Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,659.9 |
1,658.0 |
-1.9 |
-0.1% |
1,655.9 |
High |
1,666.0 |
1,678.8 |
12.8 |
0.8% |
1,695.4 |
Low |
1,651.3 |
1,653.8 |
2.5 |
0.2% |
1,626.0 |
Close |
1,655.5 |
1,678.0 |
22.5 |
1.4% |
1,648.9 |
Range |
14.7 |
25.0 |
10.3 |
70.1% |
69.4 |
ATR |
21.4 |
21.7 |
0.3 |
1.2% |
0.0 |
Volume |
131,709 |
159,320 |
27,611 |
21.0% |
614,557 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,745.2 |
1,736.6 |
1,691.8 |
|
R3 |
1,720.2 |
1,711.6 |
1,684.9 |
|
R2 |
1,695.2 |
1,695.2 |
1,682.6 |
|
R1 |
1,686.6 |
1,686.6 |
1,680.3 |
1,690.9 |
PP |
1,670.2 |
1,670.2 |
1,670.2 |
1,672.4 |
S1 |
1,661.6 |
1,661.6 |
1,675.7 |
1,665.9 |
S2 |
1,645.2 |
1,645.2 |
1,673.4 |
|
S3 |
1,620.2 |
1,636.6 |
1,671.1 |
|
S4 |
1,595.2 |
1,611.6 |
1,664.3 |
|
|
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 |
1,678.8 |
1,626.0 |
52.8 |
3.1% |
22.9 |
1.4% |
98% |
True |
False |
166,282 |
10 |
1,695.4 |
1,626.0 |
69.4 |
4.1% |
21.9 |
1.3% |
75% |
False |
False |
136,426 |
20 |
1,725.0 |
1,626.0 |
99.0 |
5.9% |
21.4 |
1.3% |
53% |
False |
False |
132,125 |
40 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.6 |
1.2% |
40% |
False |
False |
106,291 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.8% |
19.1 |
1.1% |
40% |
False |
False |
74,063 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.4% |
18.9 |
1.1% |
30% |
False |
False |
56,381 |
100 |
1,800.0 |
1,617.2 |
182.8 |
10.9% |
19.1 |
1.1% |
33% |
False |
False |
45,491 |
120 |
1,800.0 |
1,569.9 |
230.1 |
13.7% |
18.3 |
1.1% |
47% |
False |
False |
38,096 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,785.1 |
2.618 |
1,744.3 |
1.618 |
1,719.3 |
1.000 |
1,703.8 |
0.618 |
1,694.3 |
HIGH |
1,678.8 |
0.618 |
1,669.3 |
0.500 |
1,666.3 |
0.382 |
1,663.4 |
LOW |
1,653.8 |
0.618 |
1,638.4 |
1.000 |
1,628.8 |
1.618 |
1,613.4 |
2.618 |
1,588.4 |
4.250 |
1,547.6 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,674.1 |
1,672.9 |
PP |
1,670.2 |
1,667.9 |
S1 |
1,666.3 |
1,662.8 |
|