Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,647.6 |
1,659.9 |
12.3 |
0.7% |
1,655.9 |
High |
1,662.7 |
1,666.0 |
3.3 |
0.2% |
1,695.4 |
Low |
1,646.8 |
1,651.3 |
4.5 |
0.3% |
1,626.0 |
Close |
1,662.2 |
1,655.5 |
-6.7 |
-0.4% |
1,648.9 |
Range |
15.9 |
14.7 |
-1.2 |
-7.5% |
69.4 |
ATR |
22.0 |
21.4 |
-0.5 |
-2.4% |
0.0 |
Volume |
146,839 |
131,709 |
-15,130 |
-10.3% |
614,557 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.7 |
1,693.3 |
1,663.6 |
|
R3 |
1,687.0 |
1,678.6 |
1,659.5 |
|
R2 |
1,672.3 |
1,672.3 |
1,658.2 |
|
R1 |
1,663.9 |
1,663.9 |
1,656.8 |
1,660.8 |
PP |
1,657.6 |
1,657.6 |
1,657.6 |
1,656.0 |
S1 |
1,649.2 |
1,649.2 |
1,654.2 |
1,646.1 |
S2 |
1,642.9 |
1,642.9 |
1,652.8 |
|
S3 |
1,628.2 |
1,634.5 |
1,651.5 |
|
S4 |
1,613.5 |
1,619.8 |
1,647.4 |
|
|
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 |
1,690.5 |
1,626.0 |
64.5 |
3.9% |
23.8 |
1.4% |
46% |
False |
False |
163,175 |
10 |
1,695.4 |
1,626.0 |
69.4 |
4.2% |
21.2 |
1.3% |
43% |
False |
False |
125,766 |
20 |
1,725.0 |
1,626.0 |
99.0 |
6.0% |
20.7 |
1.2% |
30% |
False |
False |
128,211 |
40 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.3 |
1.2% |
23% |
False |
False |
102,855 |
60 |
1,757.4 |
1,626.0 |
131.4 |
7.9% |
19.1 |
1.2% |
22% |
False |
False |
71,463 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.5% |
18.9 |
1.1% |
17% |
False |
False |
54,437 |
100 |
1,800.0 |
1,616.6 |
183.4 |
11.1% |
18.9 |
1.1% |
21% |
False |
False |
43,910 |
120 |
1,800.0 |
1,569.9 |
230.1 |
13.9% |
18.2 |
1.1% |
37% |
False |
False |
36,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.5 |
2.618 |
1,704.5 |
1.618 |
1,689.8 |
1.000 |
1,680.7 |
0.618 |
1,675.1 |
HIGH |
1,666.0 |
0.618 |
1,660.4 |
0.500 |
1,658.7 |
0.382 |
1,656.9 |
LOW |
1,651.3 |
0.618 |
1,642.2 |
1.000 |
1,636.6 |
1.618 |
1,627.5 |
2.618 |
1,612.8 |
4.250 |
1,588.8 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,658.7 |
1,655.1 |
PP |
1,657.6 |
1,654.7 |
S1 |
1,656.6 |
1,654.3 |
|