Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,714.0 |
7,744.0 |
30.0 |
0.4% |
7,744.5 |
High |
7,739.0 |
7,779.0 |
40.0 |
0.5% |
7,805.5 |
Low |
7,692.0 |
7,687.5 |
-4.5 |
-0.1% |
7,727.0 |
Close |
7,726.0 |
7,707.5 |
-18.5 |
-0.2% |
7,769.5 |
Range |
47.0 |
91.5 |
44.5 |
94.7% |
78.5 |
ATR |
72.5 |
73.9 |
1.4 |
1.9% |
0.0 |
Volume |
111,622 |
89,050 |
-22,572 |
-20.2% |
232,955 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,999.2 |
7,944.8 |
7,757.8 |
|
R3 |
7,907.7 |
7,853.3 |
7,732.7 |
|
R2 |
7,816.2 |
7,816.2 |
7,724.3 |
|
R1 |
7,761.8 |
7,761.8 |
7,715.9 |
7,743.3 |
PP |
7,724.7 |
7,724.7 |
7,724.7 |
7,715.4 |
S1 |
7,670.3 |
7,670.3 |
7,699.1 |
7,651.8 |
S2 |
7,633.2 |
7,633.2 |
7,690.7 |
|
S3 |
7,541.7 |
7,578.8 |
7,682.3 |
|
S4 |
7,450.2 |
7,487.3 |
7,657.2 |
|
|
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% |
67.3 |
0.9% |
20% |
False |
False |
90,436 |
10 |
7,805.5 |
7,605.5 |
200.0 |
2.6% |
63.8 |
0.8% |
51% |
False |
False |
82,263 |
20 |
7,805.5 |
7,463.5 |
342.0 |
4.4% |
60.8 |
0.8% |
71% |
False |
False |
66,244 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
71.9 |
0.9% |
89% |
False |
False |
34,154 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
76.8 |
1.0% |
89% |
False |
False |
23,132 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.1% |
77.4 |
1.0% |
89% |
False |
False |
17,836 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
78.7 |
1.0% |
89% |
False |
False |
14,372 |
120 |
7,805.5 |
6,339.5 |
1,466.0 |
19.0% |
82.4 |
1.1% |
93% |
False |
False |
11,983 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,167.9 |
2.618 |
8,018.5 |
1.618 |
7,927.0 |
1.000 |
7,870.5 |
0.618 |
7,835.5 |
HIGH |
7,779.0 |
0.618 |
7,744.0 |
0.500 |
7,733.3 |
0.382 |
7,722.5 |
LOW |
7,687.5 |
0.618 |
7,631.0 |
1.000 |
7,596.0 |
1.618 |
7,539.5 |
2.618 |
7,448.0 |
4.250 |
7,298.6 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,733.3 |
7,732.5 |
PP |
7,724.7 |
7,724.2 |
S1 |
7,716.1 |
7,715.8 |
|