Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,413.01 |
13,391.05 |
-21.96 |
-0.2% |
12,938.19 |
High |
13,430.60 |
13,447.11 |
16.51 |
0.1% |
13,447.11 |
Low |
13,358.30 |
13,376.23 |
17.93 |
0.1% |
12,883.89 |
Close |
13,391.36 |
13,435.21 |
43.85 |
0.3% |
13,435.21 |
Range |
72.30 |
70.88 |
-1.42 |
-2.0% |
563.22 |
ATR |
138.51 |
133.68 |
-4.83 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,632.16 |
13,604.56 |
13,474.19 |
|
R3 |
13,561.28 |
13,533.68 |
13,454.70 |
|
R2 |
13,490.40 |
13,490.40 |
13,448.20 |
|
R1 |
13,462.80 |
13,462.80 |
13,441.71 |
13,476.60 |
PP |
13,419.52 |
13,419.52 |
13,419.52 |
13,426.42 |
S1 |
13,391.92 |
13,391.92 |
13,428.71 |
13,405.72 |
S2 |
13,348.64 |
13,348.64 |
13,422.22 |
|
S3 |
13,277.76 |
13,321.04 |
13,415.72 |
|
S4 |
13,206.88 |
13,250.16 |
13,396.23 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,945.06 |
14,753.36 |
13,744.98 |
|
R3 |
14,381.84 |
14,190.14 |
13,590.10 |
|
R2 |
13,818.62 |
13,818.62 |
13,538.47 |
|
R1 |
13,626.92 |
13,626.92 |
13,486.84 |
13,722.77 |
PP |
13,255.40 |
13,255.40 |
13,255.40 |
13,303.33 |
S1 |
13,063.70 |
13,063.70 |
13,383.58 |
13,159.55 |
S2 |
12,692.18 |
12,692.18 |
13,331.95 |
|
S3 |
12,128.96 |
12,500.48 |
13,280.32 |
|
S4 |
11,565.74 |
11,937.26 |
13,125.44 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,447.11 |
12,883.89 |
563.22 |
4.2% |
169.09 |
1.3% |
98% |
True |
False |
|
10 |
13,447.11 |
12,883.89 |
563.22 |
4.2% |
146.90 |
1.1% |
98% |
True |
False |
|
20 |
13,447.11 |
12,883.89 |
563.22 |
4.2% |
122.75 |
0.9% |
98% |
True |
False |
|
40 |
13,447.11 |
12,471.49 |
975.62 |
7.3% |
134.49 |
1.0% |
99% |
True |
False |
|
60 |
13,592.33 |
12,471.49 |
1,120.84 |
8.3% |
133.87 |
1.0% |
86% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
126.58 |
0.9% |
81% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
120.92 |
0.9% |
81% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
124.83 |
0.9% |
81% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,748.35 |
2.618 |
13,632.67 |
1.618 |
13,561.79 |
1.000 |
13,517.99 |
0.618 |
13,490.91 |
HIGH |
13,447.11 |
0.618 |
13,420.03 |
0.500 |
13,411.67 |
0.382 |
13,403.31 |
LOW |
13,376.23 |
0.618 |
13,332.43 |
1.000 |
13,305.35 |
1.618 |
13,261.55 |
2.618 |
13,190.67 |
4.250 |
13,074.99 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,427.36 |
13,382.04 |
PP |
13,419.52 |
13,328.87 |
S1 |
13,411.67 |
13,275.71 |
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