Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,391.82 |
13,471.45 |
79.63 |
0.6% |
13,436.13 |
High |
13,478.20 |
13,496.68 |
18.48 |
0.1% |
13,496.68 |
Low |
13,382.29 |
13,439.97 |
57.68 |
0.4% |
13,293.13 |
Close |
13,471.22 |
13,488.43 |
17.21 |
0.1% |
13,488.43 |
Range |
95.91 |
56.71 |
-39.20 |
-40.9% |
203.55 |
ATR |
122.97 |
118.24 |
-4.73 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,645.16 |
13,623.50 |
13,519.62 |
|
R3 |
13,588.45 |
13,566.79 |
13,504.03 |
|
R2 |
13,531.74 |
13,531.74 |
13,498.83 |
|
R1 |
13,510.08 |
13,510.08 |
13,493.63 |
13,520.91 |
PP |
13,475.03 |
13,475.03 |
13,475.03 |
13,480.44 |
S1 |
13,453.37 |
13,453.37 |
13,483.23 |
13,464.20 |
S2 |
13,418.32 |
13,418.32 |
13,478.03 |
|
S3 |
13,361.61 |
13,396.66 |
13,472.83 |
|
S4 |
13,304.90 |
13,339.95 |
13,457.24 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,036.73 |
13,966.13 |
13,600.38 |
|
R3 |
13,833.18 |
13,762.58 |
13,544.41 |
|
R2 |
13,629.63 |
13,629.63 |
13,525.75 |
|
R1 |
13,559.03 |
13,559.03 |
13,507.09 |
13,594.33 |
PP |
13,426.08 |
13,426.08 |
13,426.08 |
13,443.73 |
S1 |
13,355.48 |
13,355.48 |
13,469.77 |
13,390.78 |
S2 |
13,222.53 |
13,222.53 |
13,451.11 |
|
S3 |
13,018.98 |
13,151.93 |
13,432.45 |
|
S4 |
12,815.43 |
12,948.38 |
13,376.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,496.68 |
13,293.13 |
203.55 |
1.5% |
83.44 |
0.6% |
96% |
True |
False |
|
10 |
13,496.68 |
12,883.89 |
612.79 |
4.5% |
126.26 |
0.9% |
99% |
True |
False |
|
20 |
13,496.68 |
12,883.89 |
612.79 |
4.5% |
121.21 |
0.9% |
99% |
True |
False |
|
40 |
13,496.68 |
12,471.49 |
1,025.19 |
7.6% |
122.54 |
0.9% |
99% |
True |
False |
|
60 |
13,588.73 |
12,471.49 |
1,117.24 |
8.3% |
131.01 |
1.0% |
91% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
124.40 |
0.9% |
85% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
121.22 |
0.9% |
85% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.8% |
122.80 |
0.9% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,737.70 |
2.618 |
13,645.15 |
1.618 |
13,588.44 |
1.000 |
13,553.39 |
0.618 |
13,531.73 |
HIGH |
13,496.68 |
0.618 |
13,475.02 |
0.500 |
13,468.33 |
0.382 |
13,461.63 |
LOW |
13,439.97 |
0.618 |
13,404.92 |
1.000 |
13,383.26 |
1.618 |
13,348.21 |
2.618 |
13,291.50 |
4.250 |
13,198.95 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,481.73 |
13,463.25 |
PP |
13,475.03 |
13,438.06 |
S1 |
13,468.33 |
13,412.88 |
|