Trading Metrics calculated at close of trading on 28-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,672.2 |
1,662.5 |
-9.7 |
-0.6% |
1,691.4 |
High |
1,675.6 |
1,665.0 |
-10.6 |
-0.6% |
1,699.9 |
Low |
1,659.4 |
1,655.3 |
-4.1 |
-0.2% |
1,659.4 |
Close |
1,660.9 |
1,657.0 |
-3.9 |
-0.2% |
1,660.9 |
Range |
16.2 |
9.7 |
-6.5 |
-40.1% |
40.5 |
ATR |
18.2 |
17.6 |
-0.6 |
-3.3% |
0.0 |
Volume |
4,178 |
8,737 |
4,559 |
109.1% |
11,110 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,688.2 |
1,682.3 |
1,662.3 |
|
R3 |
1,678.5 |
1,672.6 |
1,659.7 |
|
R2 |
1,668.8 |
1,668.8 |
1,658.8 |
|
R1 |
1,662.9 |
1,662.9 |
1,657.9 |
1,661.0 |
PP |
1,659.1 |
1,659.1 |
1,659.1 |
1,658.2 |
S1 |
1,653.2 |
1,653.2 |
1,656.1 |
1,651.3 |
S2 |
1,649.4 |
1,649.4 |
1,655.2 |
|
S3 |
1,639.7 |
1,643.5 |
1,654.3 |
|
S4 |
1,630.0 |
1,633.8 |
1,651.7 |
|
|
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 |
1,655.3 |
44.6 |
2.7% |
13.4 |
0.8% |
4% |
False |
True |
3,969 |
10 |
1,700.0 |
1,655.3 |
44.7 |
2.7% |
14.7 |
0.9% |
4% |
False |
True |
4,018 |
20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
18.1 |
1.1% |
37% |
False |
False |
3,969 |
40 |
1,737.3 |
1,631.3 |
106.0 |
6.4% |
17.8 |
1.1% |
24% |
False |
False |
3,001 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.7 |
1.1% |
20% |
False |
False |
2,569 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.4% |
16.6 |
1.0% |
15% |
False |
False |
2,287 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.4% |
16.9 |
1.0% |
15% |
False |
False |
2,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,706.2 |
2.618 |
1,690.4 |
1.618 |
1,680.7 |
1.000 |
1,674.7 |
0.618 |
1,671.0 |
HIGH |
1,665.0 |
0.618 |
1,661.3 |
0.500 |
1,660.2 |
0.382 |
1,659.0 |
LOW |
1,655.3 |
0.618 |
1,649.3 |
1.000 |
1,645.6 |
1.618 |
1,639.6 |
2.618 |
1,629.9 |
4.250 |
1,614.1 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,660.2 |
1,672.5 |
PP |
1,659.1 |
1,667.3 |
S1 |
1,658.1 |
1,662.2 |
|