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 |
13,177 |
13,324 |
147 |
1.1% |
13,133 |
High |
13,344 |
13,360 |
16 |
0.1% |
13,136 |
Low |
13,166 |
13,287 |
121 |
0.9% |
12,766 |
Close |
13,331 |
13,319 |
-12 |
-0.1% |
12,777 |
Range |
178 |
73 |
-105 |
-59.0% |
370 |
ATR |
169 |
162 |
-7 |
-4.1% |
0 |
Volume |
151,501 |
116,327 |
-35,174 |
-23.2% |
281,256 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,541 |
13,503 |
13,359 |
|
R3 |
13,468 |
13,430 |
13,339 |
|
R2 |
13,395 |
13,395 |
13,333 |
|
R1 |
13,357 |
13,357 |
13,326 |
13,340 |
PP |
13,322 |
13,322 |
13,322 |
13,313 |
S1 |
13,284 |
13,284 |
13,312 |
13,267 |
S2 |
13,249 |
13,249 |
13,306 |
|
S3 |
13,176 |
13,211 |
13,299 |
|
S4 |
13,103 |
13,138 |
13,279 |
|
|
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 |
13,360 |
12,742 |
618 |
4.6% |
212 |
1.6% |
93% |
True |
False |
123,762 |
10 |
13,360 |
12,742 |
618 |
4.6% |
179 |
1.3% |
93% |
True |
False |
107,406 |
20 |
13,360 |
12,742 |
618 |
4.6% |
148 |
1.1% |
93% |
True |
False |
75,425 |
40 |
13,360 |
12,380 |
980 |
7.4% |
146 |
1.1% |
96% |
True |
False |
37,766 |
60 |
13,469 |
12,380 |
1,089 |
8.2% |
125 |
0.9% |
86% |
False |
False |
25,180 |
80 |
13,486 |
12,380 |
1,106 |
8.3% |
105 |
0.8% |
85% |
False |
False |
18,890 |
100 |
13,486 |
12,380 |
1,106 |
8.3% |
88 |
0.7% |
85% |
False |
False |
15,112 |
120 |
13,486 |
12,378 |
1,108 |
8.3% |
74 |
0.6% |
85% |
False |
False |
12,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,670 |
2.618 |
13,551 |
1.618 |
13,478 |
1.000 |
13,433 |
0.618 |
13,405 |
HIGH |
13,360 |
0.618 |
13,332 |
0.500 |
13,324 |
0.382 |
13,315 |
LOW |
13,287 |
0.618 |
13,242 |
1.000 |
13,214 |
1.618 |
13,169 |
2.618 |
13,096 |
4.250 |
12,977 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,324 |
13,230 |
PP |
13,322 |
13,140 |
S1 |
13,321 |
13,051 |
|