Trading Metrics calculated at close of trading on 16-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,672.6 |
1,684.1 |
11.5 |
0.7% |
1,661.4 |
High |
1,689.2 |
1,688.4 |
-0.8 |
0.0% |
1,682.8 |
Low |
1,672.6 |
1,678.2 |
5.6 |
0.3% |
1,647.8 |
Close |
1,688.2 |
1,687.5 |
-0.7 |
0.0% |
1,664.8 |
Range |
16.6 |
10.2 |
-6.4 |
-38.6% |
35.0 |
ATR |
20.0 |
19.3 |
-0.7 |
-3.5% |
0.0 |
Volume |
3,932 |
4,422 |
490 |
12.5% |
17,566 |
|
Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.3 |
1,711.6 |
1,693.1 |
|
R3 |
1,705.1 |
1,701.4 |
1,690.3 |
|
R2 |
1,694.9 |
1,694.9 |
1,689.4 |
|
R1 |
1,691.2 |
1,691.2 |
1,688.4 |
1,693.1 |
PP |
1,684.7 |
1,684.7 |
1,684.7 |
1,685.6 |
S1 |
1,681.0 |
1,681.0 |
1,686.6 |
1,682.9 |
S2 |
1,674.5 |
1,674.5 |
1,685.6 |
|
S3 |
1,664.3 |
1,670.8 |
1,684.7 |
|
S4 |
1,654.1 |
1,660.6 |
1,681.9 |
|
|
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 |
1,658.0 |
31.2 |
1.8% |
17.2 |
1.0% |
95% |
False |
False |
3,450 |
10 |
1,693.0 |
1,631.3 |
61.7 |
3.7% |
19.6 |
1.2% |
91% |
False |
False |
4,286 |
20 |
1,708.2 |
1,631.3 |
76.9 |
4.6% |
20.4 |
1.2% |
73% |
False |
False |
3,217 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
18.0 |
1.1% |
44% |
False |
False |
2,641 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.3 |
1.0% |
44% |
False |
False |
2,288 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.8 |
1.0% |
33% |
False |
False |
2,017 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.9 |
1.0% |
33% |
False |
False |
1,759 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,731.8 |
2.618 |
1,715.1 |
1.618 |
1,704.9 |
1.000 |
1,698.6 |
0.618 |
1,694.7 |
HIGH |
1,688.4 |
0.618 |
1,684.5 |
0.500 |
1,683.3 |
0.382 |
1,682.1 |
LOW |
1,678.2 |
0.618 |
1,671.9 |
1.000 |
1,668.0 |
1.618 |
1,661.7 |
2.618 |
1,651.5 |
4.250 |
1,634.9 |
|
|
Fisher Pivots for day following 16-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,686.1 |
1,684.1 |
PP |
1,684.7 |
1,680.7 |
S1 |
1,683.3 |
1,677.3 |
|