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 |
1,658.6 |
1,681.7 |
23.1 |
1.4% |
1,659.4 |
High |
1,682.6 |
1,697.2 |
14.6 |
0.9% |
1,670.7 |
Low |
1,658.6 |
1,673.2 |
14.6 |
0.9% |
1,653.5 |
Close |
1,678.0 |
1,691.0 |
13.0 |
0.8% |
1,658.1 |
Range |
24.0 |
24.0 |
0.0 |
0.0% |
17.2 |
ATR |
18.4 |
18.8 |
0.4 |
2.2% |
0.0 |
Volume |
3,381 |
5,912 |
2,531 |
74.9% |
13,536 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,759.1 |
1,749.1 |
1,704.2 |
|
R3 |
1,735.1 |
1,725.1 |
1,697.6 |
|
R2 |
1,711.1 |
1,711.1 |
1,695.4 |
|
R1 |
1,701.1 |
1,701.1 |
1,693.2 |
1,706.1 |
PP |
1,687.1 |
1,687.1 |
1,687.1 |
1,689.7 |
S1 |
1,677.1 |
1,677.1 |
1,688.8 |
1,682.1 |
S2 |
1,663.1 |
1,663.1 |
1,686.6 |
|
S3 |
1,639.1 |
1,653.1 |
1,684.4 |
|
S4 |
1,615.1 |
1,629.1 |
1,677.8 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,712.4 |
1,702.4 |
1,667.6 |
|
R3 |
1,695.2 |
1,685.2 |
1,662.8 |
|
R2 |
1,678.0 |
1,678.0 |
1,661.3 |
|
R1 |
1,668.0 |
1,668.0 |
1,659.7 |
1,664.4 |
PP |
1,660.8 |
1,660.8 |
1,660.8 |
1,659.0 |
S1 |
1,650.8 |
1,650.8 |
1,656.5 |
1,647.2 |
S2 |
1,643.6 |
1,643.6 |
1,654.9 |
|
S3 |
1,626.4 |
1,633.6 |
1,653.4 |
|
S4 |
1,609.2 |
1,616.4 |
1,648.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,697.2 |
1,653.5 |
43.7 |
2.6% |
17.9 |
1.1% |
86% |
True |
False |
3,992 |
10 |
1,706.1 |
1,638.0 |
68.1 |
4.0% |
21.5 |
1.3% |
78% |
False |
False |
4,810 |
20 |
1,726.7 |
1,638.0 |
88.7 |
5.2% |
18.9 |
1.1% |
60% |
False |
False |
3,791 |
40 |
1,757.9 |
1,638.0 |
119.9 |
7.1% |
17.5 |
1.0% |
44% |
False |
False |
3,236 |
60 |
1,784.5 |
1,638.0 |
146.5 |
8.7% |
16.6 |
1.0% |
36% |
False |
False |
2,423 |
80 |
1,801.8 |
1,638.0 |
163.8 |
9.7% |
16.7 |
1.0% |
32% |
False |
False |
2,109 |
100 |
1,801.8 |
1,598.8 |
203.0 |
12.0% |
16.5 |
1.0% |
45% |
False |
False |
1,781 |
120 |
1,801.8 |
1,578.8 |
223.0 |
13.2% |
14.9 |
0.9% |
50% |
False |
False |
1,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,799.2 |
2.618 |
1,760.0 |
1.618 |
1,736.0 |
1.000 |
1,721.2 |
0.618 |
1,712.0 |
HIGH |
1,697.2 |
0.618 |
1,688.0 |
0.500 |
1,685.2 |
0.382 |
1,682.4 |
LOW |
1,673.2 |
0.618 |
1,658.4 |
1.000 |
1,649.2 |
1.618 |
1,634.4 |
2.618 |
1,610.4 |
4.250 |
1,571.2 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,689.1 |
1,686.3 |
PP |
1,687.1 |
1,681.6 |
S1 |
1,685.2 |
1,676.9 |
|