Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,456.00 |
1,454.00 |
-2.00 |
-0.1% |
1,388.25 |
High |
1,460.50 |
1,463.00 |
2.50 |
0.2% |
1,463.00 |
Low |
1,450.00 |
1,451.25 |
1.25 |
0.1% |
1,383.50 |
Close |
1,453.50 |
1,457.75 |
4.25 |
0.3% |
1,457.75 |
Range |
10.50 |
11.75 |
1.25 |
11.9% |
79.50 |
ATR |
21.15 |
20.48 |
-0.67 |
-3.2% |
0.00 |
Volume |
1,598,235 |
1,514,786 |
-83,449 |
-5.2% |
6,532,987 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.50 |
1,487.00 |
1,464.25 |
|
R3 |
1,480.75 |
1,475.25 |
1,461.00 |
|
R2 |
1,469.00 |
1,469.00 |
1,460.00 |
|
R1 |
1,463.50 |
1,463.50 |
1,458.75 |
1,466.25 |
PP |
1,457.25 |
1,457.25 |
1,457.25 |
1,458.75 |
S1 |
1,451.75 |
1,451.75 |
1,456.75 |
1,454.50 |
S2 |
1,445.50 |
1,445.50 |
1,455.50 |
|
S3 |
1,433.75 |
1,440.00 |
1,454.50 |
|
S4 |
1,422.00 |
1,428.25 |
1,451.25 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,673.25 |
1,645.00 |
1,501.50 |
|
R3 |
1,593.75 |
1,565.50 |
1,479.50 |
|
R2 |
1,514.25 |
1,514.25 |
1,472.25 |
|
R1 |
1,486.00 |
1,486.00 |
1,465.00 |
1,500.00 |
PP |
1,434.75 |
1,434.75 |
1,434.75 |
1,441.75 |
S1 |
1,406.50 |
1,406.50 |
1,450.50 |
1,420.50 |
S2 |
1,355.25 |
1,355.25 |
1,443.25 |
|
S3 |
1,275.75 |
1,327.00 |
1,436.00 |
|
S4 |
1,196.25 |
1,247.50 |
1,414.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,463.00 |
1,382.25 |
80.75 |
5.5% |
23.75 |
1.6% |
93% |
True |
False |
1,518,967 |
10 |
1,463.00 |
1,382.25 |
80.75 |
5.5% |
22.75 |
1.6% |
93% |
True |
False |
1,372,131 |
20 |
1,463.00 |
1,382.25 |
80.75 |
5.5% |
18.75 |
1.3% |
93% |
True |
False |
1,175,057 |
40 |
1,463.00 |
1,333.75 |
129.25 |
8.9% |
18.75 |
1.3% |
96% |
True |
False |
591,740 |
60 |
1,463.00 |
1,333.75 |
129.25 |
8.9% |
18.25 |
1.3% |
96% |
True |
False |
394,987 |
80 |
1,463.00 |
1,333.75 |
129.25 |
8.9% |
17.00 |
1.2% |
96% |
True |
False |
296,608 |
100 |
1,463.00 |
1,333.75 |
129.25 |
8.9% |
15.50 |
1.1% |
96% |
True |
False |
237,363 |
120 |
1,463.00 |
1,313.00 |
150.00 |
10.3% |
15.00 |
1.0% |
97% |
True |
False |
197,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,513.00 |
2.618 |
1,493.75 |
1.618 |
1,482.00 |
1.000 |
1,474.75 |
0.618 |
1,470.25 |
HIGH |
1,463.00 |
0.618 |
1,458.50 |
0.500 |
1,457.00 |
0.382 |
1,455.75 |
LOW |
1,451.25 |
0.618 |
1,444.00 |
1.000 |
1,439.50 |
1.618 |
1,432.25 |
2.618 |
1,420.50 |
4.250 |
1,401.25 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,457.50 |
1,455.50 |
PP |
1,457.25 |
1,453.00 |
S1 |
1,457.00 |
1,450.50 |
|