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 |
4,670.0 |
4,692.0 |
22.0 |
0.5% |
4,633.0 |
High |
4,685.0 |
4,702.0 |
17.0 |
0.4% |
4,719.0 |
Low |
4,670.0 |
4,670.0 |
0.0 |
0.0% |
4,608.0 |
Close |
4,678.0 |
4,692.0 |
14.0 |
0.3% |
4,705.0 |
Range |
15.0 |
32.0 |
17.0 |
113.3% |
111.0 |
ATR |
34.8 |
34.6 |
-0.2 |
-0.6% |
0.0 |
Volume |
21,565 |
18,942 |
-2,623 |
-12.2% |
68,391 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,784.0 |
4,770.0 |
4,709.6 |
|
R3 |
4,752.0 |
4,738.0 |
4,700.8 |
|
R2 |
4,720.0 |
4,720.0 |
4,697.9 |
|
R1 |
4,706.0 |
4,706.0 |
4,694.9 |
4,708.0 |
PP |
4,688.0 |
4,688.0 |
4,688.0 |
4,689.0 |
S1 |
4,674.0 |
4,674.0 |
4,689.1 |
4,676.0 |
S2 |
4,656.0 |
4,656.0 |
4,686.1 |
|
S3 |
4,624.0 |
4,642.0 |
4,683.2 |
|
S4 |
4,592.0 |
4,610.0 |
4,674.4 |
|
|
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% |
47% |
False |
False |
20,575 |
10 |
4,729.0 |
4,593.0 |
136.0 |
2.9% |
37.1 |
0.8% |
73% |
False |
False |
17,631 |
20 |
4,729.0 |
4,547.0 |
182.0 |
3.9% |
30.1 |
0.6% |
80% |
False |
False |
26,279 |
40 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
21.8 |
0.5% |
91% |
False |
False |
13,207 |
60 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
16.6 |
0.4% |
91% |
False |
False |
8,817 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,838.0 |
2.618 |
4,785.8 |
1.618 |
4,753.8 |
1.000 |
4,734.0 |
0.618 |
4,721.8 |
HIGH |
4,702.0 |
0.618 |
4,689.8 |
0.500 |
4,686.0 |
0.382 |
4,682.2 |
LOW |
4,670.0 |
0.618 |
4,650.2 |
1.000 |
4,638.0 |
1.618 |
4,618.2 |
2.618 |
4,586.2 |
4.250 |
4,534.0 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,690.0 |
4,689.8 |
PP |
4,688.0 |
4,687.7 |
S1 |
4,686.0 |
4,685.5 |
|