Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,451.50 |
1,456.50 |
5.00 |
0.3% |
1,388.25 |
High |
1,459.50 |
1,470.25 |
10.75 |
0.7% |
1,463.00 |
Low |
1,451.25 |
1,454.75 |
3.50 |
0.2% |
1,383.50 |
Close |
1,455.75 |
1,467.00 |
11.25 |
0.8% |
1,457.75 |
Range |
8.25 |
15.50 |
7.25 |
87.9% |
79.50 |
ATR |
18.33 |
18.13 |
-0.20 |
-1.1% |
0.00 |
Volume |
1,193,627 |
1,540,850 |
347,223 |
29.1% |
6,532,987 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,510.50 |
1,504.25 |
1,475.50 |
|
R3 |
1,495.00 |
1,488.75 |
1,471.25 |
|
R2 |
1,479.50 |
1,479.50 |
1,469.75 |
|
R1 |
1,473.25 |
1,473.25 |
1,468.50 |
1,476.50 |
PP |
1,464.00 |
1,464.00 |
1,464.00 |
1,465.50 |
S1 |
1,457.75 |
1,457.75 |
1,465.50 |
1,461.00 |
S2 |
1,448.50 |
1,448.50 |
1,464.25 |
|
S3 |
1,433.00 |
1,442.25 |
1,462.75 |
|
S4 |
1,417.50 |
1,426.75 |
1,458.50 |
|
|
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 |
1,470.25 |
1,446.00 |
24.25 |
1.7% |
11.25 |
0.8% |
87% |
True |
False |
1,363,218 |
10 |
1,470.25 |
1,382.25 |
88.00 |
6.0% |
18.50 |
1.3% |
96% |
True |
False |
1,436,645 |
20 |
1,470.25 |
1,382.25 |
88.00 |
6.0% |
18.50 |
1.3% |
96% |
True |
False |
1,424,634 |
40 |
1,470.25 |
1,333.75 |
136.50 |
9.3% |
17.25 |
1.2% |
98% |
True |
False |
724,017 |
60 |
1,470.25 |
1,333.75 |
136.50 |
9.3% |
18.00 |
1.2% |
98% |
True |
False |
483,247 |
80 |
1,470.25 |
1,333.75 |
136.50 |
9.3% |
17.00 |
1.2% |
98% |
True |
False |
362,868 |
100 |
1,470.25 |
1,333.75 |
136.50 |
9.3% |
15.75 |
1.1% |
98% |
True |
False |
290,358 |
120 |
1,470.25 |
1,313.00 |
157.25 |
10.7% |
15.00 |
1.0% |
98% |
True |
False |
241,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,536.00 |
2.618 |
1,510.75 |
1.618 |
1,495.25 |
1.000 |
1,485.75 |
0.618 |
1,479.75 |
HIGH |
1,470.25 |
0.618 |
1,464.25 |
0.500 |
1,462.50 |
0.382 |
1,460.75 |
LOW |
1,454.75 |
0.618 |
1,445.25 |
1.000 |
1,439.25 |
1.618 |
1,429.75 |
2.618 |
1,414.25 |
4.250 |
1,389.00 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,465.50 |
1,464.00 |
PP |
1,464.00 |
1,461.00 |
S1 |
1,462.50 |
1,458.00 |
|