Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,666.5 |
7,744.5 |
78.0 |
1.0% |
7,631.5 |
High |
7,675.5 |
7,805.5 |
130.0 |
1.7% |
7,685.5 |
Low |
7,611.5 |
7,727.0 |
115.5 |
1.5% |
7,611.5 |
Close |
7,618.5 |
7,778.5 |
160.0 |
2.1% |
7,618.5 |
Range |
64.0 |
78.5 |
14.5 |
22.7% |
74.0 |
ATR |
71.0 |
79.3 |
8.3 |
11.7% |
0.0 |
Volume |
117,745 |
76,985 |
-40,760 |
-34.6% |
155,866 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,005.8 |
7,970.7 |
7,821.7 |
|
R3 |
7,927.3 |
7,892.2 |
7,800.1 |
|
R2 |
7,848.8 |
7,848.8 |
7,792.9 |
|
R1 |
7,813.7 |
7,813.7 |
7,785.7 |
7,831.3 |
PP |
7,770.3 |
7,770.3 |
7,770.3 |
7,779.1 |
S1 |
7,735.2 |
7,735.2 |
7,771.3 |
7,752.8 |
S2 |
7,691.8 |
7,691.8 |
7,764.1 |
|
S3 |
7,613.3 |
7,656.7 |
7,756.9 |
|
S4 |
7,534.8 |
7,578.2 |
7,735.3 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,860.5 |
7,813.5 |
7,659.2 |
|
R3 |
7,786.5 |
7,739.5 |
7,638.9 |
|
R2 |
7,712.5 |
7,712.5 |
7,632.1 |
|
R1 |
7,665.5 |
7,665.5 |
7,625.3 |
7,652.0 |
PP |
7,638.5 |
7,638.5 |
7,638.5 |
7,631.8 |
S1 |
7,591.5 |
7,591.5 |
7,611.7 |
7,578.0 |
S2 |
7,564.5 |
7,564.5 |
7,604.9 |
|
S3 |
7,490.5 |
7,517.5 |
7,598.2 |
|
S4 |
7,416.5 |
7,443.5 |
7,577.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,805.5 |
7,605.5 |
200.0 |
2.6% |
63.8 |
0.8% |
87% |
True |
False |
80,769 |
10 |
7,805.5 |
7,568.0 |
237.5 |
3.1% |
56.6 |
0.7% |
89% |
True |
False |
76,529 |
20 |
7,805.5 |
7,377.0 |
428.5 |
5.5% |
61.1 |
0.8% |
94% |
True |
False |
40,710 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.6 |
1.0% |
97% |
True |
False |
21,072 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
78.7 |
1.0% |
97% |
True |
False |
14,281 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
81.1 |
1.0% |
97% |
True |
False |
11,258 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.7% |
78.2 |
1.0% |
97% |
True |
False |
9,024 |
120 |
7,805.5 |
6,339.5 |
1,466.0 |
18.8% |
81.8 |
1.1% |
98% |
True |
False |
7,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,139.1 |
2.618 |
8,011.0 |
1.618 |
7,932.5 |
1.000 |
7,884.0 |
0.618 |
7,854.0 |
HIGH |
7,805.5 |
0.618 |
7,775.5 |
0.500 |
7,766.3 |
0.382 |
7,757.0 |
LOW |
7,727.0 |
0.618 |
7,678.5 |
1.000 |
7,648.5 |
1.618 |
7,600.0 |
2.618 |
7,521.5 |
4.250 |
7,393.4 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,774.4 |
7,755.2 |
PP |
7,770.3 |
7,731.8 |
S1 |
7,766.3 |
7,708.5 |
|