Trading Metrics calculated at close of trading on 23-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,691.4 |
1,696.5 |
5.1 |
0.3% |
1,665.3 |
High |
1,699.9 |
1,699.0 |
-0.9 |
-0.1% |
1,700.0 |
Low |
1,689.8 |
1,688.0 |
-1.8 |
-0.1% |
1,665.3 |
Close |
1,697.5 |
1,691.0 |
-6.5 |
-0.4% |
1,691.3 |
Range |
10.1 |
11.0 |
0.9 |
8.9% |
34.7 |
ATR |
18.7 |
18.1 |
-0.5 |
-2.9% |
0.0 |
Volume |
3,328 |
1,913 |
-1,415 |
-42.5% |
20,342 |
|
Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,725.7 |
1,719.3 |
1,697.1 |
|
R3 |
1,714.7 |
1,708.3 |
1,694.0 |
|
R2 |
1,703.7 |
1,703.7 |
1,693.0 |
|
R1 |
1,697.3 |
1,697.3 |
1,692.0 |
1,695.0 |
PP |
1,692.7 |
1,692.7 |
1,692.7 |
1,691.5 |
S1 |
1,686.3 |
1,686.3 |
1,690.0 |
1,684.0 |
S2 |
1,681.7 |
1,681.7 |
1,689.0 |
|
S3 |
1,670.7 |
1,675.3 |
1,688.0 |
|
S4 |
1,659.7 |
1,664.3 |
1,685.0 |
|
|
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% |
14.2 |
0.8% |
69% |
False |
False |
3,427 |
10 |
1,700.0 |
1,655.8 |
44.2 |
2.6% |
16.1 |
1.0% |
80% |
False |
False |
3,618 |
20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
17.7 |
1.0% |
87% |
False |
False |
3,447 |
40 |
1,758.4 |
1,631.3 |
127.1 |
7.5% |
18.0 |
1.1% |
47% |
False |
False |
2,828 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.6% |
17.3 |
1.0% |
47% |
False |
False |
2,376 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
16.6 |
1.0% |
35% |
False |
False |
2,125 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.2% |
17.0 |
1.0% |
35% |
False |
False |
1,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,745.8 |
2.618 |
1,727.8 |
1.618 |
1,716.8 |
1.000 |
1,710.0 |
0.618 |
1,705.8 |
HIGH |
1,699.0 |
0.618 |
1,694.8 |
0.500 |
1,693.5 |
0.382 |
1,692.2 |
LOW |
1,688.0 |
0.618 |
1,681.2 |
1.000 |
1,677.0 |
1.618 |
1,670.2 |
2.618 |
1,659.2 |
4.250 |
1,641.3 |
|
|
Fisher Pivots for day following 23-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,693.5 |
1,694.0 |
PP |
1,692.7 |
1,693.0 |
S1 |
1,691.8 |
1,692.0 |
|