Trading Metrics calculated at close of trading on 02-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
12,801 |
13,177 |
376 |
2.9% |
13,133 |
High |
13,078 |
13,344 |
266 |
2.0% |
13,136 |
Low |
12,742 |
13,166 |
424 |
3.3% |
12,766 |
Close |
13,027 |
13,331 |
304 |
2.3% |
12,777 |
Range |
336 |
178 |
-158 |
-47.0% |
370 |
ATR |
157 |
169 |
11 |
7.3% |
0 |
Volume |
129,952 |
151,501 |
21,549 |
16.6% |
281,256 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,814 |
13,751 |
13,429 |
|
R3 |
13,636 |
13,573 |
13,380 |
|
R2 |
13,458 |
13,458 |
13,364 |
|
R1 |
13,395 |
13,395 |
13,347 |
13,427 |
PP |
13,280 |
13,280 |
13,280 |
13,296 |
S1 |
13,217 |
13,217 |
13,315 |
13,249 |
S2 |
13,102 |
13,102 |
13,298 |
|
S3 |
12,924 |
13,039 |
13,282 |
|
S4 |
12,746 |
12,861 |
13,233 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,003 |
13,760 |
12,981 |
|
R3 |
13,633 |
13,390 |
12,879 |
|
R2 |
13,263 |
13,263 |
12,845 |
|
R1 |
13,020 |
13,020 |
12,811 |
12,957 |
PP |
12,893 |
12,893 |
12,893 |
12,861 |
S1 |
12,650 |
12,650 |
12,743 |
12,587 |
S2 |
12,523 |
12,523 |
12,709 |
|
S3 |
12,153 |
12,280 |
12,675 |
|
S4 |
11,783 |
11,910 |
12,574 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,344 |
12,742 |
602 |
4.5% |
217 |
1.6% |
98% |
True |
False |
108,068 |
10 |
13,344 |
12,742 |
602 |
4.5% |
185 |
1.4% |
98% |
True |
False |
110,170 |
20 |
13,344 |
12,742 |
602 |
4.5% |
149 |
1.1% |
98% |
True |
False |
69,628 |
40 |
13,344 |
12,380 |
964 |
7.2% |
145 |
1.1% |
99% |
True |
False |
34,858 |
60 |
13,469 |
12,380 |
1,089 |
8.2% |
124 |
0.9% |
87% |
False |
False |
23,241 |
80 |
13,486 |
12,380 |
1,106 |
8.3% |
104 |
0.8% |
86% |
False |
False |
17,436 |
100 |
13,486 |
12,380 |
1,106 |
8.3% |
88 |
0.7% |
86% |
False |
False |
13,949 |
120 |
13,486 |
12,378 |
1,108 |
8.3% |
73 |
0.5% |
86% |
False |
False |
11,624 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,101 |
2.618 |
13,810 |
1.618 |
13,632 |
1.000 |
13,522 |
0.618 |
13,454 |
HIGH |
13,344 |
0.618 |
13,276 |
0.500 |
13,255 |
0.382 |
13,234 |
LOW |
13,166 |
0.618 |
13,056 |
1.000 |
12,988 |
1.618 |
12,878 |
2.618 |
12,700 |
4.250 |
12,410 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,306 |
13,235 |
PP |
13,280 |
13,139 |
S1 |
13,255 |
13,043 |
|