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 |
4,692.0 |
4,710.0 |
18.0 |
0.4% |
4,725.0 |
High |
4,702.0 |
4,712.0 |
10.0 |
0.2% |
4,729.0 |
Low |
4,670.0 |
4,672.0 |
2.0 |
0.0% |
4,659.0 |
Close |
4,692.0 |
4,681.0 |
-11.0 |
-0.2% |
4,681.0 |
Range |
32.0 |
40.0 |
8.0 |
25.0% |
70.0 |
ATR |
34.6 |
35.0 |
0.4 |
1.1% |
0.0 |
Volume |
18,942 |
21,982 |
3,040 |
16.0% |
107,143 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,808.3 |
4,784.7 |
4,703.0 |
|
R3 |
4,768.3 |
4,744.7 |
4,692.0 |
|
R2 |
4,728.3 |
4,728.3 |
4,688.3 |
|
R1 |
4,704.7 |
4,704.7 |
4,684.7 |
4,696.5 |
PP |
4,688.3 |
4,688.3 |
4,688.3 |
4,684.3 |
S1 |
4,664.7 |
4,664.7 |
4,677.3 |
4,656.5 |
S2 |
4,648.3 |
4,648.3 |
4,673.7 |
|
S3 |
4,608.3 |
4,624.7 |
4,670.0 |
|
S4 |
4,568.3 |
4,584.7 |
4,659.0 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,899.7 |
4,860.3 |
4,719.5 |
|
R3 |
4,829.7 |
4,790.3 |
4,700.3 |
|
R2 |
4,759.7 |
4,759.7 |
4,693.8 |
|
R1 |
4,720.3 |
4,720.3 |
4,687.4 |
4,705.0 |
PP |
4,689.7 |
4,689.7 |
4,689.7 |
4,682.0 |
S1 |
4,650.3 |
4,650.3 |
4,674.6 |
4,635.0 |
S2 |
4,619.7 |
4,619.7 |
4,668.2 |
|
S3 |
4,549.7 |
4,580.3 |
4,661.8 |
|
S4 |
4,479.7 |
4,510.3 |
4,642.5 |
|
|
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% |
36.4 |
0.8% |
31% |
False |
False |
21,428 |
10 |
4,729.0 |
4,608.0 |
121.0 |
2.6% |
37.0 |
0.8% |
60% |
False |
False |
18,864 |
20 |
4,729.0 |
4,547.0 |
182.0 |
3.9% |
31.5 |
0.7% |
74% |
False |
False |
27,242 |
40 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
22.1 |
0.5% |
88% |
False |
False |
13,754 |
60 |
4,729.0 |
4,315.0 |
414.0 |
8.8% |
17.2 |
0.4% |
88% |
False |
False |
9,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,882.0 |
2.618 |
4,816.7 |
1.618 |
4,776.7 |
1.000 |
4,752.0 |
0.618 |
4,736.7 |
HIGH |
4,712.0 |
0.618 |
4,696.7 |
0.500 |
4,692.0 |
0.382 |
4,687.3 |
LOW |
4,672.0 |
0.618 |
4,647.3 |
1.000 |
4,632.0 |
1.618 |
4,607.3 |
2.618 |
4,567.3 |
4.250 |
4,502.0 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
4,692.0 |
4,691.0 |
PP |
4,688.3 |
4,687.7 |
S1 |
4,684.7 |
4,684.3 |
|