Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,744.5 |
7,769.0 |
24.5 |
0.3% |
7,631.5 |
High |
7,805.5 |
7,781.0 |
-24.5 |
-0.3% |
7,685.5 |
Low |
7,727.0 |
7,740.0 |
13.0 |
0.2% |
7,611.5 |
Close |
7,778.5 |
7,760.0 |
-18.5 |
-0.2% |
7,618.5 |
Range |
78.5 |
41.0 |
-37.5 |
-47.8% |
74.0 |
ATR |
79.3 |
76.6 |
-2.7 |
-3.4% |
0.0 |
Volume |
76,985 |
82,768 |
5,783 |
7.5% |
155,866 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,883.3 |
7,862.7 |
7,782.6 |
|
R3 |
7,842.3 |
7,821.7 |
7,771.3 |
|
R2 |
7,801.3 |
7,801.3 |
7,767.5 |
|
R1 |
7,780.7 |
7,780.7 |
7,763.8 |
7,770.5 |
PP |
7,760.3 |
7,760.3 |
7,760.3 |
7,755.3 |
S1 |
7,739.7 |
7,739.7 |
7,756.2 |
7,729.5 |
S2 |
7,719.3 |
7,719.3 |
7,752.5 |
|
S3 |
7,678.3 |
7,698.7 |
7,748.7 |
|
S4 |
7,637.3 |
7,657.7 |
7,737.5 |
|
|
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% |
60.3 |
0.8% |
77% |
False |
False |
74,089 |
10 |
7,805.5 |
7,571.5 |
234.0 |
3.0% |
54.8 |
0.7% |
81% |
False |
False |
82,064 |
20 |
7,805.5 |
7,399.5 |
406.0 |
5.2% |
60.8 |
0.8% |
89% |
False |
False |
44,821 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
76.0 |
1.0% |
95% |
False |
False |
23,091 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.9 |
1.0% |
95% |
False |
False |
15,651 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
79.2 |
1.0% |
95% |
False |
False |
12,279 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.7% |
77.7 |
1.0% |
95% |
False |
False |
9,851 |
120 |
7,805.5 |
6,339.5 |
1,466.0 |
18.9% |
81.7 |
1.1% |
97% |
False |
False |
8,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,955.3 |
2.618 |
7,888.3 |
1.618 |
7,847.3 |
1.000 |
7,822.0 |
0.618 |
7,806.3 |
HIGH |
7,781.0 |
0.618 |
7,765.3 |
0.500 |
7,760.5 |
0.382 |
7,755.7 |
LOW |
7,740.0 |
0.618 |
7,714.7 |
1.000 |
7,699.0 |
1.618 |
7,673.7 |
2.618 |
7,632.7 |
4.250 |
7,565.8 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,760.5 |
7,742.8 |
PP |
7,760.3 |
7,725.7 |
S1 |
7,760.2 |
7,708.5 |
|