Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,747.5 |
7,765.0 |
17.5 |
0.2% |
7,744.5 |
High |
7,792.5 |
7,778.0 |
-14.5 |
-0.2% |
7,805.5 |
Low |
7,730.0 |
7,715.0 |
-15.0 |
-0.2% |
7,727.0 |
Close |
7,769.5 |
7,731.5 |
-38.0 |
-0.5% |
7,769.5 |
Range |
62.5 |
63.0 |
0.5 |
0.8% |
78.5 |
ATR |
75.6 |
74.7 |
-0.9 |
-1.2% |
0.0 |
Volume |
73,202 |
94,268 |
21,066 |
28.8% |
232,955 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,930.5 |
7,894.0 |
7,766.2 |
|
R3 |
7,867.5 |
7,831.0 |
7,748.8 |
|
R2 |
7,804.5 |
7,804.5 |
7,743.1 |
|
R1 |
7,768.0 |
7,768.0 |
7,737.3 |
7,754.8 |
PP |
7,741.5 |
7,741.5 |
7,741.5 |
7,734.9 |
S1 |
7,705.0 |
7,705.0 |
7,725.7 |
7,691.8 |
S2 |
7,678.5 |
7,678.5 |
7,720.0 |
|
S3 |
7,615.5 |
7,642.0 |
7,714.2 |
|
S4 |
7,552.5 |
7,579.0 |
7,696.9 |
|
|
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% |
61.8 |
0.8% |
62% |
False |
False |
88,993 |
10 |
7,805.5 |
7,605.5 |
200.0 |
2.6% |
56.2 |
0.7% |
63% |
False |
False |
84,846 |
20 |
7,805.5 |
7,419.0 |
386.5 |
5.0% |
61.3 |
0.8% |
81% |
False |
False |
53,060 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
76.2 |
1.0% |
91% |
False |
False |
27,218 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.6 |
1.0% |
91% |
False |
False |
18,431 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
79.3 |
1.0% |
91% |
False |
False |
14,344 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
77.9 |
1.0% |
92% |
False |
False |
11,525 |
120 |
7,805.5 |
6,339.5 |
1,466.0 |
19.0% |
81.7 |
1.1% |
95% |
False |
False |
9,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,045.8 |
2.618 |
7,942.9 |
1.618 |
7,879.9 |
1.000 |
7,841.0 |
0.618 |
7,816.9 |
HIGH |
7,778.0 |
0.618 |
7,753.9 |
0.500 |
7,746.5 |
0.382 |
7,739.1 |
LOW |
7,715.0 |
0.618 |
7,676.1 |
1.000 |
7,652.0 |
1.618 |
7,613.1 |
2.618 |
7,550.1 |
4.250 |
7,447.3 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,746.5 |
7,753.8 |
PP |
7,741.5 |
7,746.3 |
S1 |
7,736.5 |
7,738.9 |
|