Trading Metrics calculated at close of trading on 17-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,684.1 |
1,681.1 |
-3.0 |
-0.2% |
1,661.4 |
High |
1,688.4 |
1,700.0 |
11.6 |
0.7% |
1,682.8 |
Low |
1,678.2 |
1,671.1 |
-7.1 |
-0.4% |
1,647.8 |
Close |
1,687.5 |
1,695.1 |
7.6 |
0.5% |
1,664.8 |
Range |
10.2 |
28.9 |
18.7 |
183.3% |
35.0 |
ATR |
19.3 |
20.0 |
0.7 |
3.6% |
0.0 |
Volume |
4,422 |
2,238 |
-2,184 |
-49.4% |
17,566 |
|
Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,775.4 |
1,764.2 |
1,711.0 |
|
R3 |
1,746.5 |
1,735.3 |
1,703.0 |
|
R2 |
1,717.6 |
1,717.6 |
1,700.4 |
|
R1 |
1,706.4 |
1,706.4 |
1,697.7 |
1,712.0 |
PP |
1,688.7 |
1,688.7 |
1,688.7 |
1,691.6 |
S1 |
1,677.5 |
1,677.5 |
1,692.5 |
1,683.1 |
S2 |
1,659.8 |
1,659.8 |
1,689.8 |
|
S3 |
1,630.9 |
1,648.6 |
1,687.2 |
|
S4 |
1,602.0 |
1,619.7 |
1,679.2 |
|
|
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 |
1,700.0 |
1,658.0 |
42.0 |
2.5% |
18.3 |
1.1% |
88% |
True |
False |
3,428 |
10 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
19.7 |
1.2% |
93% |
True |
False |
4,037 |
20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
19.7 |
1.2% |
93% |
True |
False |
3,279 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
18.3 |
1.1% |
50% |
False |
False |
2,684 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.6 |
1.0% |
50% |
False |
False |
2,286 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.1% |
17.1 |
1.0% |
37% |
False |
False |
2,031 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.1% |
17.1 |
1.0% |
37% |
False |
False |
1,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,822.8 |
2.618 |
1,775.7 |
1.618 |
1,746.8 |
1.000 |
1,728.9 |
0.618 |
1,717.9 |
HIGH |
1,700.0 |
0.618 |
1,689.0 |
0.500 |
1,685.6 |
0.382 |
1,682.1 |
LOW |
1,671.1 |
0.618 |
1,653.2 |
1.000 |
1,642.2 |
1.618 |
1,624.3 |
2.618 |
1,595.4 |
4.250 |
1,548.3 |
|
|
Fisher Pivots for day following 17-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,691.9 |
1,691.9 |
PP |
1,688.7 |
1,688.7 |
S1 |
1,685.6 |
1,685.6 |
|