Trading Metrics calculated at close of trading on 30-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,881.93 |
13,954.42 |
72.49 |
0.5% |
13,649.70 |
High |
13,969.99 |
13,966.13 |
-3.86 |
0.0% |
13,895.98 |
Low |
13,880.01 |
13,896.95 |
16.94 |
0.1% |
13,622.96 |
Close |
13,954.42 |
13,910.42 |
-44.00 |
-0.3% |
13,895.98 |
Range |
89.98 |
69.18 |
-20.80 |
-23.1% |
273.02 |
ATR |
98.42 |
96.33 |
-2.09 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,132.04 |
14,090.41 |
13,948.47 |
|
R3 |
14,062.86 |
14,021.23 |
13,929.44 |
|
R2 |
13,993.68 |
13,993.68 |
13,923.10 |
|
R1 |
13,952.05 |
13,952.05 |
13,916.76 |
13,938.28 |
PP |
13,924.50 |
13,924.50 |
13,924.50 |
13,917.61 |
S1 |
13,882.87 |
13,882.87 |
13,904.08 |
13,869.10 |
S2 |
13,855.32 |
13,855.32 |
13,897.74 |
|
S3 |
13,786.14 |
13,813.69 |
13,891.40 |
|
S4 |
13,716.96 |
13,744.51 |
13,872.37 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,624.03 |
14,533.03 |
14,046.14 |
|
R3 |
14,351.01 |
14,260.01 |
13,971.06 |
|
R2 |
14,077.99 |
14,077.99 |
13,946.03 |
|
R1 |
13,986.99 |
13,986.99 |
13,921.01 |
14,032.49 |
PP |
13,804.97 |
13,804.97 |
13,804.97 |
13,827.73 |
S1 |
13,713.97 |
13,713.97 |
13,870.95 |
13,759.47 |
S2 |
13,531.95 |
13,531.95 |
13,845.93 |
|
S3 |
13,258.93 |
13,440.95 |
13,820.90 |
|
S4 |
12,985.91 |
13,167.93 |
13,745.82 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,969.99 |
13,779.33 |
190.66 |
1.4% |
76.66 |
0.6% |
69% |
False |
False |
|
10 |
13,969.99 |
13,468.96 |
501.03 |
3.6% |
82.44 |
0.6% |
88% |
False |
False |
|
20 |
13,969.99 |
13,104.30 |
865.69 |
6.2% |
92.70 |
0.7% |
93% |
False |
False |
|
40 |
13,969.99 |
12,883.89 |
1,086.10 |
7.8% |
105.84 |
0.8% |
95% |
False |
False |
|
60 |
13,969.99 |
12,471.49 |
1,498.50 |
10.8% |
121.25 |
0.9% |
96% |
False |
False |
|
80 |
13,969.99 |
12,471.49 |
1,498.50 |
10.8% |
121.07 |
0.9% |
96% |
False |
False |
|
100 |
13,969.99 |
12,471.49 |
1,498.50 |
10.8% |
119.04 |
0.9% |
96% |
False |
False |
|
120 |
13,969.99 |
12,471.49 |
1,498.50 |
10.8% |
114.76 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,260.15 |
2.618 |
14,147.24 |
1.618 |
14,078.06 |
1.000 |
14,035.31 |
0.618 |
14,008.88 |
HIGH |
13,966.13 |
0.618 |
13,939.70 |
0.500 |
13,931.54 |
0.382 |
13,923.38 |
LOW |
13,896.95 |
0.618 |
13,854.20 |
1.000 |
13,827.77 |
1.618 |
13,785.02 |
2.618 |
13,715.84 |
4.250 |
13,602.94 |
|
|
Fisher Pivots for day following 30-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,931.54 |
13,916.28 |
PP |
13,924.50 |
13,914.33 |
S1 |
13,917.46 |
13,912.37 |
|