Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,482.00 |
1,488.50 |
6.50 |
0.4% |
1,472.00 |
High |
1,492.25 |
1,493.00 |
0.75 |
0.1% |
1,492.25 |
Low |
1,480.00 |
1,484.75 |
4.75 |
0.3% |
1,469.25 |
Close |
1,489.00 |
1,490.50 |
1.50 |
0.1% |
1,489.00 |
Range |
12.25 |
8.25 |
-4.00 |
-32.7% |
23.00 |
ATR |
13.84 |
13.44 |
-0.40 |
-2.9% |
0.00 |
Volume |
1,817 |
2,775 |
958 |
52.7% |
6,818 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,514.25 |
1,510.50 |
1,495.00 |
|
R3 |
1,506.00 |
1,502.25 |
1,492.75 |
|
R2 |
1,497.75 |
1,497.75 |
1,492.00 |
|
R1 |
1,494.00 |
1,494.00 |
1,491.25 |
1,496.00 |
PP |
1,489.50 |
1,489.50 |
1,489.50 |
1,490.25 |
S1 |
1,485.75 |
1,485.75 |
1,489.75 |
1,487.50 |
S2 |
1,481.25 |
1,481.25 |
1,489.00 |
|
S3 |
1,473.00 |
1,477.50 |
1,488.25 |
|
S4 |
1,464.75 |
1,469.25 |
1,486.00 |
|
|
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 |
1,493.00 |
1,469.25 |
23.75 |
1.6% |
11.50 |
0.8% |
89% |
True |
False |
1,918 |
10 |
1,493.00 |
1,450.50 |
42.50 |
2.9% |
11.75 |
0.8% |
94% |
True |
False |
1,831 |
20 |
1,493.00 |
1,375.75 |
117.25 |
7.9% |
14.00 |
0.9% |
98% |
True |
False |
1,644 |
40 |
1,493.00 |
1,375.75 |
117.25 |
7.9% |
13.50 |
0.9% |
98% |
True |
False |
1,215 |
60 |
1,493.00 |
1,331.25 |
161.75 |
10.9% |
14.00 |
0.9% |
98% |
True |
False |
856 |
80 |
1,493.00 |
1,331.25 |
161.75 |
10.9% |
13.25 |
0.9% |
98% |
True |
False |
662 |
100 |
1,493.00 |
1,331.25 |
161.75 |
10.9% |
11.50 |
0.8% |
98% |
True |
False |
543 |
120 |
1,493.00 |
1,331.25 |
161.75 |
10.9% |
9.50 |
0.6% |
98% |
True |
False |
455 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,528.00 |
2.618 |
1,514.50 |
1.618 |
1,506.25 |
1.000 |
1,501.25 |
0.618 |
1,498.00 |
HIGH |
1,493.00 |
0.618 |
1,489.75 |
0.500 |
1,489.00 |
0.382 |
1,488.00 |
LOW |
1,484.75 |
0.618 |
1,479.75 |
1.000 |
1,476.50 |
1.618 |
1,471.50 |
2.618 |
1,463.25 |
4.250 |
1,449.75 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,490.00 |
1,488.50 |
PP |
1,489.50 |
1,486.50 |
S1 |
1,489.00 |
1,484.50 |
|