Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,676.4 |
1,686.2 |
9.8 |
0.6% |
1,658.0 |
High |
1,695.4 |
1,690.5 |
-4.9 |
-0.3% |
1,668.7 |
Low |
1,670.9 |
1,661.2 |
-9.7 |
-0.6% |
1,650.6 |
Close |
1,688.8 |
1,674.6 |
-14.2 |
-0.8% |
1,655.9 |
Range |
24.5 |
29.3 |
4.8 |
19.6% |
18.1 |
ATR |
19.9 |
20.5 |
0.7 |
3.4% |
0.0 |
Volume |
132,828 |
143,786 |
10,958 |
8.2% |
267,748 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,763.3 |
1,748.3 |
1,690.7 |
|
R3 |
1,734.0 |
1,719.0 |
1,682.7 |
|
R2 |
1,704.7 |
1,704.7 |
1,680.0 |
|
R1 |
1,689.7 |
1,689.7 |
1,677.3 |
1,682.6 |
PP |
1,675.4 |
1,675.4 |
1,675.4 |
1,671.9 |
S1 |
1,660.4 |
1,660.4 |
1,671.9 |
1,653.3 |
S2 |
1,646.1 |
1,646.1 |
1,669.2 |
|
S3 |
1,616.8 |
1,631.1 |
1,666.5 |
|
S4 |
1,587.5 |
1,601.8 |
1,658.5 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.7 |
1,702.4 |
1,665.9 |
|
R3 |
1,694.6 |
1,684.3 |
1,660.9 |
|
R2 |
1,676.5 |
1,676.5 |
1,659.2 |
|
R1 |
1,666.2 |
1,666.2 |
1,657.6 |
1,662.3 |
PP |
1,658.4 |
1,658.4 |
1,658.4 |
1,656.5 |
S1 |
1,648.1 |
1,648.1 |
1,654.2 |
1,644.2 |
S2 |
1,640.3 |
1,640.3 |
1,652.6 |
|
S3 |
1,622.2 |
1,630.0 |
1,650.9 |
|
S4 |
1,604.1 |
1,611.9 |
1,645.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,695.4 |
1,653.1 |
42.3 |
2.5% |
21.0 |
1.3% |
51% |
False |
False |
106,570 |
10 |
1,695.4 |
1,636.0 |
59.4 |
3.5% |
21.1 |
1.3% |
65% |
False |
False |
111,309 |
20 |
1,725.0 |
1,636.0 |
89.0 |
5.3% |
20.1 |
1.2% |
43% |
False |
False |
121,301 |
40 |
1,757.1 |
1,636.0 |
121.1 |
7.2% |
19.5 |
1.2% |
32% |
False |
False |
87,615 |
60 |
1,783.5 |
1,636.0 |
147.5 |
8.8% |
18.7 |
1.1% |
26% |
False |
False |
60,414 |
80 |
1,800.0 |
1,636.0 |
164.0 |
9.8% |
19.0 |
1.1% |
24% |
False |
False |
46,232 |
100 |
1,800.0 |
1,598.0 |
202.0 |
12.1% |
18.7 |
1.1% |
38% |
False |
False |
37,240 |
120 |
1,800.0 |
1,569.9 |
230.1 |
13.7% |
17.9 |
1.1% |
46% |
False |
False |
31,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,815.0 |
2.618 |
1,767.2 |
1.618 |
1,737.9 |
1.000 |
1,719.8 |
0.618 |
1,708.6 |
HIGH |
1,690.5 |
0.618 |
1,679.3 |
0.500 |
1,675.9 |
0.382 |
1,672.4 |
LOW |
1,661.2 |
0.618 |
1,643.1 |
1.000 |
1,631.9 |
1.618 |
1,613.8 |
2.618 |
1,584.5 |
4.250 |
1,536.7 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,675.9 |
1,675.7 |
PP |
1,675.4 |
1,675.3 |
S1 |
1,675.0 |
1,675.0 |
|