Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,477.25 |
1,482.00 |
4.75 |
0.3% |
1,472.00 |
High |
1,491.25 |
1,492.25 |
1.00 |
0.1% |
1,492.25 |
Low |
1,475.75 |
1,480.00 |
4.25 |
0.3% |
1,469.25 |
Close |
1,485.00 |
1,489.00 |
4.00 |
0.3% |
1,489.00 |
Range |
15.50 |
12.25 |
-3.25 |
-21.0% |
23.00 |
ATR |
13.96 |
13.84 |
-0.12 |
-0.9% |
0.00 |
Volume |
1,548 |
1,817 |
269 |
17.4% |
6,818 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,523.75 |
1,518.75 |
1,495.75 |
|
R3 |
1,511.50 |
1,506.50 |
1,492.25 |
|
R2 |
1,499.25 |
1,499.25 |
1,491.25 |
|
R1 |
1,494.25 |
1,494.25 |
1,490.00 |
1,496.75 |
PP |
1,487.00 |
1,487.00 |
1,487.00 |
1,488.50 |
S1 |
1,482.00 |
1,482.00 |
1,488.00 |
1,484.50 |
S2 |
1,474.75 |
1,474.75 |
1,486.75 |
|
S3 |
1,462.50 |
1,469.75 |
1,485.75 |
|
S4 |
1,450.25 |
1,457.50 |
1,482.25 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.50 |
1,543.75 |
1,501.75 |
|
R3 |
1,529.50 |
1,520.75 |
1,495.25 |
|
R2 |
1,506.50 |
1,506.50 |
1,493.25 |
|
R1 |
1,497.75 |
1,497.75 |
1,491.00 |
1,502.00 |
PP |
1,483.50 |
1,483.50 |
1,483.50 |
1,485.75 |
S1 |
1,474.75 |
1,474.75 |
1,487.00 |
1,479.00 |
S2 |
1,460.50 |
1,460.50 |
1,484.75 |
|
S3 |
1,437.50 |
1,451.75 |
1,482.75 |
|
S4 |
1,414.50 |
1,428.75 |
1,476.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,492.25 |
1,464.00 |
28.25 |
1.9% |
12.00 |
0.8% |
88% |
True |
False |
2,573 |
10 |
1,492.25 |
1,450.50 |
41.75 |
2.8% |
11.50 |
0.8% |
92% |
True |
False |
1,647 |
20 |
1,492.25 |
1,375.75 |
116.50 |
7.8% |
14.50 |
1.0% |
97% |
True |
False |
1,627 |
40 |
1,492.25 |
1,370.75 |
121.50 |
8.2% |
14.00 |
0.9% |
97% |
True |
False |
1,155 |
60 |
1,492.25 |
1,331.25 |
161.00 |
10.8% |
14.00 |
0.9% |
98% |
True |
False |
810 |
80 |
1,492.25 |
1,331.25 |
161.00 |
10.8% |
13.25 |
0.9% |
98% |
True |
False |
627 |
100 |
1,492.25 |
1,331.25 |
161.00 |
10.8% |
11.25 |
0.8% |
98% |
True |
False |
516 |
120 |
1,492.25 |
1,331.25 |
161.00 |
10.8% |
9.50 |
0.6% |
98% |
True |
False |
432 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,544.25 |
2.618 |
1,524.25 |
1.618 |
1,512.00 |
1.000 |
1,504.50 |
0.618 |
1,499.75 |
HIGH |
1,492.25 |
0.618 |
1,487.50 |
0.500 |
1,486.00 |
0.382 |
1,484.75 |
LOW |
1,480.00 |
0.618 |
1,472.50 |
1.000 |
1,467.75 |
1.618 |
1,460.25 |
2.618 |
1,448.00 |
4.250 |
1,428.00 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,488.00 |
1,487.25 |
PP |
1,487.00 |
1,485.75 |
S1 |
1,486.00 |
1,484.00 |
|