Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,456.50 |
1,469.75 |
13.25 |
0.9% |
1,460.25 |
High |
1,470.25 |
1,471.50 |
1.25 |
0.1% |
1,471.50 |
Low |
1,454.75 |
1,462.25 |
7.50 |
0.5% |
1,446.00 |
Close |
1,467.00 |
1,467.25 |
0.25 |
0.0% |
1,467.25 |
Range |
15.50 |
9.25 |
-6.25 |
-40.3% |
25.50 |
ATR |
18.13 |
17.50 |
-0.63 |
-3.5% |
0.00 |
Volume |
1,540,850 |
1,150,333 |
-390,517 |
-25.3% |
6,451,640 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,494.75 |
1,490.25 |
1,472.25 |
|
R3 |
1,485.50 |
1,481.00 |
1,469.75 |
|
R2 |
1,476.25 |
1,476.25 |
1,469.00 |
|
R1 |
1,471.75 |
1,471.75 |
1,468.00 |
1,469.50 |
PP |
1,467.00 |
1,467.00 |
1,467.00 |
1,465.75 |
S1 |
1,462.50 |
1,462.50 |
1,466.50 |
1,460.00 |
S2 |
1,457.75 |
1,457.75 |
1,465.50 |
|
S3 |
1,448.50 |
1,453.25 |
1,464.75 |
|
S4 |
1,439.25 |
1,444.00 |
1,462.25 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,538.00 |
1,528.25 |
1,481.25 |
|
R3 |
1,512.50 |
1,502.75 |
1,474.25 |
|
R2 |
1,487.00 |
1,487.00 |
1,472.00 |
|
R1 |
1,477.25 |
1,477.25 |
1,469.50 |
1,482.00 |
PP |
1,461.50 |
1,461.50 |
1,461.50 |
1,464.00 |
S1 |
1,451.75 |
1,451.75 |
1,465.00 |
1,456.50 |
S2 |
1,436.00 |
1,436.00 |
1,462.50 |
|
S3 |
1,410.50 |
1,426.25 |
1,460.25 |
|
S4 |
1,385.00 |
1,400.75 |
1,453.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,471.50 |
1,446.00 |
25.50 |
1.7% |
10.75 |
0.7% |
83% |
True |
False |
1,290,328 |
10 |
1,471.50 |
1,382.25 |
89.25 |
6.1% |
17.25 |
1.2% |
95% |
True |
False |
1,404,647 |
20 |
1,471.50 |
1,382.25 |
89.25 |
6.1% |
18.25 |
1.2% |
95% |
True |
False |
1,469,950 |
40 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
17.00 |
1.2% |
97% |
True |
False |
752,759 |
60 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
17.75 |
1.2% |
97% |
True |
False |
502,393 |
80 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
17.00 |
1.2% |
97% |
True |
False |
377,246 |
100 |
1,471.50 |
1,333.75 |
137.75 |
9.4% |
15.75 |
1.1% |
97% |
True |
False |
301,861 |
120 |
1,471.50 |
1,313.00 |
158.50 |
10.8% |
15.00 |
1.0% |
97% |
True |
False |
251,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,510.75 |
2.618 |
1,495.75 |
1.618 |
1,486.50 |
1.000 |
1,480.75 |
0.618 |
1,477.25 |
HIGH |
1,471.50 |
0.618 |
1,468.00 |
0.500 |
1,467.00 |
0.382 |
1,465.75 |
LOW |
1,462.25 |
0.618 |
1,456.50 |
1.000 |
1,453.00 |
1.618 |
1,447.25 |
2.618 |
1,438.00 |
4.250 |
1,423.00 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,467.00 |
1,465.25 |
PP |
1,467.00 |
1,463.25 |
S1 |
1,467.00 |
1,461.50 |
|