Trading Metrics calculated at close of trading on 25-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,688.1 |
1,672.2 |
-15.9 |
-0.9% |
1,691.4 |
High |
1,689.6 |
1,675.6 |
-14.0 |
-0.8% |
1,699.9 |
Low |
1,669.5 |
1,659.4 |
-10.1 |
-0.6% |
1,659.4 |
Close |
1,674.2 |
1,660.9 |
-13.3 |
-0.8% |
1,660.9 |
Range |
20.1 |
16.2 |
-3.9 |
-19.4% |
40.5 |
ATR |
18.3 |
18.2 |
-0.2 |
-0.8% |
0.0 |
Volume |
1,691 |
4,178 |
2,487 |
147.1% |
11,110 |
|
Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,713.9 |
1,703.6 |
1,669.8 |
|
R3 |
1,697.7 |
1,687.4 |
1,665.4 |
|
R2 |
1,681.5 |
1,681.5 |
1,663.9 |
|
R1 |
1,671.2 |
1,671.2 |
1,662.4 |
1,668.3 |
PP |
1,665.3 |
1,665.3 |
1,665.3 |
1,663.8 |
S1 |
1,655.0 |
1,655.0 |
1,659.4 |
1,652.1 |
S2 |
1,649.1 |
1,649.1 |
1,657.9 |
|
S3 |
1,632.9 |
1,638.8 |
1,656.4 |
|
S4 |
1,616.7 |
1,622.6 |
1,652.0 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,794.9 |
1,768.4 |
1,683.2 |
|
R3 |
1,754.4 |
1,727.9 |
1,672.0 |
|
R2 |
1,713.9 |
1,713.9 |
1,668.3 |
|
R1 |
1,687.4 |
1,687.4 |
1,664.6 |
1,680.4 |
PP |
1,673.4 |
1,673.4 |
1,673.4 |
1,669.9 |
S1 |
1,646.9 |
1,646.9 |
1,657.2 |
1,639.9 |
S2 |
1,632.9 |
1,632.9 |
1,653.5 |
|
S3 |
1,592.4 |
1,606.4 |
1,649.8 |
|
S4 |
1,551.9 |
1,565.9 |
1,638.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,699.9 |
1,659.4 |
40.5 |
2.4% |
13.6 |
0.8% |
4% |
False |
True |
3,269 |
10 |
1,700.0 |
1,658.0 |
42.0 |
2.5% |
16.0 |
1.0% |
7% |
False |
False |
3,348 |
20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
18.2 |
1.1% |
43% |
False |
False |
3,559 |
40 |
1,747.9 |
1,631.3 |
116.6 |
7.0% |
18.5 |
1.1% |
25% |
False |
False |
2,853 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.5 |
1.1% |
23% |
False |
False |
2,424 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.6 |
1.0% |
17% |
False |
False |
2,185 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.9 |
1.0% |
17% |
False |
False |
1,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.5 |
2.618 |
1,718.0 |
1.618 |
1,701.8 |
1.000 |
1,691.8 |
0.618 |
1,685.6 |
HIGH |
1,675.6 |
0.618 |
1,669.4 |
0.500 |
1,667.5 |
0.382 |
1,665.6 |
LOW |
1,659.4 |
0.618 |
1,649.4 |
1.000 |
1,643.2 |
1.618 |
1,633.2 |
2.618 |
1,617.0 |
4.250 |
1,590.6 |
|
|
Fisher Pivots for day following 25-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,667.5 |
1,679.2 |
PP |
1,665.3 |
1,673.1 |
S1 |
1,663.1 |
1,667.0 |
|