Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,765.0 |
7,716.0 |
-49.0 |
-0.6% |
7,744.5 |
High |
7,778.0 |
7,758.5 |
-19.5 |
-0.3% |
7,805.5 |
Low |
7,715.0 |
7,686.0 |
-29.0 |
-0.4% |
7,727.0 |
Close |
7,731.5 |
7,699.0 |
-32.5 |
-0.4% |
7,769.5 |
Range |
63.0 |
72.5 |
9.5 |
15.1% |
78.5 |
ATR |
74.7 |
74.5 |
-0.2 |
-0.2% |
0.0 |
Volume |
94,268 |
84,039 |
-10,229 |
-10.9% |
232,955 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,932.0 |
7,888.0 |
7,738.9 |
|
R3 |
7,859.5 |
7,815.5 |
7,718.9 |
|
R2 |
7,787.0 |
7,787.0 |
7,712.3 |
|
R1 |
7,743.0 |
7,743.0 |
7,705.6 |
7,728.8 |
PP |
7,714.5 |
7,714.5 |
7,714.5 |
7,707.4 |
S1 |
7,670.5 |
7,670.5 |
7,692.4 |
7,656.3 |
S2 |
7,642.0 |
7,642.0 |
7,685.7 |
|
S3 |
7,569.5 |
7,598.0 |
7,679.1 |
|
S4 |
7,497.0 |
7,525.5 |
7,659.1 |
|
|
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 |
7,686.0 |
119.5 |
1.6% |
63.5 |
0.8% |
11% |
False |
True |
82,252 |
10 |
7,805.5 |
7,605.5 |
200.0 |
2.6% |
58.5 |
0.8% |
47% |
False |
False |
81,645 |
20 |
7,805.5 |
7,436.0 |
369.5 |
4.8% |
62.4 |
0.8% |
71% |
False |
False |
56,759 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
75.9 |
1.0% |
88% |
False |
False |
29,255 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
77.2 |
1.0% |
88% |
False |
False |
19,791 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
78.4 |
1.0% |
88% |
False |
False |
15,373 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
78.3 |
1.0% |
88% |
False |
False |
12,366 |
120 |
7,805.5 |
6,339.5 |
1,466.0 |
19.0% |
81.9 |
1.1% |
93% |
False |
False |
10,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,066.6 |
2.618 |
7,948.3 |
1.618 |
7,875.8 |
1.000 |
7,831.0 |
0.618 |
7,803.3 |
HIGH |
7,758.5 |
0.618 |
7,730.8 |
0.500 |
7,722.3 |
0.382 |
7,713.7 |
LOW |
7,686.0 |
0.618 |
7,641.2 |
1.000 |
7,613.5 |
1.618 |
7,568.7 |
2.618 |
7,496.2 |
4.250 |
7,377.9 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,722.3 |
7,739.3 |
PP |
7,714.5 |
7,725.8 |
S1 |
7,706.8 |
7,712.4 |
|