Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,690.2 |
1,691.4 |
1.2 |
0.1% |
1,665.3 |
High |
1,698.7 |
1,699.9 |
1.2 |
0.1% |
1,700.0 |
Low |
1,688.0 |
1,689.8 |
1.8 |
0.1% |
1,665.3 |
Close |
1,691.3 |
1,697.5 |
6.2 |
0.4% |
1,691.3 |
Range |
10.7 |
10.1 |
-0.6 |
-5.6% |
34.7 |
ATR |
19.3 |
18.7 |
-0.7 |
-3.4% |
0.0 |
Volume |
5,237 |
3,328 |
-1,909 |
-36.5% |
20,342 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,726.0 |
1,721.9 |
1,703.1 |
|
R3 |
1,715.9 |
1,711.8 |
1,700.3 |
|
R2 |
1,705.8 |
1,705.8 |
1,699.4 |
|
R1 |
1,701.7 |
1,701.7 |
1,698.4 |
1,703.8 |
PP |
1,695.7 |
1,695.7 |
1,695.7 |
1,696.8 |
S1 |
1,691.6 |
1,691.6 |
1,696.6 |
1,693.7 |
S2 |
1,685.6 |
1,685.6 |
1,695.6 |
|
S3 |
1,675.5 |
1,681.5 |
1,694.7 |
|
S4 |
1,665.4 |
1,671.4 |
1,691.9 |
|
|
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 |
1,671.1 |
28.9 |
1.7% |
15.3 |
0.9% |
91% |
False |
False |
3,831 |
10 |
1,700.0 |
1,651.7 |
48.3 |
2.8% |
16.5 |
1.0% |
95% |
False |
False |
3,680 |
20 |
1,700.0 |
1,631.3 |
68.7 |
4.0% |
18.3 |
1.1% |
96% |
False |
False |
3,459 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
18.3 |
1.1% |
52% |
False |
False |
2,814 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.3 |
1.0% |
52% |
False |
False |
2,364 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.1% |
16.8 |
1.0% |
39% |
False |
False |
2,108 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.1% |
17.1 |
1.0% |
39% |
False |
False |
1,860 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,742.8 |
2.618 |
1,726.3 |
1.618 |
1,716.2 |
1.000 |
1,710.0 |
0.618 |
1,706.1 |
HIGH |
1,699.9 |
0.618 |
1,696.0 |
0.500 |
1,694.9 |
0.382 |
1,693.7 |
LOW |
1,689.8 |
0.618 |
1,683.6 |
1.000 |
1,679.7 |
1.618 |
1,673.5 |
2.618 |
1,663.4 |
4.250 |
1,646.9 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,696.6 |
1,693.5 |
PP |
1,695.7 |
1,689.5 |
S1 |
1,694.9 |
1,685.6 |
|