Trading Metrics calculated at close of trading on 18-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,681.1 |
1,690.2 |
9.1 |
0.5% |
1,665.3 |
High |
1,700.0 |
1,698.7 |
-1.3 |
-0.1% |
1,700.0 |
Low |
1,671.1 |
1,688.0 |
16.9 |
1.0% |
1,665.3 |
Close |
1,695.1 |
1,691.3 |
-3.8 |
-0.2% |
1,691.3 |
Range |
28.9 |
10.7 |
-18.2 |
-63.0% |
34.7 |
ATR |
20.0 |
19.3 |
-0.7 |
-3.3% |
0.0 |
Volume |
2,238 |
5,237 |
2,999 |
134.0% |
20,342 |
|
Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,724.8 |
1,718.7 |
1,697.2 |
|
R3 |
1,714.1 |
1,708.0 |
1,694.2 |
|
R2 |
1,703.4 |
1,703.4 |
1,693.3 |
|
R1 |
1,697.3 |
1,697.3 |
1,692.3 |
1,700.4 |
PP |
1,692.7 |
1,692.7 |
1,692.7 |
1,694.2 |
S1 |
1,686.6 |
1,686.6 |
1,690.3 |
1,689.7 |
S2 |
1,682.0 |
1,682.0 |
1,689.3 |
|
S3 |
1,671.3 |
1,675.9 |
1,688.4 |
|
S4 |
1,660.6 |
1,665.2 |
1,685.4 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,789.6 |
1,775.2 |
1,710.4 |
|
R3 |
1,754.9 |
1,740.5 |
1,700.8 |
|
R2 |
1,720.2 |
1,720.2 |
1,697.7 |
|
R1 |
1,705.8 |
1,705.8 |
1,694.5 |
1,713.0 |
PP |
1,685.5 |
1,685.5 |
1,685.5 |
1,689.2 |
S1 |
1,671.1 |
1,671.1 |
1,688.1 |
1,678.3 |
S2 |
1,650.8 |
1,650.8 |
1,684.9 |
|
S3 |
1,616.1 |
1,636.4 |
1,681.8 |
|
S4 |
1,581.4 |
1,601.7 |
1,672.2 |
|
|
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 |
1,665.3 |
34.7 |
2.1% |
16.0 |
0.9% |
75% |
False |
False |
4,068 |
10 |
1,700.0 |
1,647.8 |
52.2 |
3.1% |
17.3 |
1.0% |
83% |
False |
False |
3,790 |
20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
19.6 |
1.2% |
87% |
False |
False |
3,431 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
18.3 |
1.1% |
47% |
False |
False |
2,762 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.4 |
1.0% |
47% |
False |
False |
2,334 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
17.0 |
1.0% |
35% |
False |
False |
2,078 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
17.1 |
1.0% |
35% |
False |
False |
1,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.2 |
2.618 |
1,726.7 |
1.618 |
1,716.0 |
1.000 |
1,709.4 |
0.618 |
1,705.3 |
HIGH |
1,698.7 |
0.618 |
1,694.6 |
0.500 |
1,693.4 |
0.382 |
1,692.1 |
LOW |
1,688.0 |
0.618 |
1,681.4 |
1.000 |
1,677.3 |
1.618 |
1,670.7 |
2.618 |
1,660.0 |
4.250 |
1,642.5 |
|
|
Fisher Pivots for day following 18-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,693.4 |
1,689.4 |
PP |
1,692.7 |
1,687.5 |
S1 |
1,692.0 |
1,685.6 |
|