Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,391.05 |
13,436.13 |
45.08 |
0.3% |
12,938.19 |
High |
13,447.11 |
13,436.13 |
-10.98 |
-0.1% |
13,447.11 |
Low |
13,376.23 |
13,343.32 |
-32.91 |
-0.2% |
12,883.89 |
Close |
13,435.21 |
13,384.29 |
-50.92 |
-0.4% |
13,435.21 |
Range |
70.88 |
92.81 |
21.93 |
30.9% |
563.22 |
ATR |
133.68 |
130.76 |
-2.92 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,666.34 |
13,618.13 |
13,435.34 |
|
R3 |
13,573.53 |
13,525.32 |
13,409.81 |
|
R2 |
13,480.72 |
13,480.72 |
13,401.31 |
|
R1 |
13,432.51 |
13,432.51 |
13,392.80 |
13,410.21 |
PP |
13,387.91 |
13,387.91 |
13,387.91 |
13,376.77 |
S1 |
13,339.70 |
13,339.70 |
13,375.78 |
13,317.40 |
S2 |
13,295.10 |
13,295.10 |
13,367.27 |
|
S3 |
13,202.29 |
13,246.89 |
13,358.77 |
|
S4 |
13,109.48 |
13,154.08 |
13,333.24 |
|
|
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% |
153.93 |
1.2% |
89% |
False |
False |
|
10 |
13,447.11 |
12,883.89 |
563.22 |
4.2% |
146.32 |
1.1% |
89% |
False |
False |
|
20 |
13,447.11 |
12,883.89 |
563.22 |
4.2% |
123.94 |
0.9% |
89% |
False |
False |
|
40 |
13,447.11 |
12,471.49 |
975.62 |
7.3% |
128.02 |
1.0% |
94% |
False |
False |
|
60 |
13,588.73 |
12,471.49 |
1,117.24 |
8.3% |
133.44 |
1.0% |
82% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
126.47 |
0.9% |
77% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
120.93 |
0.9% |
77% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
124.86 |
0.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,830.57 |
2.618 |
13,679.11 |
1.618 |
13,586.30 |
1.000 |
13,528.94 |
0.618 |
13,493.49 |
HIGH |
13,436.13 |
0.618 |
13,400.68 |
0.500 |
13,389.73 |
0.382 |
13,378.77 |
LOW |
13,343.32 |
0.618 |
13,285.96 |
1.000 |
13,250.51 |
1.618 |
13,193.15 |
2.618 |
13,100.34 |
4.250 |
12,948.88 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,389.73 |
13,395.22 |
PP |
13,387.91 |
13,391.57 |
S1 |
13,386.10 |
13,387.93 |
|