Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
12,938.19 |
13,104.30 |
166.11 |
1.3% |
13,190.15 |
High |
13,109.13 |
13,412.71 |
303.58 |
2.3% |
13,190.38 |
Low |
12,883.89 |
13,104.30 |
220.41 |
1.7% |
12,926.86 |
Close |
13,104.14 |
13,412.55 |
308.41 |
2.4% |
12,938.11 |
Range |
225.24 |
308.41 |
83.17 |
36.9% |
263.52 |
ATR |
130.91 |
143.60 |
12.69 |
9.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,235.08 |
14,132.23 |
13,582.18 |
|
R3 |
13,926.67 |
13,823.82 |
13,497.36 |
|
R2 |
13,618.26 |
13,618.26 |
13,469.09 |
|
R1 |
13,515.41 |
13,515.41 |
13,440.82 |
13,566.84 |
PP |
13,309.85 |
13,309.85 |
13,309.85 |
13,335.57 |
S1 |
13,207.00 |
13,207.00 |
13,384.28 |
13,258.43 |
S2 |
13,001.44 |
13,001.44 |
13,356.01 |
|
S3 |
12,693.03 |
12,898.59 |
13,327.74 |
|
S4 |
12,384.62 |
12,590.18 |
13,242.92 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,809.01 |
13,637.08 |
13,083.05 |
|
R3 |
13,545.49 |
13,373.56 |
13,010.58 |
|
R2 |
13,281.97 |
13,281.97 |
12,986.42 |
|
R1 |
13,110.04 |
13,110.04 |
12,962.27 |
13,064.25 |
PP |
13,018.45 |
13,018.45 |
13,018.45 |
12,995.55 |
S1 |
12,846.52 |
12,846.52 |
12,913.95 |
12,800.73 |
S2 |
12,754.93 |
12,754.93 |
12,889.80 |
|
S3 |
12,491.41 |
12,583.00 |
12,865.64 |
|
S4 |
12,227.89 |
12,319.48 |
12,793.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,412.71 |
12,883.89 |
528.82 |
3.9% |
195.58 |
1.5% |
100% |
True |
False |
|
10 |
13,412.71 |
12,883.89 |
528.82 |
3.9% |
156.50 |
1.2% |
100% |
True |
False |
|
20 |
13,412.71 |
12,883.89 |
528.82 |
3.9% |
128.00 |
1.0% |
100% |
True |
False |
|
40 |
13,412.71 |
12,471.49 |
941.22 |
7.0% |
137.91 |
1.0% |
100% |
True |
False |
|
60 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
134.01 |
1.0% |
79% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
126.37 |
0.9% |
79% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
121.38 |
0.9% |
79% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
126.55 |
0.9% |
79% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,723.45 |
2.618 |
14,220.13 |
1.618 |
13,911.72 |
1.000 |
13,721.12 |
0.618 |
13,603.31 |
HIGH |
13,412.71 |
0.618 |
13,294.90 |
0.500 |
13,258.51 |
0.382 |
13,222.11 |
LOW |
13,104.30 |
0.618 |
12,913.70 |
1.000 |
12,795.89 |
1.618 |
12,605.29 |
2.618 |
12,296.88 |
4.250 |
11,793.56 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,361.20 |
13,324.47 |
PP |
13,309.85 |
13,236.38 |
S1 |
13,258.51 |
13,148.30 |
|