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 |
1,388.25 |
1,443.00 |
54.75 |
3.9% |
1,424.25 |
High |
1,425.75 |
1,458.00 |
32.25 |
2.3% |
1,425.50 |
Low |
1,383.50 |
1,438.25 |
54.75 |
4.0% |
1,382.25 |
Close |
1,420.00 |
1,457.00 |
37.00 |
2.6% |
1,384.00 |
Range |
42.25 |
19.75 |
-22.50 |
-53.3% |
43.25 |
ATR |
20.74 |
21.97 |
1.23 |
5.9% |
0.00 |
Volume |
1,480,199 |
1,939,767 |
459,568 |
31.0% |
3,428,461 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.25 |
1,503.50 |
1,467.75 |
|
R3 |
1,490.50 |
1,483.75 |
1,462.50 |
|
R2 |
1,470.75 |
1,470.75 |
1,460.50 |
|
R1 |
1,464.00 |
1,464.00 |
1,458.75 |
1,467.50 |
PP |
1,451.00 |
1,451.00 |
1,451.00 |
1,452.75 |
S1 |
1,444.25 |
1,444.25 |
1,455.25 |
1,447.50 |
S2 |
1,431.25 |
1,431.25 |
1,453.50 |
|
S3 |
1,411.50 |
1,424.50 |
1,451.50 |
|
S4 |
1,391.75 |
1,404.75 |
1,446.25 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,527.00 |
1,498.75 |
1,407.75 |
|
R3 |
1,483.75 |
1,455.50 |
1,396.00 |
|
R2 |
1,440.50 |
1,440.50 |
1,392.00 |
|
R1 |
1,412.25 |
1,412.25 |
1,388.00 |
1,404.75 |
PP |
1,397.25 |
1,397.25 |
1,397.25 |
1,393.50 |
S1 |
1,369.00 |
1,369.00 |
1,380.00 |
1,361.50 |
S2 |
1,354.00 |
1,354.00 |
1,376.00 |
|
S3 |
1,310.75 |
1,325.75 |
1,372.00 |
|
S4 |
1,267.50 |
1,282.50 |
1,360.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,458.00 |
1,382.25 |
75.75 |
5.2% |
26.75 |
1.8% |
99% |
True |
False |
1,306,060 |
10 |
1,458.00 |
1,382.25 |
75.75 |
5.2% |
24.00 |
1.7% |
99% |
True |
False |
1,511,999 |
20 |
1,458.00 |
1,382.25 |
75.75 |
5.2% |
19.00 |
1.3% |
99% |
True |
False |
1,022,710 |
40 |
1,458.00 |
1,333.75 |
124.25 |
8.5% |
19.00 |
1.3% |
99% |
True |
False |
514,061 |
60 |
1,458.00 |
1,333.75 |
124.25 |
8.5% |
18.25 |
1.3% |
99% |
True |
False |
343,138 |
80 |
1,461.00 |
1,333.75 |
127.25 |
8.7% |
17.00 |
1.2% |
97% |
False |
False |
257,696 |
100 |
1,461.00 |
1,333.75 |
127.25 |
8.7% |
15.50 |
1.1% |
97% |
False |
False |
206,234 |
120 |
1,461.00 |
1,313.00 |
148.00 |
10.2% |
14.75 |
1.0% |
97% |
False |
False |
171,876 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,542.00 |
2.618 |
1,509.75 |
1.618 |
1,490.00 |
1.000 |
1,477.75 |
0.618 |
1,470.25 |
HIGH |
1,458.00 |
0.618 |
1,450.50 |
0.500 |
1,448.00 |
0.382 |
1,445.75 |
LOW |
1,438.25 |
0.618 |
1,426.00 |
1.000 |
1,418.50 |
1.618 |
1,406.25 |
2.618 |
1,386.50 |
4.250 |
1,354.25 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,454.00 |
1,444.75 |
PP |
1,451.00 |
1,432.50 |
S1 |
1,448.00 |
1,420.00 |
|