Trading Metrics calculated at close of trading on 14-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,678.8 |
1,667.6 |
-11.2 |
-0.7% |
1,664.5 |
High |
1,682.0 |
1,679.1 |
-2.9 |
-0.2% |
1,684.3 |
Low |
1,663.4 |
1,667.2 |
3.8 |
0.2% |
1,649.6 |
Close |
1,666.6 |
1,675.5 |
8.9 |
0.5% |
1,666.6 |
Range |
18.6 |
11.9 |
-6.7 |
-36.0% |
34.7 |
ATR |
18.8 |
18.3 |
-0.4 |
-2.4% |
0.0 |
Volume |
1,415 |
3,770 |
2,355 |
166.4% |
8,589 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.6 |
1,704.5 |
1,682.0 |
|
R3 |
1,697.7 |
1,692.6 |
1,678.8 |
|
R2 |
1,685.8 |
1,685.8 |
1,677.7 |
|
R1 |
1,680.7 |
1,680.7 |
1,676.6 |
1,683.3 |
PP |
1,673.9 |
1,673.9 |
1,673.9 |
1,675.2 |
S1 |
1,668.8 |
1,668.8 |
1,674.4 |
1,671.4 |
S2 |
1,662.0 |
1,662.0 |
1,673.3 |
|
S3 |
1,650.1 |
1,656.9 |
1,672.2 |
|
S4 |
1,638.2 |
1,645.0 |
1,669.0 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.9 |
1,753.5 |
1,685.7 |
|
R3 |
1,736.2 |
1,718.8 |
1,676.1 |
|
R2 |
1,701.5 |
1,701.5 |
1,673.0 |
|
R1 |
1,684.1 |
1,684.1 |
1,669.8 |
1,692.8 |
PP |
1,666.8 |
1,666.8 |
1,666.8 |
1,671.2 |
S1 |
1,649.4 |
1,649.4 |
1,663.4 |
1,658.1 |
S2 |
1,632.1 |
1,632.1 |
1,660.2 |
|
S3 |
1,597.4 |
1,614.7 |
1,657.1 |
|
S4 |
1,562.7 |
1,580.0 |
1,647.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,684.3 |
1,655.3 |
29.0 |
1.7% |
16.0 |
1.0% |
70% |
False |
False |
2,346 |
10 |
1,700.0 |
1,634.1 |
65.9 |
3.9% |
18.9 |
1.1% |
63% |
False |
False |
1,456 |
20 |
1,710.0 |
1,634.1 |
75.9 |
4.5% |
17.6 |
1.1% |
55% |
False |
False |
1,330 |
40 |
1,759.7 |
1,634.1 |
125.6 |
7.5% |
14.8 |
0.9% |
33% |
False |
False |
1,029 |
60 |
1,759.7 |
1,634.1 |
125.6 |
7.5% |
13.9 |
0.8% |
33% |
False |
False |
1,263 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.7 |
2.618 |
1,710.3 |
1.618 |
1,698.4 |
1.000 |
1,691.0 |
0.618 |
1,686.5 |
HIGH |
1,679.1 |
0.618 |
1,674.6 |
0.500 |
1,673.2 |
0.382 |
1,671.7 |
LOW |
1,667.2 |
0.618 |
1,659.8 |
1.000 |
1,655.3 |
1.618 |
1,647.9 |
2.618 |
1,636.0 |
4.250 |
1,616.6 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,674.7 |
1,674.4 |
PP |
1,673.9 |
1,673.4 |
S1 |
1,673.2 |
1,672.3 |
|