Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
7,744.0 |
7,730.5 |
-13.5 |
-0.2% |
7,765.0 |
High |
7,779.0 |
7,735.0 |
-44.0 |
-0.6% |
7,779.0 |
Low |
7,687.5 |
7,686.5 |
-1.0 |
0.0% |
7,686.0 |
Close |
7,707.5 |
7,716.5 |
9.0 |
0.1% |
7,716.5 |
Range |
91.5 |
48.5 |
-43.0 |
-47.0% |
93.0 |
ATR |
73.9 |
72.1 |
-1.8 |
-2.5% |
0.0 |
Volume |
89,050 |
103,074 |
14,024 |
15.7% |
482,053 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,858.2 |
7,835.8 |
7,743.2 |
|
R3 |
7,809.7 |
7,787.3 |
7,729.8 |
|
R2 |
7,761.2 |
7,761.2 |
7,725.4 |
|
R1 |
7,738.8 |
7,738.8 |
7,720.9 |
7,725.8 |
PP |
7,712.7 |
7,712.7 |
7,712.7 |
7,706.1 |
S1 |
7,690.3 |
7,690.3 |
7,712.1 |
7,677.3 |
S2 |
7,664.2 |
7,664.2 |
7,707.6 |
|
S3 |
7,615.7 |
7,641.8 |
7,703.2 |
|
S4 |
7,567.2 |
7,593.3 |
7,689.8 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,006.2 |
7,954.3 |
7,767.7 |
|
R3 |
7,913.2 |
7,861.3 |
7,742.1 |
|
R2 |
7,820.2 |
7,820.2 |
7,733.6 |
|
R1 |
7,768.3 |
7,768.3 |
7,725.0 |
7,747.8 |
PP |
7,727.2 |
7,727.2 |
7,727.2 |
7,716.9 |
S1 |
7,675.3 |
7,675.3 |
7,708.0 |
7,654.8 |
S2 |
7,634.2 |
7,634.2 |
7,699.5 |
|
S3 |
7,541.2 |
7,582.3 |
7,690.9 |
|
S4 |
7,448.2 |
7,489.3 |
7,665.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,779.0 |
7,686.0 |
93.0 |
1.2% |
64.5 |
0.8% |
33% |
False |
False |
96,410 |
10 |
7,805.5 |
7,611.5 |
194.0 |
2.5% |
62.4 |
0.8% |
54% |
False |
False |
87,087 |
20 |
7,805.5 |
7,463.5 |
342.0 |
4.4% |
59.9 |
0.8% |
74% |
False |
False |
71,296 |
40 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
68.9 |
0.9% |
90% |
False |
False |
36,676 |
60 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
76.6 |
1.0% |
90% |
False |
False |
24,847 |
80 |
7,805.5 |
6,953.0 |
852.5 |
11.0% |
77.2 |
1.0% |
90% |
False |
False |
19,097 |
100 |
7,805.5 |
6,895.0 |
910.5 |
11.8% |
78.9 |
1.0% |
90% |
False |
False |
15,403 |
120 |
7,805.5 |
6,339.5 |
1,466.0 |
19.0% |
81.6 |
1.1% |
94% |
False |
False |
12,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,941.1 |
2.618 |
7,862.0 |
1.618 |
7,813.5 |
1.000 |
7,783.5 |
0.618 |
7,765.0 |
HIGH |
7,735.0 |
0.618 |
7,716.5 |
0.500 |
7,710.8 |
0.382 |
7,705.0 |
LOW |
7,686.5 |
0.618 |
7,656.5 |
1.000 |
7,638.0 |
1.618 |
7,608.0 |
2.618 |
7,559.5 |
4.250 |
7,480.4 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
7,714.6 |
7,732.8 |
PP |
7,712.7 |
7,727.3 |
S1 |
7,710.8 |
7,721.9 |
|