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 |
4,698.0 |
4,670.0 |
-28.0 |
-0.6% |
4,633.0 |
High |
4,712.0 |
4,685.0 |
-27.0 |
-0.6% |
4,719.0 |
Low |
4,659.0 |
4,670.0 |
11.0 |
0.2% |
4,608.0 |
Close |
4,665.0 |
4,678.0 |
13.0 |
0.3% |
4,705.0 |
Range |
53.0 |
15.0 |
-38.0 |
-71.7% |
111.0 |
ATR |
35.9 |
34.8 |
-1.1 |
-3.2% |
0.0 |
Volume |
25,142 |
21,565 |
-3,577 |
-14.2% |
68,391 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,722.7 |
4,715.3 |
4,686.3 |
|
R3 |
4,707.7 |
4,700.3 |
4,682.1 |
|
R2 |
4,692.7 |
4,692.7 |
4,680.8 |
|
R1 |
4,685.3 |
4,685.3 |
4,679.4 |
4,689.0 |
PP |
4,677.7 |
4,677.7 |
4,677.7 |
4,679.5 |
S1 |
4,670.3 |
4,670.3 |
4,676.6 |
4,674.0 |
S2 |
4,662.7 |
4,662.7 |
4,675.3 |
|
S3 |
4,647.7 |
4,655.3 |
4,673.9 |
|
S4 |
4,632.7 |
4,640.3 |
4,669.8 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,010.3 |
4,968.7 |
4,766.1 |
|
R3 |
4,899.3 |
4,857.7 |
4,735.5 |
|
R2 |
4,788.3 |
4,788.3 |
4,725.4 |
|
R1 |
4,746.7 |
4,746.7 |
4,715.2 |
4,767.5 |
PP |
4,677.3 |
4,677.3 |
4,677.3 |
4,687.8 |
S1 |
4,635.7 |
4,635.7 |
4,694.8 |
4,656.5 |
S2 |
4,566.3 |
4,566.3 |
4,684.7 |
|
S3 |
4,455.3 |
4,524.7 |
4,674.5 |
|
S4 |
4,344.3 |
4,413.7 |
4,644.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,729.0 |
4,659.0 |
70.0 |
1.5% |
34.4 |
0.7% |
27% |
False |
False |
21,301 |
10 |
4,729.0 |
4,593.0 |
136.0 |
2.9% |
35.5 |
0.8% |
63% |
False |
False |
16,441 |
20 |
4,729.0 |
4,535.0 |
194.0 |
4.1% |
29.3 |
0.6% |
74% |
False |
False |
25,365 |
40 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
21.0 |
0.4% |
88% |
False |
False |
12,733 |
60 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
16.0 |
0.3% |
88% |
False |
False |
8,502 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,748.8 |
2.618 |
4,724.3 |
1.618 |
4,709.3 |
1.000 |
4,700.0 |
0.618 |
4,694.3 |
HIGH |
4,685.0 |
0.618 |
4,679.3 |
0.500 |
4,677.5 |
0.382 |
4,675.7 |
LOW |
4,670.0 |
0.618 |
4,660.7 |
1.000 |
4,655.0 |
1.618 |
4,645.7 |
2.618 |
4,630.7 |
4.250 |
4,606.3 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,677.8 |
4,694.0 |
PP |
4,677.7 |
4,688.7 |
S1 |
4,677.5 |
4,683.3 |
|