Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,656.3 |
1,647.6 |
-8.7 |
-0.5% |
1,655.9 |
High |
1,663.0 |
1,662.7 |
-0.3 |
0.0% |
1,695.4 |
Low |
1,642.6 |
1,646.8 |
4.2 |
0.3% |
1,626.0 |
Close |
1,646.3 |
1,662.2 |
15.9 |
1.0% |
1,648.9 |
Range |
20.4 |
15.9 |
-4.5 |
-22.1% |
69.4 |
ATR |
22.4 |
22.0 |
-0.4 |
-1.9% |
0.0 |
Volume |
140,819 |
146,839 |
6,020 |
4.3% |
614,557 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,704.9 |
1,699.5 |
1,670.9 |
|
R3 |
1,689.0 |
1,683.6 |
1,666.6 |
|
R2 |
1,673.1 |
1,673.1 |
1,665.1 |
|
R1 |
1,667.7 |
1,667.7 |
1,663.7 |
1,670.4 |
PP |
1,657.2 |
1,657.2 |
1,657.2 |
1,658.6 |
S1 |
1,651.8 |
1,651.8 |
1,660.7 |
1,654.5 |
S2 |
1,641.3 |
1,641.3 |
1,659.3 |
|
S3 |
1,625.4 |
1,635.9 |
1,657.8 |
|
S4 |
1,609.5 |
1,620.0 |
1,653.5 |
|
|
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% |
25.7 |
1.5% |
52% |
False |
False |
163,399 |
10 |
1,695.4 |
1,626.0 |
69.4 |
4.2% |
21.2 |
1.3% |
52% |
False |
False |
116,996 |
20 |
1,725.0 |
1,626.0 |
99.0 |
6.0% |
20.7 |
1.2% |
37% |
False |
False |
125,842 |
40 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.2 |
1.2% |
28% |
False |
False |
100,070 |
60 |
1,776.2 |
1,626.0 |
150.2 |
9.0% |
19.2 |
1.2% |
24% |
False |
False |
69,294 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.5% |
18.8 |
1.1% |
21% |
False |
False |
52,857 |
100 |
1,800.0 |
1,607.7 |
192.3 |
11.6% |
18.9 |
1.1% |
28% |
False |
False |
42,607 |
120 |
1,800.0 |
1,569.9 |
230.1 |
13.8% |
18.2 |
1.1% |
40% |
False |
False |
35,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,730.3 |
2.618 |
1,704.3 |
1.618 |
1,688.4 |
1.000 |
1,678.6 |
0.618 |
1,672.5 |
HIGH |
1,662.7 |
0.618 |
1,656.6 |
0.500 |
1,654.8 |
0.382 |
1,652.9 |
LOW |
1,646.8 |
0.618 |
1,637.0 |
1.000 |
1,630.9 |
1.618 |
1,621.1 |
2.618 |
1,605.2 |
4.250 |
1,579.2 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,659.7 |
1,656.6 |
PP |
1,657.2 |
1,650.9 |
S1 |
1,654.8 |
1,645.3 |
|