Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
5,866.5 |
5,998.0 |
131.5 |
2.2% |
5,912.0 |
High |
6,009.0 |
6,012.0 |
3.0 |
0.0% |
5,963.5 |
Low |
5,866.5 |
5,973.5 |
107.0 |
1.8% |
5,853.0 |
Close |
5,987.5 |
6,000.5 |
13.0 |
0.2% |
5,889.5 |
Range |
142.5 |
38.5 |
-104.0 |
-73.0% |
110.5 |
ATR |
58.6 |
57.2 |
-1.4 |
-2.5% |
0.0 |
Volume |
89,767 |
94,259 |
4,492 |
5.0% |
127,726 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,111.0 |
6,094.0 |
6,021.5 |
|
R3 |
6,072.5 |
6,055.5 |
6,011.0 |
|
R2 |
6,034.0 |
6,034.0 |
6,007.5 |
|
R1 |
6,017.0 |
6,017.0 |
6,004.0 |
6,025.5 |
PP |
5,995.5 |
5,995.5 |
5,995.5 |
5,999.5 |
S1 |
5,978.5 |
5,978.5 |
5,997.0 |
5,987.0 |
S2 |
5,957.0 |
5,957.0 |
5,993.5 |
|
S3 |
5,918.5 |
5,940.0 |
5,990.0 |
|
S4 |
5,880.0 |
5,901.5 |
5,979.5 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,233.5 |
6,172.0 |
5,950.5 |
|
R3 |
6,123.0 |
6,061.5 |
5,920.0 |
|
R2 |
6,012.5 |
6,012.5 |
5,910.0 |
|
R1 |
5,951.0 |
5,951.0 |
5,899.5 |
5,926.5 |
PP |
5,902.0 |
5,902.0 |
5,902.0 |
5,890.0 |
S1 |
5,840.5 |
5,840.5 |
5,879.5 |
5,816.0 |
S2 |
5,791.5 |
5,791.5 |
5,869.0 |
|
S3 |
5,681.0 |
5,730.0 |
5,859.0 |
|
S4 |
5,570.5 |
5,619.5 |
5,828.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,012.0 |
5,828.5 |
183.5 |
3.1% |
76.5 |
1.3% |
94% |
True |
False |
75,376 |
10 |
6,012.0 |
5,828.5 |
183.5 |
3.1% |
60.0 |
1.0% |
94% |
True |
False |
83,172 |
20 |
6,012.0 |
5,813.0 |
199.0 |
3.3% |
47.5 |
0.8% |
94% |
True |
False |
72,142 |
40 |
6,012.0 |
5,566.0 |
446.0 |
7.4% |
50.0 |
0.8% |
97% |
True |
False |
36,153 |
60 |
6,012.0 |
5,566.0 |
446.0 |
7.4% |
46.0 |
0.8% |
97% |
True |
False |
24,112 |
80 |
6,012.0 |
5,566.0 |
446.0 |
7.4% |
39.5 |
0.7% |
97% |
True |
False |
18,089 |
100 |
6,012.0 |
5,566.0 |
446.0 |
7.4% |
32.5 |
0.5% |
97% |
True |
False |
14,478 |
120 |
6,012.0 |
5,380.5 |
631.5 |
10.5% |
27.0 |
0.4% |
98% |
True |
False |
12,070 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,175.5 |
2.618 |
6,113.0 |
1.618 |
6,074.5 |
1.000 |
6,050.5 |
0.618 |
6,036.0 |
HIGH |
6,012.0 |
0.618 |
5,997.5 |
0.500 |
5,993.0 |
0.382 |
5,988.0 |
LOW |
5,973.5 |
0.618 |
5,949.5 |
1.000 |
5,935.0 |
1.618 |
5,911.0 |
2.618 |
5,872.5 |
4.250 |
5,810.0 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
5,998.0 |
5,974.0 |
PP |
5,995.5 |
5,947.0 |
S1 |
5,993.0 |
5,920.0 |
|