Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,329.92 |
13,391.82 |
61.90 |
0.5% |
12,938.19 |
High |
13,416.55 |
13,478.20 |
61.65 |
0.5% |
13,447.11 |
Low |
13,329.08 |
13,382.29 |
53.21 |
0.4% |
12,883.89 |
Close |
13,390.51 |
13,471.22 |
80.71 |
0.6% |
13,435.21 |
Range |
87.47 |
95.91 |
8.44 |
9.6% |
563.22 |
ATR |
125.06 |
122.97 |
-2.08 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,731.63 |
13,697.34 |
13,523.97 |
|
R3 |
13,635.72 |
13,601.43 |
13,497.60 |
|
R2 |
13,539.81 |
13,539.81 |
13,488.80 |
|
R1 |
13,505.52 |
13,505.52 |
13,480.01 |
13,522.67 |
PP |
13,443.90 |
13,443.90 |
13,443.90 |
13,452.48 |
S1 |
13,409.61 |
13,409.61 |
13,462.43 |
13,426.76 |
S2 |
13,347.99 |
13,347.99 |
13,453.64 |
|
S3 |
13,252.08 |
13,313.70 |
13,444.84 |
|
S4 |
13,156.17 |
13,217.79 |
13,418.47 |
|
|
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 |
13,478.20 |
13,293.13 |
185.07 |
1.4% |
86.27 |
0.6% |
96% |
True |
False |
|
10 |
13,478.20 |
12,883.89 |
594.31 |
4.4% |
138.36 |
1.0% |
99% |
True |
False |
|
20 |
13,478.20 |
12,883.89 |
594.31 |
4.4% |
123.48 |
0.9% |
99% |
True |
False |
|
40 |
13,478.20 |
12,471.49 |
1,006.71 |
7.5% |
124.86 |
0.9% |
99% |
True |
False |
|
60 |
13,588.73 |
12,471.49 |
1,117.24 |
8.3% |
131.92 |
1.0% |
89% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
124.52 |
0.9% |
84% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
121.02 |
0.9% |
84% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
123.43 |
0.9% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,885.82 |
2.618 |
13,729.29 |
1.618 |
13,633.38 |
1.000 |
13,574.11 |
0.618 |
13,537.47 |
HIGH |
13,478.20 |
0.618 |
13,441.56 |
0.500 |
13,430.25 |
0.382 |
13,418.93 |
LOW |
13,382.29 |
0.618 |
13,323.02 |
1.000 |
13,286.38 |
1.618 |
13,227.11 |
2.618 |
13,131.20 |
4.250 |
12,974.67 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,457.56 |
13,442.70 |
PP |
13,443.90 |
13,414.18 |
S1 |
13,430.25 |
13,385.67 |
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