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 |
6,021.5 |
6,050.5 |
29.0 |
0.5% |
5,851.0 |
High |
6,069.0 |
6,076.0 |
7.0 |
0.1% |
6,062.5 |
Low |
6,020.5 |
6,044.5 |
24.0 |
0.4% |
5,828.5 |
Close |
6,055.5 |
6,054.5 |
-1.0 |
0.0% |
6,037.0 |
Range |
48.5 |
31.5 |
-17.0 |
-35.1% |
234.0 |
ATR |
55.9 |
54.1 |
-1.7 |
-3.1% |
0.0 |
Volume |
80,877 |
82,333 |
1,456 |
1.8% |
391,134 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,153.0 |
6,135.0 |
6,072.0 |
|
R3 |
6,121.5 |
6,103.5 |
6,063.0 |
|
R2 |
6,090.0 |
6,090.0 |
6,060.5 |
|
R1 |
6,072.0 |
6,072.0 |
6,057.5 |
6,081.0 |
PP |
6,058.5 |
6,058.5 |
6,058.5 |
6,063.0 |
S1 |
6,040.5 |
6,040.5 |
6,051.5 |
6,049.5 |
S2 |
6,027.0 |
6,027.0 |
6,048.5 |
|
S3 |
5,995.5 |
6,009.0 |
6,046.0 |
|
S4 |
5,964.0 |
5,977.5 |
6,037.0 |
|
|
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 |
6,076.0 |
5,990.5 |
85.5 |
1.4% |
47.0 |
0.8% |
75% |
True |
False |
82,157 |
10 |
6,076.0 |
5,828.5 |
247.5 |
4.1% |
62.0 |
1.0% |
91% |
True |
False |
78,767 |
20 |
6,076.0 |
5,828.5 |
247.5 |
4.1% |
51.0 |
0.8% |
91% |
True |
False |
90,680 |
40 |
6,076.0 |
5,566.0 |
510.0 |
8.4% |
48.0 |
0.8% |
96% |
True |
False |
46,405 |
60 |
6,076.0 |
5,566.0 |
510.0 |
8.4% |
46.5 |
0.8% |
96% |
True |
False |
30,957 |
80 |
6,076.0 |
5,566.0 |
510.0 |
8.4% |
42.5 |
0.7% |
96% |
True |
False |
23,223 |
100 |
6,076.0 |
5,566.0 |
510.0 |
8.4% |
34.5 |
0.6% |
96% |
True |
False |
18,584 |
120 |
6,076.0 |
5,380.5 |
695.5 |
11.5% |
29.0 |
0.5% |
97% |
True |
False |
15,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,210.0 |
2.618 |
6,158.5 |
1.618 |
6,127.0 |
1.000 |
6,107.5 |
0.618 |
6,095.5 |
HIGH |
6,076.0 |
0.618 |
6,064.0 |
0.500 |
6,060.0 |
0.382 |
6,056.5 |
LOW |
6,044.5 |
0.618 |
6,025.0 |
1.000 |
6,013.0 |
1.618 |
5,993.5 |
2.618 |
5,962.0 |
4.250 |
5,910.5 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
6,060.0 |
6,050.0 |
PP |
6,058.5 |
6,046.0 |
S1 |
6,056.5 |
6,041.5 |
|