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 |
1,688.1 |
1,666.3 |
-21.8 |
-1.3% |
1,658.6 |
High |
1,692.0 |
1,666.3 |
-25.7 |
-1.5% |
1,697.2 |
Low |
1,663.7 |
1,627.9 |
-35.8 |
-2.2% |
1,627.9 |
Close |
1,676.7 |
1,650.9 |
-25.8 |
-1.5% |
1,650.9 |
Range |
28.3 |
38.4 |
10.1 |
35.7% |
69.3 |
ATR |
19.5 |
21.6 |
2.1 |
10.7% |
0.0 |
Volume |
10,409 |
19,779 |
9,370 |
90.0% |
39,481 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,763.6 |
1,745.6 |
1,672.0 |
|
R3 |
1,725.2 |
1,707.2 |
1,661.5 |
|
R2 |
1,686.8 |
1,686.8 |
1,657.9 |
|
R1 |
1,668.8 |
1,668.8 |
1,654.4 |
1,658.6 |
PP |
1,648.4 |
1,648.4 |
1,648.4 |
1,643.3 |
S1 |
1,630.4 |
1,630.4 |
1,647.4 |
1,620.2 |
S2 |
1,610.0 |
1,610.0 |
1,643.9 |
|
S3 |
1,571.6 |
1,592.0 |
1,640.3 |
|
S4 |
1,533.2 |
1,553.6 |
1,629.8 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,866.6 |
1,828.0 |
1,689.0 |
|
R3 |
1,797.3 |
1,758.7 |
1,670.0 |
|
R2 |
1,728.0 |
1,728.0 |
1,663.6 |
|
R1 |
1,689.4 |
1,689.4 |
1,657.3 |
1,674.1 |
PP |
1,658.7 |
1,658.7 |
1,658.7 |
1,651.0 |
S1 |
1,620.1 |
1,620.1 |
1,644.5 |
1,604.8 |
S2 |
1,589.4 |
1,589.4 |
1,638.2 |
|
S3 |
1,520.1 |
1,550.8 |
1,631.8 |
|
S4 |
1,450.8 |
1,481.5 |
1,612.8 |
|
|
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 |
1,627.9 |
69.3 |
4.2% |
25.2 |
1.5% |
33% |
False |
True |
9,412 |
10 |
1,697.2 |
1,627.9 |
69.3 |
4.2% |
22.8 |
1.4% |
33% |
False |
True |
6,777 |
20 |
1,726.7 |
1,627.9 |
98.8 |
6.0% |
19.9 |
1.2% |
23% |
False |
True |
4,970 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
18.1 |
1.1% |
18% |
False |
True |
3,927 |
60 |
1,779.3 |
1,627.9 |
151.4 |
9.2% |
17.3 |
1.0% |
15% |
False |
True |
2,903 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.3 |
1.0% |
13% |
False |
True |
2,475 |
100 |
1,801.8 |
1,598.8 |
203.0 |
12.3% |
16.8 |
1.0% |
26% |
False |
False |
2,074 |
120 |
1,801.8 |
1,579.4 |
222.4 |
13.5% |
15.3 |
0.9% |
32% |
False |
False |
1,810 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,829.5 |
2.618 |
1,766.8 |
1.618 |
1,728.4 |
1.000 |
1,704.7 |
0.618 |
1,690.0 |
HIGH |
1,666.3 |
0.618 |
1,651.6 |
0.500 |
1,647.1 |
0.382 |
1,642.6 |
LOW |
1,627.9 |
0.618 |
1,604.2 |
1.000 |
1,589.5 |
1.618 |
1,565.8 |
2.618 |
1,527.4 |
4.250 |
1,464.7 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,649.6 |
1,662.6 |
PP |
1,648.4 |
1,658.7 |
S1 |
1,647.1 |
1,654.8 |
|