Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,663.8 |
1,656.3 |
-7.5 |
-0.5% |
1,655.9 |
High |
1,664.5 |
1,663.0 |
-1.5 |
-0.1% |
1,695.4 |
Low |
1,626.0 |
1,642.6 |
16.6 |
1.0% |
1,626.0 |
Close |
1,648.9 |
1,646.3 |
-2.6 |
-0.2% |
1,648.9 |
Range |
38.5 |
20.4 |
-18.1 |
-47.0% |
69.4 |
ATR |
22.5 |
22.4 |
-0.2 |
-0.7% |
0.0 |
Volume |
252,725 |
140,819 |
-111,906 |
-44.3% |
614,557 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.8 |
1,699.5 |
1,657.5 |
|
R3 |
1,691.4 |
1,679.1 |
1,651.9 |
|
R2 |
1,671.0 |
1,671.0 |
1,650.0 |
|
R1 |
1,658.7 |
1,658.7 |
1,648.2 |
1,654.7 |
PP |
1,650.6 |
1,650.6 |
1,650.6 |
1,648.6 |
S1 |
1,638.3 |
1,638.3 |
1,644.4 |
1,634.3 |
S2 |
1,630.2 |
1,630.2 |
1,642.6 |
|
S3 |
1,609.8 |
1,617.9 |
1,640.7 |
|
S4 |
1,589.4 |
1,597.5 |
1,635.1 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,865.0 |
1,826.3 |
1,687.1 |
|
R3 |
1,795.6 |
1,756.9 |
1,668.0 |
|
R2 |
1,726.2 |
1,726.2 |
1,661.6 |
|
R1 |
1,687.5 |
1,687.5 |
1,655.3 |
1,672.2 |
PP |
1,656.8 |
1,656.8 |
1,656.8 |
1,649.1 |
S1 |
1,618.1 |
1,618.1 |
1,642.5 |
1,602.8 |
S2 |
1,587.4 |
1,587.4 |
1,636.2 |
|
S3 |
1,518.0 |
1,548.7 |
1,629.8 |
|
S4 |
1,448.6 |
1,479.3 |
1,610.7 |
|
|
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 |
1,626.0 |
69.4 |
4.2% |
27.6 |
1.7% |
29% |
False |
False |
151,075 |
10 |
1,695.4 |
1,626.0 |
69.4 |
4.2% |
22.0 |
1.3% |
29% |
False |
False |
115,921 |
20 |
1,725.0 |
1,626.0 |
99.0 |
6.0% |
21.0 |
1.3% |
21% |
False |
False |
125,797 |
40 |
1,757.1 |
1,626.0 |
131.1 |
8.0% |
19.4 |
1.2% |
15% |
False |
False |
96,965 |
60 |
1,776.9 |
1,626.0 |
150.9 |
9.2% |
19.2 |
1.2% |
13% |
False |
False |
66,922 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.6% |
19.3 |
1.2% |
12% |
False |
False |
51,079 |
100 |
1,800.0 |
1,599.0 |
201.0 |
12.2% |
18.9 |
1.1% |
24% |
False |
False |
41,143 |
120 |
1,800.0 |
1,569.9 |
230.1 |
14.0% |
18.1 |
1.1% |
33% |
False |
False |
34,473 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,749.7 |
2.618 |
1,716.4 |
1.618 |
1,696.0 |
1.000 |
1,683.4 |
0.618 |
1,675.6 |
HIGH |
1,663.0 |
0.618 |
1,655.2 |
0.500 |
1,652.8 |
0.382 |
1,650.4 |
LOW |
1,642.6 |
0.618 |
1,630.0 |
1.000 |
1,622.2 |
1.618 |
1,609.6 |
2.618 |
1,589.2 |
4.250 |
1,555.9 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,652.8 |
1,658.3 |
PP |
1,650.6 |
1,654.3 |
S1 |
1,648.5 |
1,650.3 |
|