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 |
1,660.5 |
1,677.1 |
16.6 |
1.0% |
1,658.9 |
High |
1,680.7 |
1,678.9 |
-1.8 |
-0.1% |
1,680.7 |
Low |
1,656.7 |
1,655.5 |
-1.2 |
-0.1% |
1,644.5 |
Close |
1,680.2 |
1,662.8 |
-17.4 |
-1.0% |
1,662.8 |
Range |
24.0 |
23.4 |
-0.6 |
-2.5% |
36.2 |
ATR |
20.9 |
21.2 |
0.3 |
1.3% |
0.0 |
Volume |
23,681 |
21,532 |
-2,149 |
-9.1% |
93,684 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,735.9 |
1,722.8 |
1,675.7 |
|
R3 |
1,712.5 |
1,699.4 |
1,669.2 |
|
R2 |
1,689.1 |
1,689.1 |
1,667.1 |
|
R1 |
1,676.0 |
1,676.0 |
1,664.9 |
1,670.9 |
PP |
1,665.7 |
1,665.7 |
1,665.7 |
1,663.2 |
S1 |
1,652.6 |
1,652.6 |
1,660.7 |
1,647.5 |
S2 |
1,642.3 |
1,642.3 |
1,658.5 |
|
S3 |
1,618.9 |
1,629.2 |
1,656.4 |
|
S4 |
1,595.5 |
1,605.8 |
1,649.9 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,771.3 |
1,753.2 |
1,682.7 |
|
R3 |
1,735.1 |
1,717.0 |
1,672.8 |
|
R2 |
1,698.9 |
1,698.9 |
1,669.4 |
|
R1 |
1,680.8 |
1,680.8 |
1,666.1 |
1,689.9 |
PP |
1,662.7 |
1,662.7 |
1,662.7 |
1,667.2 |
S1 |
1,644.6 |
1,644.6 |
1,659.5 |
1,653.7 |
S2 |
1,626.5 |
1,626.5 |
1,656.2 |
|
S3 |
1,590.3 |
1,608.4 |
1,652.8 |
|
S4 |
1,554.1 |
1,572.2 |
1,642.9 |
|
|
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 |
1,644.5 |
36.2 |
2.2% |
19.5 |
1.2% |
51% |
False |
False |
18,736 |
10 |
1,697.2 |
1,627.9 |
69.3 |
4.2% |
22.3 |
1.3% |
50% |
False |
False |
14,074 |
20 |
1,713.3 |
1,627.9 |
85.4 |
5.1% |
20.9 |
1.3% |
41% |
False |
False |
9,089 |
40 |
1,757.9 |
1,627.9 |
130.0 |
7.8% |
18.5 |
1.1% |
27% |
False |
False |
5,902 |
60 |
1,758.5 |
1,627.9 |
130.6 |
7.9% |
17.7 |
1.1% |
27% |
False |
False |
4,405 |
80 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.2 |
1.0% |
20% |
False |
False |
3,557 |
100 |
1,801.8 |
1,627.9 |
173.9 |
10.5% |
17.1 |
1.0% |
20% |
False |
False |
2,988 |
120 |
1,801.8 |
1,584.7 |
217.1 |
13.1% |
15.9 |
1.0% |
36% |
False |
False |
2,579 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,778.4 |
2.618 |
1,740.2 |
1.618 |
1,716.8 |
1.000 |
1,702.3 |
0.618 |
1,693.4 |
HIGH |
1,678.9 |
0.618 |
1,670.0 |
0.500 |
1,667.2 |
0.382 |
1,664.4 |
LOW |
1,655.5 |
0.618 |
1,641.0 |
1.000 |
1,632.1 |
1.618 |
1,617.6 |
2.618 |
1,594.2 |
4.250 |
1,556.1 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,667.2 |
1,667.1 |
PP |
1,665.7 |
1,665.7 |
S1 |
1,664.3 |
1,664.2 |
|