1.618 |
1,450.75 |
2.618 |
1,435.25 |
4.250 |
1,410.00 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,484.50 |
1,483.50 |
PP |
1,484.00 |
1,481.75 |
S1 |
1,483.50 |
1,480.25 |
|