Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,377.42 |
13,329.92 |
-47.50 |
-0.4% |
12,938.19 |
High |
13,377.42 |
13,416.55 |
39.13 |
0.3% |
13,447.11 |
Low |
13,293.13 |
13,329.08 |
35.95 |
0.3% |
12,883.89 |
Close |
13,328.85 |
13,390.51 |
61.66 |
0.5% |
13,435.21 |
Range |
84.29 |
87.47 |
3.18 |
3.8% |
563.22 |
ATR |
127.93 |
125.06 |
-2.87 |
-2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,641.12 |
13,603.29 |
13,438.62 |
|
R3 |
13,553.65 |
13,515.82 |
13,414.56 |
|
R2 |
13,466.18 |
13,466.18 |
13,406.55 |
|
R1 |
13,428.35 |
13,428.35 |
13,398.53 |
13,447.27 |
PP |
13,378.71 |
13,378.71 |
13,378.71 |
13,388.17 |
S1 |
13,340.88 |
13,340.88 |
13,382.49 |
13,359.80 |
S2 |
13,291.24 |
13,291.24 |
13,374.47 |
|
S3 |
13,203.77 |
13,253.41 |
13,366.46 |
|
S4 |
13,116.30 |
13,165.94 |
13,342.40 |
|
|
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 |
13,293.13 |
153.98 |
1.1% |
81.55 |
0.6% |
63% |
False |
False |
|
10 |
13,447.11 |
12,883.89 |
563.22 |
4.2% |
138.57 |
1.0% |
90% |
False |
False |
|
20 |
13,447.11 |
12,883.89 |
563.22 |
4.2% |
125.49 |
0.9% |
90% |
False |
False |
|
40 |
13,447.11 |
12,471.49 |
975.62 |
7.3% |
124.42 |
0.9% |
94% |
False |
False |
|
60 |
13,588.73 |
12,471.49 |
1,117.24 |
8.3% |
132.07 |
1.0% |
82% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
124.82 |
0.9% |
77% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
121.29 |
0.9% |
77% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
123.36 |
0.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,788.30 |
2.618 |
13,645.55 |
1.618 |
13,558.08 |
1.000 |
13,504.02 |
0.618 |
13,470.61 |
HIGH |
13,416.55 |
0.618 |
13,383.14 |
0.500 |
13,372.82 |
0.382 |
13,362.49 |
LOW |
13,329.08 |
0.618 |
13,275.02 |
1.000 |
13,241.61 |
1.618 |
13,187.55 |
2.618 |
13,100.08 |
4.250 |
12,957.33 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,384.61 |
13,381.88 |
PP |
13,378.71 |
13,373.26 |
S1 |
13,372.82 |
13,364.63 |
|