Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,658.0 |
1,674.1 |
16.1 |
1.0% |
1,656.3 |
High |
1,678.8 |
1,676.9 |
-1.9 |
-0.1% |
1,678.8 |
Low |
1,653.8 |
1,653.1 |
-0.7 |
0.0% |
1,642.6 |
Close |
1,678.0 |
1,660.6 |
-17.4 |
-1.0% |
1,660.6 |
Range |
25.0 |
23.8 |
-1.2 |
-4.8% |
36.2 |
ATR |
21.7 |
21.9 |
0.2 |
1.1% |
0.0 |
Volume |
159,320 |
176,075 |
16,755 |
10.5% |
754,762 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.9 |
1,721.6 |
1,673.7 |
|
R3 |
1,711.1 |
1,697.8 |
1,667.1 |
|
R2 |
1,687.3 |
1,687.3 |
1,665.0 |
|
R1 |
1,674.0 |
1,674.0 |
1,662.8 |
1,668.8 |
PP |
1,663.5 |
1,663.5 |
1,663.5 |
1,660.9 |
S1 |
1,650.2 |
1,650.2 |
1,658.4 |
1,645.0 |
S2 |
1,639.7 |
1,639.7 |
1,656.2 |
|
S3 |
1,615.9 |
1,626.4 |
1,654.1 |
|
S4 |
1,592.1 |
1,602.6 |
1,647.5 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,769.3 |
1,751.1 |
1,680.5 |
|
R3 |
1,733.1 |
1,714.9 |
1,670.6 |
|
R2 |
1,696.9 |
1,696.9 |
1,667.2 |
|
R1 |
1,678.7 |
1,678.7 |
1,663.9 |
1,687.8 |
PP |
1,660.7 |
1,660.7 |
1,660.7 |
1,665.2 |
S1 |
1,642.5 |
1,642.5 |
1,657.3 |
1,651.6 |
S2 |
1,624.5 |
1,624.5 |
1,654.0 |
|
S3 |
1,588.3 |
1,606.3 |
1,650.6 |
|
S4 |
1,552.1 |
1,570.1 |
1,640.7 |
|
|
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 |
1,642.6 |
36.2 |
2.2% |
20.0 |
1.2% |
50% |
False |
False |
150,952 |
10 |
1,695.4 |
1,626.0 |
69.4 |
4.2% |
23.0 |
1.4% |
50% |
False |
False |
144,445 |
20 |
1,712.8 |
1,626.0 |
86.8 |
5.2% |
21.8 |
1.3% |
40% |
False |
False |
132,575 |
40 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.8 |
1.2% |
26% |
False |
False |
110,154 |
60 |
1,757.1 |
1,626.0 |
131.1 |
7.9% |
19.3 |
1.2% |
26% |
False |
False |
76,871 |
80 |
1,800.0 |
1,626.0 |
174.0 |
10.5% |
18.9 |
1.1% |
20% |
False |
False |
58,573 |
100 |
1,800.0 |
1,623.4 |
176.6 |
10.6% |
19.3 |
1.2% |
21% |
False |
False |
47,244 |
120 |
1,800.0 |
1,581.3 |
218.7 |
13.2% |
18.4 |
1.1% |
36% |
False |
False |
39,555 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,778.1 |
2.618 |
1,739.2 |
1.618 |
1,715.4 |
1.000 |
1,700.7 |
0.618 |
1,691.6 |
HIGH |
1,676.9 |
0.618 |
1,667.8 |
0.500 |
1,665.0 |
0.382 |
1,662.2 |
LOW |
1,653.1 |
0.618 |
1,638.4 |
1.000 |
1,629.3 |
1.618 |
1,614.6 |
2.618 |
1,590.8 |
4.250 |
1,552.0 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,665.0 |
1,665.1 |
PP |
1,663.5 |
1,663.6 |
S1 |
1,662.1 |
1,662.1 |
|