Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,434.00 |
1,447.00 |
13.00 |
0.9% |
1,415.75 |
High |
1,451.00 |
1,453.25 |
2.25 |
0.2% |
1,417.50 |
Low |
1,432.50 |
1,443.50 |
11.00 |
0.8% |
1,375.75 |
Close |
1,450.25 |
1,446.75 |
-3.50 |
-0.2% |
1,377.00 |
Range |
18.50 |
9.75 |
-8.75 |
-47.3% |
41.75 |
ATR |
19.15 |
18.48 |
-0.67 |
-3.5% |
0.00 |
Volume |
1,406 |
3,279 |
1,873 |
133.2% |
4,413 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,477.00 |
1,471.75 |
1,452.00 |
|
R3 |
1,467.25 |
1,462.00 |
1,449.50 |
|
R2 |
1,457.50 |
1,457.50 |
1,448.50 |
|
R1 |
1,452.25 |
1,452.25 |
1,447.75 |
1,450.00 |
PP |
1,447.75 |
1,447.75 |
1,447.75 |
1,446.75 |
S1 |
1,442.50 |
1,442.50 |
1,445.75 |
1,440.25 |
S2 |
1,438.00 |
1,438.00 |
1,445.00 |
|
S3 |
1,428.25 |
1,432.75 |
1,444.00 |
|
S4 |
1,418.50 |
1,423.00 |
1,441.50 |
|
|
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 |
1,453.25 |
1,375.75 |
77.50 |
5.4% |
24.25 |
1.7% |
92% |
True |
False |
1,732 |
10 |
1,453.25 |
1,375.75 |
77.50 |
5.4% |
19.75 |
1.4% |
92% |
True |
False |
1,640 |
20 |
1,453.25 |
1,375.75 |
77.50 |
5.4% |
16.25 |
1.1% |
92% |
True |
False |
1,022 |
40 |
1,453.25 |
1,331.25 |
122.00 |
8.4% |
15.00 |
1.0% |
95% |
True |
False |
616 |
60 |
1,453.25 |
1,331.25 |
122.00 |
8.4% |
14.25 |
1.0% |
95% |
True |
False |
437 |
80 |
1,453.25 |
1,331.25 |
122.00 |
8.4% |
11.75 |
0.8% |
95% |
True |
False |
344 |
100 |
1,453.25 |
1,331.25 |
122.00 |
8.4% |
9.75 |
0.7% |
95% |
True |
False |
279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,494.75 |
2.618 |
1,478.75 |
1.618 |
1,469.00 |
1.000 |
1,463.00 |
0.618 |
1,459.25 |
HIGH |
1,453.25 |
0.618 |
1,449.50 |
0.500 |
1,448.50 |
0.382 |
1,447.25 |
LOW |
1,443.50 |
0.618 |
1,437.50 |
1.000 |
1,433.75 |
1.618 |
1,427.75 |
2.618 |
1,418.00 |
4.250 |
1,402.00 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,448.50 |
1,436.50 |
PP |
1,447.75 |
1,426.50 |
S1 |
1,447.25 |
1,416.50 |
|