Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,696.5 |
1,688.1 |
-8.4 |
-0.5% |
1,665.3 |
High |
1,699.0 |
1,689.6 |
-9.4 |
-0.6% |
1,700.0 |
Low |
1,688.0 |
1,669.5 |
-18.5 |
-1.1% |
1,665.3 |
Close |
1,691.0 |
1,674.2 |
-16.8 |
-1.0% |
1,691.3 |
Range |
11.0 |
20.1 |
9.1 |
82.7% |
34.7 |
ATR |
18.1 |
18.3 |
0.2 |
1.3% |
0.0 |
Volume |
1,913 |
1,691 |
-222 |
-11.6% |
20,342 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,738.1 |
1,726.2 |
1,685.3 |
|
R3 |
1,718.0 |
1,706.1 |
1,679.7 |
|
R2 |
1,697.9 |
1,697.9 |
1,677.9 |
|
R1 |
1,686.0 |
1,686.0 |
1,676.0 |
1,681.9 |
PP |
1,677.8 |
1,677.8 |
1,677.8 |
1,675.7 |
S1 |
1,665.9 |
1,665.9 |
1,672.4 |
1,661.8 |
S2 |
1,657.7 |
1,657.7 |
1,670.5 |
|
S3 |
1,637.6 |
1,645.8 |
1,668.7 |
|
S4 |
1,617.5 |
1,625.7 |
1,663.1 |
|
|
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 |
1,669.5 |
30.5 |
1.8% |
16.2 |
1.0% |
15% |
False |
True |
2,881 |
10 |
1,700.0 |
1,658.0 |
42.0 |
2.5% |
16.7 |
1.0% |
39% |
False |
False |
3,165 |
20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
18.1 |
1.1% |
62% |
False |
False |
3,408 |
40 |
1,758.4 |
1,631.3 |
127.1 |
7.6% |
18.3 |
1.1% |
34% |
False |
False |
2,849 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.4 |
1.0% |
33% |
False |
False |
2,373 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.7 |
1.0% |
25% |
False |
False |
2,144 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
17.2 |
1.0% |
25% |
False |
False |
1,888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,775.0 |
2.618 |
1,742.2 |
1.618 |
1,722.1 |
1.000 |
1,709.7 |
0.618 |
1,702.0 |
HIGH |
1,689.6 |
0.618 |
1,681.9 |
0.500 |
1,679.6 |
0.382 |
1,677.2 |
LOW |
1,669.5 |
0.618 |
1,657.1 |
1.000 |
1,649.4 |
1.618 |
1,637.0 |
2.618 |
1,616.9 |
4.250 |
1,584.1 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,679.6 |
1,684.7 |
PP |
1,677.8 |
1,681.2 |
S1 |
1,676.0 |
1,677.7 |
|