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 |
13,312 |
13,266 |
-46 |
-0.3% |
12,801 |
High |
13,324 |
13,356 |
32 |
0.2% |
13,377 |
Low |
13,232 |
13,264 |
32 |
0.2% |
12,742 |
Close |
13,267 |
13,325 |
58 |
0.4% |
13,346 |
Range |
92 |
92 |
0 |
0.0% |
635 |
ATR |
147 |
143 |
-4 |
-2.7% |
0 |
Volume |
103,867 |
84,372 |
-19,495 |
-18.8% |
498,015 |
|
Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,591 |
13,550 |
13,376 |
|
R3 |
13,499 |
13,458 |
13,350 |
|
R2 |
13,407 |
13,407 |
13,342 |
|
R1 |
13,366 |
13,366 |
13,334 |
13,387 |
PP |
13,315 |
13,315 |
13,315 |
13,325 |
S1 |
13,274 |
13,274 |
13,317 |
13,295 |
S2 |
13,223 |
13,223 |
13,308 |
|
S3 |
13,131 |
13,182 |
13,300 |
|
S4 |
13,039 |
13,090 |
13,275 |
|
|
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 |
13,232 |
145 |
1.1% |
87 |
0.6% |
64% |
False |
False |
98,240 |
10 |
13,377 |
12,742 |
635 |
4.8% |
152 |
1.1% |
92% |
False |
False |
103,154 |
20 |
13,377 |
12,742 |
635 |
4.8% |
144 |
1.1% |
92% |
False |
False |
93,853 |
40 |
13,377 |
12,380 |
997 |
7.5% |
135 |
1.0% |
95% |
False |
False |
47,134 |
60 |
13,438 |
12,380 |
1,058 |
7.9% |
125 |
0.9% |
89% |
False |
False |
31,427 |
80 |
13,486 |
12,380 |
1,106 |
8.3% |
108 |
0.8% |
85% |
False |
False |
23,576 |
100 |
13,486 |
12,380 |
1,106 |
8.3% |
92 |
0.7% |
85% |
False |
False |
18,861 |
120 |
13,486 |
12,378 |
1,108 |
8.3% |
77 |
0.6% |
85% |
False |
False |
15,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,747 |
2.618 |
13,597 |
1.618 |
13,505 |
1.000 |
13,448 |
0.618 |
13,413 |
HIGH |
13,356 |
0.618 |
13,321 |
0.500 |
13,310 |
0.382 |
13,299 |
LOW |
13,264 |
0.618 |
13,207 |
1.000 |
13,172 |
1.618 |
13,115 |
2.618 |
13,023 |
4.250 |
12,873 |
|
|
Fisher Pivots for day following 09-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,320 |
13,316 |
PP |
13,315 |
13,308 |
S1 |
13,310 |
13,299 |
|