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 |
1,382.25 |
1,434.00 |
51.75 |
3.7% |
1,415.75 |
High |
1,418.75 |
1,451.00 |
32.25 |
2.3% |
1,417.50 |
Low |
1,379.50 |
1,432.50 |
53.00 |
3.8% |
1,375.75 |
Close |
1,413.25 |
1,450.25 |
37.00 |
2.6% |
1,377.00 |
Range |
39.25 |
18.50 |
-20.75 |
-52.9% |
41.75 |
ATR |
17.72 |
19.15 |
1.43 |
8.1% |
0.00 |
Volume |
796 |
1,406 |
610 |
76.6% |
4,413 |
|
Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,500.00 |
1,493.75 |
1,460.50 |
|
R3 |
1,481.50 |
1,475.25 |
1,455.25 |
|
R2 |
1,463.00 |
1,463.00 |
1,453.75 |
|
R1 |
1,456.75 |
1,456.75 |
1,452.00 |
1,460.00 |
PP |
1,444.50 |
1,444.50 |
1,444.50 |
1,446.25 |
S1 |
1,438.25 |
1,438.25 |
1,448.50 |
1,441.50 |
S2 |
1,426.00 |
1,426.00 |
1,446.75 |
|
S3 |
1,407.50 |
1,419.75 |
1,445.25 |
|
S4 |
1,389.00 |
1,401.25 |
1,440.00 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.25 |
1,488.00 |
1,400.00 |
|
R3 |
1,473.50 |
1,446.25 |
1,388.50 |
|
R2 |
1,431.75 |
1,431.75 |
1,384.75 |
|
R1 |
1,404.50 |
1,404.50 |
1,380.75 |
1,397.25 |
PP |
1,390.00 |
1,390.00 |
1,390.00 |
1,386.50 |
S1 |
1,362.75 |
1,362.75 |
1,373.25 |
1,355.50 |
S2 |
1,348.25 |
1,348.25 |
1,369.25 |
|
S3 |
1,306.50 |
1,321.00 |
1,365.50 |
|
S4 |
1,264.75 |
1,279.25 |
1,354.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,451.00 |
1,375.75 |
75.25 |
5.2% |
25.00 |
1.7% |
99% |
True |
False |
1,183 |
10 |
1,451.00 |
1,375.75 |
75.25 |
5.2% |
20.25 |
1.4% |
99% |
True |
False |
1,341 |
20 |
1,451.00 |
1,375.75 |
75.25 |
5.2% |
16.00 |
1.1% |
99% |
True |
False |
885 |
40 |
1,451.00 |
1,331.25 |
119.75 |
8.3% |
15.00 |
1.0% |
99% |
True |
False |
534 |
60 |
1,451.00 |
1,331.25 |
119.75 |
8.3% |
14.00 |
1.0% |
99% |
True |
False |
383 |
80 |
1,451.00 |
1,331.25 |
119.75 |
8.3% |
11.75 |
0.8% |
99% |
True |
False |
303 |
100 |
1,451.00 |
1,331.25 |
119.75 |
8.3% |
9.50 |
0.7% |
99% |
True |
False |
247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,529.50 |
2.618 |
1,499.50 |
1.618 |
1,481.00 |
1.000 |
1,469.50 |
0.618 |
1,462.50 |
HIGH |
1,451.00 |
0.618 |
1,444.00 |
0.500 |
1,441.75 |
0.382 |
1,439.50 |
LOW |
1,432.50 |
0.618 |
1,421.00 |
1.000 |
1,414.00 |
1.618 |
1,402.50 |
2.618 |
1,384.00 |
4.250 |
1,354.00 |
|
|
Fisher Pivots for day following 02-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,447.50 |
1,438.00 |
PP |
1,444.50 |
1,425.75 |
S1 |
1,441.75 |
1,413.50 |
|