Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,666.3 |
1,658.9 |
-7.4 |
-0.4% |
1,658.6 |
High |
1,666.3 |
1,664.3 |
-2.0 |
-0.1% |
1,697.2 |
Low |
1,627.9 |
1,644.5 |
16.6 |
1.0% |
1,627.9 |
Close |
1,650.9 |
1,648.2 |
-2.7 |
-0.2% |
1,650.9 |
Range |
38.4 |
19.8 |
-18.6 |
-48.4% |
69.3 |
ATR |
21.6 |
21.5 |
-0.1 |
-0.6% |
0.0 |
Volume |
19,779 |
16,200 |
-3,579 |
-18.1% |
39,481 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,711.7 |
1,699.8 |
1,659.1 |
|
R3 |
1,691.9 |
1,680.0 |
1,653.6 |
|
R2 |
1,672.1 |
1,672.1 |
1,651.8 |
|
R1 |
1,660.2 |
1,660.2 |
1,650.0 |
1,656.3 |
PP |
1,652.3 |
1,652.3 |
1,652.3 |
1,650.4 |
S1 |
1,640.4 |
1,640.4 |
1,646.4 |
1,636.5 |
S2 |
1,632.5 |
1,632.5 |
1,644.6 |
|
S3 |
1,612.7 |
1,620.6 |
1,642.8 |
|
S4 |
1,592.9 |
1,600.8 |
1,637.3 |
|
|
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% |
26.9 |
1.6% |
29% |
False |
False |
11,136 |
10 |
1,697.2 |
1,627.9 |
69.3 |
4.2% |
21.1 |
1.3% |
29% |
False |
False |
7,210 |
20 |
1,726.7 |
1,627.9 |
98.8 |
6.0% |
20.1 |
1.2% |
21% |
False |
False |
5,521 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.9% |
17.9 |
1.1% |
16% |
False |
False |
4,270 |
60 |
1,779.3 |
1,627.9 |
151.4 |
9.2% |
17.5 |
1.1% |
13% |
False |
False |
3,167 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.6% |
17.3 |
1.1% |
12% |
False |
False |
2,670 |
100 |
1,801.8 |
1,598.8 |
203.0 |
12.3% |
16.8 |
1.0% |
24% |
False |
False |
2,225 |
120 |
1,801.8 |
1,579.4 |
222.4 |
13.5% |
15.4 |
0.9% |
31% |
False |
False |
1,943 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,748.5 |
2.618 |
1,716.1 |
1.618 |
1,696.3 |
1.000 |
1,684.1 |
0.618 |
1,676.5 |
HIGH |
1,664.3 |
0.618 |
1,656.7 |
0.500 |
1,654.4 |
0.382 |
1,652.1 |
LOW |
1,644.5 |
0.618 |
1,632.3 |
1.000 |
1,624.7 |
1.618 |
1,612.5 |
2.618 |
1,592.7 |
4.250 |
1,560.4 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,654.4 |
1,660.0 |
PP |
1,652.3 |
1,656.0 |
S1 |
1,650.3 |
1,652.1 |
|