Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,460.25 |
1,456.75 |
-3.50 |
-0.2% |
1,388.25 |
High |
1,460.75 |
1,457.00 |
-3.75 |
-0.3% |
1,463.00 |
Low |
1,450.75 |
1,446.00 |
-4.75 |
-0.3% |
1,383.50 |
Close |
1,455.75 |
1,452.25 |
-3.50 |
-0.2% |
1,457.75 |
Range |
10.00 |
11.00 |
1.00 |
10.0% |
79.50 |
ATR |
19.73 |
19.11 |
-0.62 |
-3.2% |
0.00 |
Volume |
1,199,834 |
1,366,996 |
167,162 |
13.9% |
6,532,987 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,484.75 |
1,479.50 |
1,458.25 |
|
R3 |
1,473.75 |
1,468.50 |
1,455.25 |
|
R2 |
1,462.75 |
1,462.75 |
1,454.25 |
|
R1 |
1,457.50 |
1,457.50 |
1,453.25 |
1,454.50 |
PP |
1,451.75 |
1,451.75 |
1,451.75 |
1,450.25 |
S1 |
1,446.50 |
1,446.50 |
1,451.25 |
1,443.50 |
S2 |
1,440.75 |
1,440.75 |
1,450.25 |
|
S3 |
1,429.75 |
1,435.50 |
1,449.25 |
|
S4 |
1,418.75 |
1,424.50 |
1,446.25 |
|
|
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 |
1,438.25 |
24.75 |
1.7% |
12.50 |
0.9% |
57% |
False |
False |
1,523,923 |
10 |
1,463.00 |
1,382.25 |
80.75 |
5.6% |
18.50 |
1.3% |
87% |
False |
False |
1,252,827 |
20 |
1,463.00 |
1,382.25 |
80.75 |
5.6% |
18.75 |
1.3% |
87% |
False |
False |
1,298,863 |
40 |
1,463.00 |
1,333.75 |
129.25 |
8.9% |
17.50 |
1.2% |
92% |
False |
False |
655,802 |
60 |
1,463.00 |
1,333.75 |
129.25 |
8.9% |
18.00 |
1.2% |
92% |
False |
False |
437,714 |
80 |
1,463.00 |
1,333.75 |
129.25 |
8.9% |
17.00 |
1.2% |
92% |
False |
False |
328,692 |
100 |
1,463.00 |
1,333.75 |
129.25 |
8.9% |
15.75 |
1.1% |
92% |
False |
False |
263,015 |
120 |
1,463.00 |
1,313.00 |
150.00 |
10.3% |
15.00 |
1.0% |
93% |
False |
False |
219,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,503.75 |
2.618 |
1,485.75 |
1.618 |
1,474.75 |
1.000 |
1,468.00 |
0.618 |
1,463.75 |
HIGH |
1,457.00 |
0.618 |
1,452.75 |
0.500 |
1,451.50 |
0.382 |
1,450.25 |
LOW |
1,446.00 |
0.618 |
1,439.25 |
1.000 |
1,435.00 |
1.618 |
1,428.25 |
2.618 |
1,417.25 |
4.250 |
1,399.25 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,452.00 |
1,454.50 |
PP |
1,451.75 |
1,453.75 |
S1 |
1,451.50 |
1,453.00 |
|