Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,436.13 |
13,377.42 |
-58.71 |
-0.4% |
12,938.19 |
High |
13,436.13 |
13,377.42 |
-58.71 |
-0.4% |
13,447.11 |
Low |
13,343.32 |
13,293.13 |
-50.19 |
-0.4% |
12,883.89 |
Close |
13,384.29 |
13,328.85 |
-55.44 |
-0.4% |
13,435.21 |
Range |
92.81 |
84.29 |
-8.52 |
-9.2% |
563.22 |
ATR |
130.76 |
127.93 |
-2.83 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,586.00 |
13,541.72 |
13,375.21 |
|
R3 |
13,501.71 |
13,457.43 |
13,352.03 |
|
R2 |
13,417.42 |
13,417.42 |
13,344.30 |
|
R1 |
13,373.14 |
13,373.14 |
13,336.58 |
13,353.14 |
PP |
13,333.13 |
13,333.13 |
13,333.13 |
13,323.13 |
S1 |
13,288.85 |
13,288.85 |
13,321.12 |
13,268.85 |
S2 |
13,248.84 |
13,248.84 |
13,313.40 |
|
S3 |
13,164.55 |
13,204.56 |
13,305.67 |
|
S4 |
13,080.26 |
13,120.27 |
13,282.49 |
|
|
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 |
13,104.30 |
342.81 |
2.6% |
125.74 |
0.9% |
66% |
False |
False |
|
10 |
13,447.11 |
12,883.89 |
563.22 |
4.2% |
136.00 |
1.0% |
79% |
False |
False |
|
20 |
13,447.11 |
12,883.89 |
563.22 |
4.2% |
123.93 |
0.9% |
79% |
False |
False |
|
40 |
13,447.11 |
12,471.49 |
975.62 |
7.3% |
125.90 |
0.9% |
88% |
False |
False |
|
60 |
13,588.73 |
12,471.49 |
1,117.24 |
8.4% |
132.32 |
1.0% |
77% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
126.83 |
1.0% |
72% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
120.97 |
0.9% |
72% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
124.03 |
0.9% |
72% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,735.65 |
2.618 |
13,598.09 |
1.618 |
13,513.80 |
1.000 |
13,461.71 |
0.618 |
13,429.51 |
HIGH |
13,377.42 |
0.618 |
13,345.22 |
0.500 |
13,335.28 |
0.382 |
13,325.33 |
LOW |
13,293.13 |
0.618 |
13,241.04 |
1.000 |
13,208.84 |
1.618 |
13,156.75 |
2.618 |
13,072.46 |
4.250 |
12,934.90 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,335.28 |
13,370.12 |
PP |
13,333.13 |
13,356.36 |
S1 |
13,330.99 |
13,342.61 |
|