Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,769.0 |
7,747.5 |
-21.5 |
-0.3% |
7,744.5 |
High |
7,781.0 |
7,792.5 |
11.5 |
0.1% |
7,805.5 |
Low |
7,740.0 |
7,730.0 |
-10.0 |
-0.1% |
7,727.0 |
Close |
7,760.0 |
7,769.5 |
9.5 |
0.1% |
7,769.5 |
Range |
41.0 |
62.5 |
21.5 |
52.4% |
78.5 |
ATR |
76.6 |
75.6 |
-1.0 |
-1.3% |
0.0 |
Volume |
82,768 |
73,202 |
-9,566 |
-11.6% |
232,955 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,951.5 |
7,923.0 |
7,803.9 |
|
R3 |
7,889.0 |
7,860.5 |
7,786.7 |
|
R2 |
7,826.5 |
7,826.5 |
7,781.0 |
|
R1 |
7,798.0 |
7,798.0 |
7,775.2 |
7,812.3 |
PP |
7,764.0 |
7,764.0 |
7,764.0 |
7,771.1 |
S1 |
7,735.5 |
7,735.5 |
7,763.8 |
7,749.8 |
S2 |
7,701.5 |
7,701.5 |
7,758.0 |
|
S3 |
7,639.0 |
7,673.0 |
7,752.3 |
|
S4 |
7,576.5 |
7,610.5 |
7,735.1 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,002.8 |
7,964.7 |
7,812.7 |
|
R3 |
7,924.3 |
7,886.2 |
7,791.1 |
|
R2 |
7,845.8 |
7,845.8 |
7,783.9 |
|
R1 |
7,807.7 |
7,807.7 |
7,776.7 |
7,826.8 |
PP |
7,767.3 |
7,767.3 |
7,767.3 |
7,776.9 |
S1 |
7,729.2 |
7,729.2 |
7,762.3 |
7,748.3 |
S2 |
7,688.8 |
7,688.8 |
7,755.1 |
|
S3 |
7,610.3 |
7,650.7 |
7,747.9 |
|
S4 |
7,531.8 |
7,572.2 |
7,726.3 |
|
|
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 |
7,611.5 |
194.0 |
2.5% |
60.3 |
0.8% |
81% |
False |
False |
77,764 |
10 |
7,805.5 |
7,571.5 |
234.0 |
3.0% |
56.2 |
0.7% |
85% |
False |
False |
83,854 |
20 |
7,805.5 |
7,419.0 |
386.5 |
5.0% |
61.5 |
0.8% |
91% |
False |
False |
48,456 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
75.7 |
1.0% |
96% |
False |
False |
24,900 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.6 |
1.0% |
96% |
False |
False |
16,866 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
79.0 |
1.0% |
96% |
False |
False |
13,178 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.7% |
77.9 |
1.0% |
96% |
False |
False |
10,583 |
120 |
7,805.5 |
6,339.5 |
1,466.0 |
18.9% |
81.6 |
1.1% |
98% |
False |
False |
8,825 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,058.1 |
2.618 |
7,956.1 |
1.618 |
7,893.6 |
1.000 |
7,855.0 |
0.618 |
7,831.1 |
HIGH |
7,792.5 |
0.618 |
7,768.6 |
0.500 |
7,761.3 |
0.382 |
7,753.9 |
LOW |
7,730.0 |
0.618 |
7,691.4 |
1.000 |
7,667.5 |
1.618 |
7,628.9 |
2.618 |
7,566.4 |
4.250 |
7,464.4 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,766.8 |
7,768.4 |
PP |
7,764.0 |
7,767.3 |
S1 |
7,761.3 |
7,766.3 |
|