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 |
1,662.3 |
1,660.5 |
-1.8 |
-0.1% |
1,658.6 |
High |
1,667.8 |
1,680.7 |
12.9 |
0.8% |
1,697.2 |
Low |
1,653.5 |
1,656.7 |
3.2 |
0.2% |
1,627.9 |
Close |
1,657.7 |
1,680.2 |
22.5 |
1.4% |
1,650.9 |
Range |
14.3 |
24.0 |
9.7 |
67.8% |
69.3 |
ATR |
20.6 |
20.9 |
0.2 |
1.2% |
0.0 |
Volume |
18,538 |
23,681 |
5,143 |
27.7% |
39,481 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,744.5 |
1,736.4 |
1,693.4 |
|
R3 |
1,720.5 |
1,712.4 |
1,686.8 |
|
R2 |
1,696.5 |
1,696.5 |
1,684.6 |
|
R1 |
1,688.4 |
1,688.4 |
1,682.4 |
1,692.5 |
PP |
1,672.5 |
1,672.5 |
1,672.5 |
1,674.6 |
S1 |
1,664.4 |
1,664.4 |
1,678.0 |
1,668.5 |
S2 |
1,648.5 |
1,648.5 |
1,675.8 |
|
S3 |
1,624.5 |
1,640.4 |
1,673.6 |
|
S4 |
1,600.5 |
1,616.4 |
1,667.0 |
|
|
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 |
1,680.7 |
1,627.9 |
52.8 |
3.1% |
22.5 |
1.3% |
99% |
True |
False |
18,386 |
10 |
1,697.2 |
1,627.9 |
69.3 |
4.1% |
21.3 |
1.3% |
75% |
False |
False |
12,088 |
20 |
1,726.7 |
1,627.9 |
98.8 |
5.9% |
20.5 |
1.2% |
53% |
False |
False |
8,088 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.7% |
18.3 |
1.1% |
40% |
False |
False |
5,409 |
60 |
1,758.5 |
1,627.9 |
130.6 |
7.8% |
17.5 |
1.0% |
40% |
False |
False |
4,065 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.3% |
17.1 |
1.0% |
30% |
False |
False |
3,299 |
100 |
1,801.8 |
1,619.0 |
182.8 |
10.9% |
17.0 |
1.0% |
33% |
False |
False |
2,774 |
120 |
1,801.8 |
1,584.7 |
217.1 |
12.9% |
15.8 |
0.9% |
44% |
False |
False |
2,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,782.7 |
2.618 |
1,743.5 |
1.618 |
1,719.5 |
1.000 |
1,704.7 |
0.618 |
1,695.5 |
HIGH |
1,680.7 |
0.618 |
1,671.5 |
0.500 |
1,668.7 |
0.382 |
1,665.9 |
LOW |
1,656.7 |
0.618 |
1,641.9 |
1.000 |
1,632.7 |
1.618 |
1,617.9 |
2.618 |
1,593.9 |
4.250 |
1,554.7 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,676.4 |
1,675.1 |
PP |
1,672.5 |
1,670.0 |
S1 |
1,668.7 |
1,664.9 |
|