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 |
147.05 |
146.89 |
-0.16 |
-0.1% |
145.85 |
High |
147.15 |
147.07 |
-0.08 |
-0.1% |
147.15 |
Low |
146.61 |
146.43 |
-0.18 |
-0.1% |
144.98 |
Close |
147.07 |
146.97 |
-0.10 |
-0.1% |
147.07 |
Range |
0.54 |
0.64 |
0.10 |
18.5% |
2.17 |
ATR |
1.43 |
1.37 |
-0.06 |
-3.9% |
0.00 |
Volume |
113,917,203 |
89,567,109 |
-24,350,094 |
-21.4% |
566,665,500 |
|
Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.74 |
148.50 |
147.32 |
|
R3 |
148.10 |
147.86 |
147.15 |
|
R2 |
147.46 |
147.46 |
147.09 |
|
R1 |
147.22 |
147.22 |
147.03 |
147.34 |
PP |
146.82 |
146.82 |
146.82 |
146.89 |
S1 |
146.58 |
146.58 |
146.91 |
146.70 |
S2 |
146.18 |
146.18 |
146.85 |
|
S3 |
145.54 |
145.94 |
146.79 |
|
S4 |
144.90 |
145.30 |
146.62 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
152.91 |
152.16 |
148.26 |
|
R3 |
150.74 |
149.99 |
147.67 |
|
R2 |
148.57 |
148.57 |
147.47 |
|
R1 |
147.82 |
147.82 |
147.27 |
148.20 |
PP |
146.40 |
146.40 |
146.40 |
146.59 |
S1 |
145.65 |
145.65 |
146.87 |
146.03 |
S2 |
144.23 |
144.23 |
146.67 |
|
S3 |
142.06 |
143.48 |
146.47 |
|
S4 |
139.89 |
141.31 |
145.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
147.15 |
144.98 |
2.17 |
1.5% |
0.78 |
0.5% |
92% |
False |
False |
109,246,023 |
10 |
147.15 |
139.54 |
7.61 |
5.2% |
1.13 |
0.8% |
98% |
False |
False |
135,382,289 |
20 |
147.15 |
139.54 |
7.61 |
5.2% |
1.26 |
0.9% |
98% |
False |
False |
142,791,910 |
40 |
147.15 |
134.70 |
12.45 |
8.5% |
1.30 |
0.9% |
99% |
False |
False |
138,247,890 |
60 |
147.15 |
134.70 |
12.45 |
8.5% |
1.42 |
1.0% |
99% |
False |
False |
140,437,884 |
80 |
147.17 |
134.70 |
12.47 |
8.5% |
1.37 |
0.9% |
98% |
False |
False |
136,003,975 |
100 |
148.11 |
134.70 |
13.41 |
9.1% |
1.32 |
0.9% |
91% |
False |
False |
131,302,948 |
120 |
148.11 |
133.03 |
15.08 |
10.3% |
1.32 |
0.9% |
92% |
False |
False |
130,203,261 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
149.79 |
2.618 |
148.75 |
1.618 |
148.11 |
1.000 |
147.71 |
0.618 |
147.47 |
HIGH |
147.07 |
0.618 |
146.83 |
0.500 |
146.75 |
0.382 |
146.67 |
LOW |
146.43 |
0.618 |
146.03 |
1.000 |
145.79 |
1.618 |
145.39 |
2.618 |
144.75 |
4.250 |
143.71 |
|
|
Fisher Pivots for day following 14-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
146.90 |
146.83 |
PP |
146.82 |
146.70 |
S1 |
146.75 |
146.56 |
|