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 |
13,322 |
13,361 |
39 |
0.3% |
12,801 |
High |
13,377 |
13,366 |
-11 |
-0.1% |
13,377 |
Low |
13,296 |
13,272 |
-24 |
-0.2% |
12,742 |
Close |
13,346 |
13,307 |
-39 |
-0.3% |
13,346 |
Range |
81 |
94 |
13 |
16.0% |
635 |
ATR |
156 |
152 |
-4 |
-2.8% |
0 |
Volume |
100,235 |
86,399 |
-13,836 |
-13.8% |
498,015 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,597 |
13,546 |
13,359 |
|
R3 |
13,503 |
13,452 |
13,333 |
|
R2 |
13,409 |
13,409 |
13,324 |
|
R1 |
13,358 |
13,358 |
13,316 |
13,337 |
PP |
13,315 |
13,315 |
13,315 |
13,304 |
S1 |
13,264 |
13,264 |
13,299 |
13,243 |
S2 |
13,221 |
13,221 |
13,290 |
|
S3 |
13,127 |
13,170 |
13,281 |
|
S4 |
13,033 |
13,076 |
13,255 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,060 |
14,838 |
13,695 |
|
R3 |
14,425 |
14,203 |
13,521 |
|
R2 |
13,790 |
13,790 |
13,463 |
|
R1 |
13,568 |
13,568 |
13,404 |
13,679 |
PP |
13,155 |
13,155 |
13,155 |
13,211 |
S1 |
12,933 |
12,933 |
13,288 |
13,044 |
S2 |
12,520 |
12,520 |
13,230 |
|
S3 |
11,885 |
12,298 |
13,172 |
|
S4 |
11,250 |
11,663 |
12,997 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,377 |
12,742 |
635 |
4.8% |
153 |
1.1% |
89% |
False |
False |
116,882 |
10 |
13,377 |
12,742 |
635 |
4.8% |
171 |
1.3% |
89% |
False |
False |
100,482 |
20 |
13,377 |
12,742 |
635 |
4.8% |
144 |
1.1% |
89% |
False |
False |
84,623 |
40 |
13,377 |
12,380 |
997 |
7.5% |
137 |
1.0% |
93% |
False |
False |
42,431 |
60 |
13,438 |
12,380 |
1,058 |
8.0% |
123 |
0.9% |
88% |
False |
False |
28,290 |
80 |
13,486 |
12,380 |
1,106 |
8.3% |
108 |
0.8% |
84% |
False |
False |
21,223 |
100 |
13,486 |
12,380 |
1,106 |
8.3% |
90 |
0.7% |
84% |
False |
False |
16,979 |
120 |
13,486 |
12,378 |
1,108 |
8.3% |
75 |
0.6% |
84% |
False |
False |
14,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,766 |
2.618 |
13,612 |
1.618 |
13,518 |
1.000 |
13,460 |
0.618 |
13,424 |
HIGH |
13,366 |
0.618 |
13,330 |
0.500 |
13,319 |
0.382 |
13,308 |
LOW |
13,272 |
0.618 |
13,214 |
1.000 |
13,178 |
1.618 |
13,120 |
2.618 |
13,026 |
4.250 |
12,873 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,319 |
13,325 |
PP |
13,315 |
13,319 |
S1 |
13,311 |
13,313 |
|