Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
6,002.0 |
6,050.0 |
48.0 |
0.8% |
5,851.0 |
High |
6,062.5 |
6,055.5 |
-7.0 |
-0.1% |
6,062.5 |
Low |
5,990.5 |
6,011.5 |
21.0 |
0.4% |
5,828.5 |
Close |
6,037.0 |
6,021.0 |
-16.0 |
-0.3% |
6,037.0 |
Range |
72.0 |
44.0 |
-28.0 |
-38.9% |
234.0 |
ATR |
58.2 |
57.2 |
-1.0 |
-1.7% |
0.0 |
Volume |
83,819 |
77,639 |
-6,180 |
-7.4% |
391,134 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,161.5 |
6,135.0 |
6,045.0 |
|
R3 |
6,117.5 |
6,091.0 |
6,033.0 |
|
R2 |
6,073.5 |
6,073.5 |
6,029.0 |
|
R1 |
6,047.0 |
6,047.0 |
6,025.0 |
6,038.0 |
PP |
6,029.5 |
6,029.5 |
6,029.5 |
6,025.0 |
S1 |
6,003.0 |
6,003.0 |
6,017.0 |
5,994.0 |
S2 |
5,985.5 |
5,985.5 |
6,013.0 |
|
S3 |
5,941.5 |
5,959.0 |
6,009.0 |
|
S4 |
5,897.5 |
5,915.0 |
5,997.0 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,678.0 |
6,591.5 |
6,165.5 |
|
R3 |
6,444.0 |
6,357.5 |
6,101.5 |
|
R2 |
6,210.0 |
6,210.0 |
6,080.0 |
|
R1 |
6,123.5 |
6,123.5 |
6,058.5 |
6,167.0 |
PP |
5,976.0 |
5,976.0 |
5,976.0 |
5,997.5 |
S1 |
5,889.5 |
5,889.5 |
6,015.5 |
5,933.0 |
S2 |
5,742.0 |
5,742.0 |
5,994.0 |
|
S3 |
5,508.0 |
5,655.5 |
5,972.5 |
|
S4 |
5,274.0 |
5,421.5 |
5,908.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,062.5 |
5,828.5 |
234.0 |
3.9% |
70.0 |
1.2% |
82% |
False |
False |
93,754 |
10 |
6,062.5 |
5,828.5 |
234.0 |
3.9% |
65.0 |
1.1% |
82% |
False |
False |
72,088 |
20 |
6,062.5 |
5,828.5 |
234.0 |
3.9% |
49.5 |
0.8% |
82% |
False |
False |
79,680 |
40 |
6,062.5 |
5,566.0 |
496.5 |
8.2% |
48.5 |
0.8% |
92% |
False |
False |
40,181 |
60 |
6,062.5 |
5,566.0 |
496.5 |
8.2% |
47.0 |
0.8% |
92% |
False |
False |
26,802 |
80 |
6,062.5 |
5,566.0 |
496.5 |
8.2% |
41.0 |
0.7% |
92% |
False |
False |
20,107 |
100 |
6,062.5 |
5,566.0 |
496.5 |
8.2% |
33.5 |
0.6% |
92% |
False |
False |
16,092 |
120 |
6,062.5 |
5,380.5 |
682.0 |
11.3% |
28.0 |
0.5% |
94% |
False |
False |
13,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,242.5 |
2.618 |
6,170.5 |
1.618 |
6,126.5 |
1.000 |
6,099.5 |
0.618 |
6,082.5 |
HIGH |
6,055.5 |
0.618 |
6,038.5 |
0.500 |
6,033.5 |
0.382 |
6,028.5 |
LOW |
6,011.5 |
0.618 |
5,984.5 |
1.000 |
5,967.5 |
1.618 |
5,940.5 |
2.618 |
5,896.5 |
4.250 |
5,824.5 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,033.5 |
6,020.0 |
PP |
6,029.5 |
6,019.0 |
S1 |
6,025.0 |
6,018.0 |
|