Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,665.3 |
1,672.6 |
7.3 |
0.4% |
1,661.4 |
High |
1,678.9 |
1,689.2 |
10.3 |
0.6% |
1,682.8 |
Low |
1,665.3 |
1,672.6 |
7.3 |
0.4% |
1,647.8 |
Close |
1,673.7 |
1,688.2 |
14.5 |
0.9% |
1,664.8 |
Range |
13.6 |
16.6 |
3.0 |
22.1% |
35.0 |
ATR |
20.2 |
20.0 |
-0.3 |
-1.3% |
0.0 |
Volume |
4,513 |
3,932 |
-581 |
-12.9% |
17,566 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.1 |
1,727.3 |
1,697.3 |
|
R3 |
1,716.5 |
1,710.7 |
1,692.8 |
|
R2 |
1,699.9 |
1,699.9 |
1,691.2 |
|
R1 |
1,694.1 |
1,694.1 |
1,689.7 |
1,697.0 |
PP |
1,683.3 |
1,683.3 |
1,683.3 |
1,684.8 |
S1 |
1,677.5 |
1,677.5 |
1,686.7 |
1,680.4 |
S2 |
1,666.7 |
1,666.7 |
1,685.2 |
|
S3 |
1,650.1 |
1,660.9 |
1,683.6 |
|
S4 |
1,633.5 |
1,644.3 |
1,679.1 |
|
|
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 |
1,689.2 |
1,655.8 |
33.4 |
2.0% |
18.0 |
1.1% |
97% |
True |
False |
3,809 |
10 |
1,699.2 |
1,631.3 |
67.9 |
4.0% |
21.0 |
1.2% |
84% |
False |
False |
4,167 |
20 |
1,708.2 |
1,631.3 |
76.9 |
4.6% |
20.4 |
1.2% |
74% |
False |
False |
3,224 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
18.0 |
1.1% |
44% |
False |
False |
2,614 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.5 |
1.0% |
44% |
False |
False |
2,244 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.9 |
1.0% |
33% |
False |
False |
1,984 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.9 |
1.0% |
33% |
False |
False |
1,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,759.8 |
2.618 |
1,732.7 |
1.618 |
1,716.1 |
1.000 |
1,705.8 |
0.618 |
1,699.5 |
HIGH |
1,689.2 |
0.618 |
1,682.9 |
0.500 |
1,680.9 |
0.382 |
1,678.9 |
LOW |
1,672.6 |
0.618 |
1,662.3 |
1.000 |
1,656.0 |
1.618 |
1,645.7 |
2.618 |
1,629.1 |
4.250 |
1,602.1 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,685.8 |
1,683.3 |
PP |
1,683.3 |
1,678.5 |
S1 |
1,680.9 |
1,673.6 |
|