Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,488.50 |
1,498.50 |
10.00 |
0.7% |
1,472.00 |
High |
1,498.75 |
1,499.00 |
0.25 |
0.0% |
1,492.25 |
Low |
1,484.75 |
1,487.25 |
2.50 |
0.2% |
1,469.25 |
Close |
1,498.50 |
1,488.75 |
-9.75 |
-0.7% |
1,489.00 |
Range |
14.00 |
11.75 |
-2.25 |
-16.1% |
23.00 |
ATR |
13.48 |
13.36 |
-0.12 |
-0.9% |
0.00 |
Volume |
3,307 |
4,654 |
1,347 |
40.7% |
6,818 |
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.00 |
1,519.50 |
1,495.25 |
|
R3 |
1,515.25 |
1,507.75 |
1,492.00 |
|
R2 |
1,503.50 |
1,503.50 |
1,491.00 |
|
R1 |
1,496.00 |
1,496.00 |
1,489.75 |
1,494.00 |
PP |
1,491.75 |
1,491.75 |
1,491.75 |
1,490.50 |
S1 |
1,484.25 |
1,484.25 |
1,487.75 |
1,482.00 |
S2 |
1,480.00 |
1,480.00 |
1,486.50 |
|
S3 |
1,468.25 |
1,472.50 |
1,485.50 |
|
S4 |
1,456.50 |
1,460.75 |
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 |
1,499.00 |
1,475.75 |
23.25 |
1.6% |
12.25 |
0.8% |
56% |
True |
False |
2,820 |
10 |
1,499.00 |
1,453.75 |
45.25 |
3.0% |
12.00 |
0.8% |
77% |
True |
False |
2,483 |
20 |
1,499.00 |
1,432.50 |
66.50 |
4.5% |
11.50 |
0.8% |
85% |
True |
False |
1,965 |
40 |
1,499.00 |
1,375.75 |
123.25 |
8.3% |
13.75 |
0.9% |
92% |
True |
False |
1,397 |
60 |
1,499.00 |
1,331.25 |
167.75 |
11.3% |
14.00 |
0.9% |
94% |
True |
False |
988 |
80 |
1,499.00 |
1,331.25 |
167.75 |
11.3% |
13.25 |
0.9% |
94% |
True |
False |
761 |
100 |
1,499.00 |
1,331.25 |
167.75 |
11.3% |
11.75 |
0.8% |
94% |
True |
False |
622 |
120 |
1,499.00 |
1,331.25 |
167.75 |
11.3% |
9.75 |
0.7% |
94% |
True |
False |
521 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,549.00 |
2.618 |
1,529.75 |
1.618 |
1,518.00 |
1.000 |
1,510.75 |
0.618 |
1,506.25 |
HIGH |
1,499.00 |
0.618 |
1,494.50 |
0.500 |
1,493.00 |
0.382 |
1,491.75 |
LOW |
1,487.25 |
0.618 |
1,480.00 |
1.000 |
1,475.50 |
1.618 |
1,468.25 |
2.618 |
1,456.50 |
4.250 |
1,437.25 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,493.00 |
1,492.00 |
PP |
1,491.75 |
1,490.75 |
S1 |
1,490.25 |
1,489.75 |
|