Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,446.75 |
1,452.75 |
6.00 |
0.4% |
1,382.25 |
High |
1,456.00 |
1,452.75 |
-3.25 |
-0.2% |
1,456.00 |
Low |
1,444.00 |
1,444.25 |
0.25 |
0.0% |
1,379.50 |
Close |
1,450.75 |
1,449.00 |
-1.75 |
-0.1% |
1,450.75 |
Range |
12.00 |
8.50 |
-3.50 |
-29.2% |
76.50 |
ATR |
18.01 |
17.33 |
-0.68 |
-3.8% |
0.00 |
Volume |
450 |
1,030 |
580 |
128.9% |
5,931 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,474.25 |
1,470.00 |
1,453.75 |
|
R3 |
1,465.75 |
1,461.50 |
1,451.25 |
|
R2 |
1,457.25 |
1,457.25 |
1,450.50 |
|
R1 |
1,453.00 |
1,453.00 |
1,449.75 |
1,451.00 |
PP |
1,448.75 |
1,448.75 |
1,448.75 |
1,447.50 |
S1 |
1,444.50 |
1,444.50 |
1,448.25 |
1,442.50 |
S2 |
1,440.25 |
1,440.25 |
1,447.50 |
|
S3 |
1,431.75 |
1,436.00 |
1,446.75 |
|
S4 |
1,423.25 |
1,427.50 |
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 |
1,379.50 |
76.50 |
5.3% |
17.50 |
1.2% |
91% |
False |
False |
1,392 |
10 |
1,456.00 |
1,375.75 |
80.25 |
5.5% |
18.75 |
1.3% |
91% |
False |
False |
1,234 |
20 |
1,456.00 |
1,375.75 |
80.25 |
5.5% |
16.00 |
1.1% |
91% |
False |
False |
1,019 |
40 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
14.25 |
1.0% |
94% |
False |
False |
652 |
60 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
14.25 |
1.0% |
94% |
False |
False |
457 |
80 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
12.00 |
0.8% |
94% |
False |
False |
363 |
100 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
10.00 |
0.7% |
94% |
False |
False |
294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,489.00 |
2.618 |
1,475.00 |
1.618 |
1,466.50 |
1.000 |
1,461.25 |
0.618 |
1,458.00 |
HIGH |
1,452.75 |
0.618 |
1,449.50 |
0.500 |
1,448.50 |
0.382 |
1,447.50 |
LOW |
1,444.25 |
0.618 |
1,439.00 |
1.000 |
1,435.75 |
1.618 |
1,430.50 |
2.618 |
1,422.00 |
4.250 |
1,408.00 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,448.75 |
1,449.75 |
PP |
1,448.75 |
1,449.50 |
S1 |
1,448.50 |
1,449.25 |
|