Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,677.8 |
1,665.3 |
-12.5 |
-0.7% |
1,661.4 |
High |
1,680.2 |
1,678.9 |
-1.3 |
-0.1% |
1,682.8 |
Low |
1,658.0 |
1,665.3 |
7.3 |
0.4% |
1,647.8 |
Close |
1,664.8 |
1,673.7 |
8.9 |
0.5% |
1,664.8 |
Range |
22.2 |
13.6 |
-8.6 |
-38.7% |
35.0 |
ATR |
20.7 |
20.2 |
-0.5 |
-2.3% |
0.0 |
Volume |
2,036 |
4,513 |
2,477 |
121.7% |
17,566 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.4 |
1,707.2 |
1,681.2 |
|
R3 |
1,699.8 |
1,693.6 |
1,677.4 |
|
R2 |
1,686.2 |
1,686.2 |
1,676.2 |
|
R1 |
1,680.0 |
1,680.0 |
1,674.9 |
1,683.1 |
PP |
1,672.6 |
1,672.6 |
1,672.6 |
1,674.2 |
S1 |
1,666.4 |
1,666.4 |
1,672.5 |
1,669.5 |
S2 |
1,659.0 |
1,659.0 |
1,671.2 |
|
S3 |
1,645.4 |
1,652.8 |
1,670.0 |
|
S4 |
1,631.8 |
1,639.2 |
1,666.2 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.1 |
1,752.5 |
1,684.1 |
|
R3 |
1,735.1 |
1,717.5 |
1,674.4 |
|
R2 |
1,700.1 |
1,700.1 |
1,671.2 |
|
R1 |
1,682.5 |
1,682.5 |
1,668.0 |
1,691.3 |
PP |
1,665.1 |
1,665.1 |
1,665.1 |
1,669.6 |
S1 |
1,647.5 |
1,647.5 |
1,661.6 |
1,656.3 |
S2 |
1,630.1 |
1,630.1 |
1,658.4 |
|
S3 |
1,595.1 |
1,612.5 |
1,655.2 |
|
S4 |
1,560.1 |
1,577.5 |
1,645.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,682.8 |
1,651.7 |
31.1 |
1.9% |
17.6 |
1.1% |
71% |
False |
False |
3,529 |
10 |
1,699.2 |
1,631.3 |
67.9 |
4.1% |
21.7 |
1.3% |
62% |
False |
False |
4,004 |
20 |
1,708.2 |
1,631.3 |
76.9 |
4.6% |
19.9 |
1.2% |
55% |
False |
False |
3,215 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
18.1 |
1.1% |
33% |
False |
False |
2,550 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.4 |
1.0% |
33% |
False |
False |
2,214 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.8 |
1.0% |
25% |
False |
False |
1,938 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
17.0 |
1.0% |
25% |
False |
False |
1,682 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,736.7 |
2.618 |
1,714.5 |
1.618 |
1,700.9 |
1.000 |
1,692.5 |
0.618 |
1,687.3 |
HIGH |
1,678.9 |
0.618 |
1,673.7 |
0.500 |
1,672.1 |
0.382 |
1,670.5 |
LOW |
1,665.3 |
0.618 |
1,656.9 |
1.000 |
1,651.7 |
1.618 |
1,643.3 |
2.618 |
1,629.7 |
4.250 |
1,607.5 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,673.2 |
1,672.6 |
PP |
1,672.6 |
1,671.5 |
S1 |
1,672.1 |
1,670.4 |
|