Trading Metrics calculated at close of trading on 31-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,498.50 |
1,488.50 |
-10.00 |
-0.7% |
1,472.00 |
High |
1,499.00 |
1,493.00 |
-6.00 |
-0.4% |
1,492.25 |
Low |
1,487.25 |
1,485.50 |
-1.75 |
-0.1% |
1,469.25 |
Close |
1,488.75 |
1,486.75 |
-2.00 |
-0.1% |
1,489.00 |
Range |
11.75 |
7.50 |
-4.25 |
-36.2% |
23.00 |
ATR |
13.36 |
12.94 |
-0.42 |
-3.1% |
0.00 |
Volume |
4,654 |
2,291 |
-2,363 |
-50.8% |
6,818 |
|
Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,511.00 |
1,506.25 |
1,491.00 |
|
R3 |
1,503.50 |
1,498.75 |
1,488.75 |
|
R2 |
1,496.00 |
1,496.00 |
1,488.00 |
|
R1 |
1,491.25 |
1,491.25 |
1,487.50 |
1,490.00 |
PP |
1,488.50 |
1,488.50 |
1,488.50 |
1,487.75 |
S1 |
1,483.75 |
1,483.75 |
1,486.00 |
1,482.50 |
S2 |
1,481.00 |
1,481.00 |
1,485.50 |
|
S3 |
1,473.50 |
1,476.25 |
1,484.75 |
|
S4 |
1,466.00 |
1,468.75 |
1,482.50 |
|
|
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 |
1,480.00 |
19.00 |
1.3% |
10.75 |
0.7% |
36% |
False |
False |
2,968 |
10 |
1,499.00 |
1,454.75 |
44.25 |
3.0% |
12.00 |
0.8% |
72% |
False |
False |
2,628 |
20 |
1,499.00 |
1,440.00 |
59.00 |
4.0% |
11.00 |
0.7% |
79% |
False |
False |
2,009 |
40 |
1,499.00 |
1,375.75 |
123.25 |
8.3% |
13.50 |
0.9% |
90% |
False |
False |
1,447 |
60 |
1,499.00 |
1,331.25 |
167.75 |
11.3% |
13.75 |
0.9% |
93% |
False |
False |
1,026 |
80 |
1,499.00 |
1,331.25 |
167.75 |
11.3% |
13.25 |
0.9% |
93% |
False |
False |
789 |
100 |
1,499.00 |
1,331.25 |
167.75 |
11.3% |
11.75 |
0.8% |
93% |
False |
False |
645 |
120 |
1,499.00 |
1,331.25 |
167.75 |
11.3% |
9.75 |
0.7% |
93% |
False |
False |
540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,525.00 |
2.618 |
1,512.75 |
1.618 |
1,505.25 |
1.000 |
1,500.50 |
0.618 |
1,497.75 |
HIGH |
1,493.00 |
0.618 |
1,490.25 |
0.500 |
1,489.25 |
0.382 |
1,488.25 |
LOW |
1,485.50 |
0.618 |
1,480.75 |
1.000 |
1,478.00 |
1.618 |
1,473.25 |
2.618 |
1,465.75 |
4.250 |
1,453.50 |
|
|
Fisher Pivots for day following 31-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,489.25 |
1,492.00 |
PP |
1,488.50 |
1,490.25 |
S1 |
1,487.50 |
1,488.50 |
|