Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,662.5 |
1,658.7 |
-3.8 |
-0.2% |
1,691.4 |
High |
1,665.0 |
1,668.7 |
3.7 |
0.2% |
1,699.9 |
Low |
1,655.3 |
1,658.2 |
2.9 |
0.2% |
1,659.4 |
Close |
1,657.0 |
1,664.9 |
7.9 |
0.5% |
1,660.9 |
Range |
9.7 |
10.5 |
0.8 |
8.2% |
40.5 |
ATR |
17.6 |
17.2 |
-0.4 |
-2.4% |
0.0 |
Volume |
8,737 |
7,209 |
-1,528 |
-17.5% |
11,110 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,695.4 |
1,690.7 |
1,670.7 |
|
R3 |
1,684.9 |
1,680.2 |
1,667.8 |
|
R2 |
1,674.4 |
1,674.4 |
1,666.8 |
|
R1 |
1,669.7 |
1,669.7 |
1,665.9 |
1,672.1 |
PP |
1,663.9 |
1,663.9 |
1,663.9 |
1,665.1 |
S1 |
1,659.2 |
1,659.2 |
1,663.9 |
1,661.6 |
S2 |
1,653.4 |
1,653.4 |
1,663.0 |
|
S3 |
1,642.9 |
1,648.7 |
1,662.0 |
|
S4 |
1,632.4 |
1,638.2 |
1,659.1 |
|
|
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 |
1,699.0 |
1,655.3 |
43.7 |
2.6% |
13.5 |
0.8% |
22% |
False |
False |
4,745 |
10 |
1,700.0 |
1,655.3 |
44.7 |
2.7% |
14.4 |
0.9% |
21% |
False |
False |
4,288 |
20 |
1,700.0 |
1,631.3 |
68.7 |
4.1% |
18.0 |
1.1% |
49% |
False |
False |
4,146 |
40 |
1,737.3 |
1,631.3 |
106.0 |
6.4% |
17.9 |
1.1% |
32% |
False |
False |
3,119 |
60 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.6 |
1.1% |
26% |
False |
False |
2,685 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.6 |
1.0% |
20% |
False |
False |
2,370 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.9 |
1.0% |
20% |
False |
False |
2,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,713.3 |
2.618 |
1,696.2 |
1.618 |
1,685.7 |
1.000 |
1,679.2 |
0.618 |
1,675.2 |
HIGH |
1,668.7 |
0.618 |
1,664.7 |
0.500 |
1,663.5 |
0.382 |
1,662.2 |
LOW |
1,658.2 |
0.618 |
1,651.7 |
1.000 |
1,647.7 |
1.618 |
1,641.2 |
2.618 |
1,630.7 |
4.250 |
1,613.6 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,664.4 |
1,665.5 |
PP |
1,663.9 |
1,665.3 |
S1 |
1,663.5 |
1,665.1 |
|