Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,447.00 |
1,446.75 |
-0.25 |
0.0% |
1,382.25 |
High |
1,453.25 |
1,456.00 |
2.75 |
0.2% |
1,456.00 |
Low |
1,443.50 |
1,444.00 |
0.50 |
0.0% |
1,379.50 |
Close |
1,446.75 |
1,450.75 |
4.00 |
0.3% |
1,450.75 |
Range |
9.75 |
12.00 |
2.25 |
23.1% |
76.50 |
ATR |
18.48 |
18.01 |
-0.46 |
-2.5% |
0.00 |
Volume |
3,279 |
450 |
-2,829 |
-86.3% |
5,931 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,486.25 |
1,480.50 |
1,457.25 |
|
R3 |
1,474.25 |
1,468.50 |
1,454.00 |
|
R2 |
1,462.25 |
1,462.25 |
1,453.00 |
|
R1 |
1,456.50 |
1,456.50 |
1,451.75 |
1,459.50 |
PP |
1,450.25 |
1,450.25 |
1,450.25 |
1,451.75 |
S1 |
1,444.50 |
1,444.50 |
1,449.75 |
1,447.50 |
S2 |
1,438.25 |
1,438.25 |
1,448.50 |
|
S3 |
1,426.25 |
1,432.50 |
1,447.50 |
|
S4 |
1,414.25 |
1,420.50 |
1,444.25 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.25 |
1,631.00 |
1,492.75 |
|
R3 |
1,581.75 |
1,554.50 |
1,471.75 |
|
R2 |
1,505.25 |
1,505.25 |
1,464.75 |
|
R1 |
1,478.00 |
1,478.00 |
1,457.75 |
1,491.50 |
PP |
1,428.75 |
1,428.75 |
1,428.75 |
1,435.50 |
S1 |
1,401.50 |
1,401.50 |
1,443.75 |
1,415.00 |
S2 |
1,352.25 |
1,352.25 |
1,436.75 |
|
S3 |
1,275.75 |
1,325.00 |
1,429.75 |
|
S4 |
1,199.25 |
1,248.50 |
1,408.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,456.00 |
1,375.75 |
80.25 |
5.5% |
22.50 |
1.6% |
93% |
True |
False |
1,334 |
10 |
1,456.00 |
1,375.75 |
80.25 |
5.5% |
19.25 |
1.3% |
93% |
True |
False |
1,183 |
20 |
1,456.00 |
1,375.75 |
80.25 |
5.5% |
16.00 |
1.1% |
93% |
True |
False |
1,018 |
40 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
15.25 |
1.0% |
96% |
True |
False |
626 |
60 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
14.00 |
1.0% |
96% |
True |
False |
441 |
80 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
12.00 |
0.8% |
96% |
True |
False |
350 |
100 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
9.75 |
0.7% |
96% |
True |
False |
284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.00 |
2.618 |
1,487.50 |
1.618 |
1,475.50 |
1.000 |
1,468.00 |
0.618 |
1,463.50 |
HIGH |
1,456.00 |
0.618 |
1,451.50 |
0.500 |
1,450.00 |
0.382 |
1,448.50 |
LOW |
1,444.00 |
0.618 |
1,436.50 |
1.000 |
1,432.00 |
1.618 |
1,424.50 |
2.618 |
1,412.50 |
4.250 |
1,393.00 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,450.50 |
1,448.50 |
PP |
1,450.25 |
1,446.50 |
S1 |
1,450.00 |
1,444.25 |
|