Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,488.50 |
1,488.50 |
0.00 |
0.0% |
1,472.00 |
High |
1,493.00 |
1,498.75 |
5.75 |
0.4% |
1,492.25 |
Low |
1,484.75 |
1,484.75 |
0.00 |
0.0% |
1,469.25 |
Close |
1,490.50 |
1,498.50 |
8.00 |
0.5% |
1,489.00 |
Range |
8.25 |
14.00 |
5.75 |
69.7% |
23.00 |
ATR |
13.44 |
13.48 |
0.04 |
0.3% |
0.00 |
Volume |
2,775 |
3,307 |
532 |
19.2% |
6,818 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,536.00 |
1,531.25 |
1,506.25 |
|
R3 |
1,522.00 |
1,517.25 |
1,502.25 |
|
R2 |
1,508.00 |
1,508.00 |
1,501.00 |
|
R1 |
1,503.25 |
1,503.25 |
1,499.75 |
1,505.50 |
PP |
1,494.00 |
1,494.00 |
1,494.00 |
1,495.25 |
S1 |
1,489.25 |
1,489.25 |
1,497.25 |
1,491.50 |
S2 |
1,480.00 |
1,480.00 |
1,496.00 |
|
S3 |
1,466.00 |
1,475.25 |
1,494.75 |
|
S4 |
1,452.00 |
1,461.25 |
1,490.75 |
|
|
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 |
1,498.75 |
1,475.75 |
23.00 |
1.5% |
11.25 |
0.8% |
99% |
True |
False |
2,188 |
10 |
1,498.75 |
1,450.50 |
48.25 |
3.2% |
12.00 |
0.8% |
99% |
True |
False |
2,052 |
20 |
1,498.75 |
1,379.50 |
119.25 |
8.0% |
13.00 |
0.9% |
100% |
True |
False |
1,772 |
40 |
1,498.75 |
1,375.75 |
123.00 |
8.2% |
13.75 |
0.9% |
100% |
True |
False |
1,288 |
60 |
1,498.75 |
1,331.25 |
167.50 |
11.2% |
14.00 |
0.9% |
100% |
True |
False |
911 |
80 |
1,498.75 |
1,331.25 |
167.50 |
11.2% |
13.25 |
0.9% |
100% |
True |
False |
703 |
100 |
1,498.75 |
1,331.25 |
167.50 |
11.2% |
11.50 |
0.8% |
100% |
True |
False |
576 |
120 |
1,498.75 |
1,331.25 |
167.50 |
11.2% |
9.75 |
0.6% |
100% |
True |
False |
483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,558.25 |
2.618 |
1,535.50 |
1.618 |
1,521.50 |
1.000 |
1,512.75 |
0.618 |
1,507.50 |
HIGH |
1,498.75 |
0.618 |
1,493.50 |
0.500 |
1,491.75 |
0.382 |
1,490.00 |
LOW |
1,484.75 |
0.618 |
1,476.00 |
1.000 |
1,470.75 |
1.618 |
1,462.00 |
2.618 |
1,448.00 |
4.250 |
1,425.25 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,496.25 |
1,495.50 |
PP |
1,494.00 |
1,492.50 |
S1 |
1,491.75 |
1,489.50 |
|