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 |
1,673.5 |
1,664.2 |
-9.3 |
-0.6% |
1,696.0 |
High |
1,675.7 |
1,666.8 |
-8.9 |
-0.5% |
1,701.0 |
Low |
1,661.8 |
1,658.5 |
-3.3 |
-0.2% |
1,661.8 |
Close |
1,662.7 |
1,658.9 |
-3.8 |
-0.2% |
1,662.7 |
Range |
13.9 |
8.3 |
-5.6 |
-40.3% |
39.2 |
ATR |
16.4 |
15.8 |
-0.6 |
-3.5% |
0.0 |
Volume |
1,295 |
2,303 |
1,008 |
77.8% |
5,402 |
|
Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,686.3 |
1,680.9 |
1,663.5 |
|
R3 |
1,678.0 |
1,672.6 |
1,661.2 |
|
R2 |
1,669.7 |
1,669.7 |
1,660.4 |
|
R1 |
1,664.3 |
1,664.3 |
1,659.7 |
1,662.9 |
PP |
1,661.4 |
1,661.4 |
1,661.4 |
1,660.7 |
S1 |
1,656.0 |
1,656.0 |
1,658.1 |
1,654.6 |
S2 |
1,653.1 |
1,653.1 |
1,657.4 |
|
S3 |
1,644.8 |
1,647.7 |
1,656.6 |
|
S4 |
1,636.5 |
1,639.4 |
1,654.3 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.8 |
1,766.9 |
1,684.3 |
|
R3 |
1,753.6 |
1,727.7 |
1,673.5 |
|
R2 |
1,714.4 |
1,714.4 |
1,669.9 |
|
R1 |
1,688.5 |
1,688.5 |
1,666.3 |
1,681.9 |
PP |
1,675.2 |
1,675.2 |
1,675.2 |
1,671.8 |
S1 |
1,649.3 |
1,649.3 |
1,659.1 |
1,642.7 |
S2 |
1,636.0 |
1,636.0 |
1,655.5 |
|
S3 |
1,596.8 |
1,610.1 |
1,651.9 |
|
S4 |
1,557.6 |
1,570.9 |
1,641.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,701.0 |
1,658.5 |
42.5 |
2.6% |
11.6 |
0.7% |
1% |
False |
True |
1,541 |
10 |
1,702.4 |
1,658.5 |
43.9 |
2.6% |
12.4 |
0.7% |
1% |
False |
True |
2,074 |
20 |
1,702.4 |
1,634.1 |
68.3 |
4.1% |
15.6 |
0.9% |
36% |
False |
False |
1,665 |
40 |
1,738.1 |
1,634.1 |
104.0 |
6.3% |
14.7 |
0.9% |
24% |
False |
False |
1,268 |
60 |
1,759.7 |
1,634.1 |
125.6 |
7.6% |
14.2 |
0.9% |
20% |
False |
False |
1,422 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,702.1 |
2.618 |
1,688.5 |
1.618 |
1,680.2 |
1.000 |
1,675.1 |
0.618 |
1,671.9 |
HIGH |
1,666.8 |
0.618 |
1,663.6 |
0.500 |
1,662.7 |
0.382 |
1,661.7 |
LOW |
1,658.5 |
0.618 |
1,653.4 |
1.000 |
1,650.2 |
1.618 |
1,645.1 |
2.618 |
1,636.8 |
4.250 |
1,623.2 |
|
|
Fisher Pivots for day following 28-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,662.7 |
1,673.8 |
PP |
1,661.4 |
1,668.8 |
S1 |
1,660.2 |
1,663.9 |
|