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 |
6,029.0 |
6,021.5 |
-7.5 |
-0.1% |
5,851.0 |
High |
6,046.5 |
6,069.0 |
22.5 |
0.4% |
6,062.5 |
Low |
6,007.0 |
6,020.5 |
13.5 |
0.2% |
5,828.5 |
Close |
6,014.0 |
6,055.5 |
41.5 |
0.7% |
6,037.0 |
Range |
39.5 |
48.5 |
9.0 |
22.8% |
234.0 |
ATR |
56.0 |
55.9 |
-0.1 |
-0.1% |
0.0 |
Volume |
86,119 |
80,877 |
-5,242 |
-6.1% |
391,134 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,194.0 |
6,173.0 |
6,082.0 |
|
R3 |
6,145.5 |
6,124.5 |
6,069.0 |
|
R2 |
6,097.0 |
6,097.0 |
6,064.5 |
|
R1 |
6,076.0 |
6,076.0 |
6,060.0 |
6,086.5 |
PP |
6,048.5 |
6,048.5 |
6,048.5 |
6,053.5 |
S1 |
6,027.5 |
6,027.5 |
6,051.0 |
6,038.0 |
S2 |
6,000.0 |
6,000.0 |
6,046.5 |
|
S3 |
5,951.5 |
5,979.0 |
6,042.0 |
|
S4 |
5,903.0 |
5,930.5 |
6,029.0 |
|
|
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 |
6,069.0 |
5,973.5 |
95.5 |
1.6% |
48.5 |
0.8% |
86% |
True |
False |
84,542 |
10 |
6,069.0 |
5,828.5 |
240.5 |
4.0% |
61.5 |
1.0% |
94% |
True |
False |
76,349 |
20 |
6,069.0 |
5,828.5 |
240.5 |
4.0% |
51.0 |
0.8% |
94% |
True |
False |
87,624 |
40 |
6,069.0 |
5,566.0 |
503.0 |
8.3% |
47.5 |
0.8% |
97% |
True |
False |
44,351 |
60 |
6,069.0 |
5,566.0 |
503.0 |
8.3% |
47.0 |
0.8% |
97% |
True |
False |
29,585 |
80 |
6,069.0 |
5,566.0 |
503.0 |
8.3% |
42.0 |
0.7% |
97% |
True |
False |
22,194 |
100 |
6,069.0 |
5,566.0 |
503.0 |
8.3% |
34.5 |
0.6% |
97% |
True |
False |
17,761 |
120 |
6,069.0 |
5,380.5 |
688.5 |
11.4% |
28.5 |
0.5% |
98% |
True |
False |
14,806 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,275.0 |
2.618 |
6,196.0 |
1.618 |
6,147.5 |
1.000 |
6,117.5 |
0.618 |
6,099.0 |
HIGH |
6,069.0 |
0.618 |
6,050.5 |
0.500 |
6,045.0 |
0.382 |
6,039.0 |
LOW |
6,020.5 |
0.618 |
5,990.5 |
1.000 |
5,972.0 |
1.618 |
5,942.0 |
2.618 |
5,893.5 |
4.250 |
5,814.5 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,052.0 |
6,049.5 |
PP |
6,048.5 |
6,044.0 |
S1 |
6,045.0 |
6,038.0 |
|