Trading Metrics calculated at close of trading on 09-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,716.0 |
7,714.0 |
-2.0 |
0.0% |
7,744.5 |
High |
7,758.5 |
7,739.0 |
-19.5 |
-0.3% |
7,805.5 |
Low |
7,686.0 |
7,692.0 |
6.0 |
0.1% |
7,727.0 |
Close |
7,699.0 |
7,726.0 |
27.0 |
0.4% |
7,769.5 |
Range |
72.5 |
47.0 |
-25.5 |
-35.2% |
78.5 |
ATR |
74.5 |
72.5 |
-2.0 |
-2.6% |
0.0 |
Volume |
84,039 |
111,622 |
27,583 |
32.8% |
232,955 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,860.0 |
7,840.0 |
7,751.9 |
|
R3 |
7,813.0 |
7,793.0 |
7,738.9 |
|
R2 |
7,766.0 |
7,766.0 |
7,734.6 |
|
R1 |
7,746.0 |
7,746.0 |
7,730.3 |
7,756.0 |
PP |
7,719.0 |
7,719.0 |
7,719.0 |
7,724.0 |
S1 |
7,699.0 |
7,699.0 |
7,721.7 |
7,709.0 |
S2 |
7,672.0 |
7,672.0 |
7,717.4 |
|
S3 |
7,625.0 |
7,652.0 |
7,713.1 |
|
S4 |
7,578.0 |
7,605.0 |
7,700.2 |
|
|
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 |
7,792.5 |
7,686.0 |
106.5 |
1.4% |
57.2 |
0.7% |
38% |
False |
False |
89,179 |
10 |
7,805.5 |
7,605.5 |
200.0 |
2.6% |
60.5 |
0.8% |
60% |
False |
False |
84,974 |
20 |
7,805.5 |
7,463.5 |
342.0 |
4.4% |
60.9 |
0.8% |
77% |
False |
False |
62,209 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
72.0 |
0.9% |
91% |
False |
False |
31,948 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.1 |
1.0% |
91% |
False |
False |
21,650 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.8 |
1.0% |
91% |
False |
False |
16,747 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
78.5 |
1.0% |
91% |
False |
False |
13,482 |
120 |
7,805.5 |
6,339.5 |
1,466.0 |
19.0% |
81.8 |
1.1% |
95% |
False |
False |
11,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,938.8 |
2.618 |
7,862.0 |
1.618 |
7,815.0 |
1.000 |
7,786.0 |
0.618 |
7,768.0 |
HIGH |
7,739.0 |
0.618 |
7,721.0 |
0.500 |
7,715.5 |
0.382 |
7,710.0 |
LOW |
7,692.0 |
0.618 |
7,663.0 |
1.000 |
7,645.0 |
1.618 |
7,616.0 |
2.618 |
7,569.0 |
4.250 |
7,492.3 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,722.5 |
7,732.0 |
PP |
7,719.0 |
7,730.0 |
S1 |
7,715.5 |
7,728.0 |
|