Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,452.75 |
1,449.00 |
-3.75 |
-0.3% |
1,382.25 |
High |
1,452.75 |
1,450.00 |
-2.75 |
-0.2% |
1,456.00 |
Low |
1,444.25 |
1,440.00 |
-4.25 |
-0.3% |
1,379.50 |
Close |
1,449.00 |
1,445.50 |
-3.50 |
-0.2% |
1,450.75 |
Range |
8.50 |
10.00 |
1.50 |
17.6% |
76.50 |
ATR |
17.33 |
16.81 |
-0.52 |
-3.0% |
0.00 |
Volume |
1,030 |
1,540 |
510 |
49.5% |
5,931 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,475.25 |
1,470.25 |
1,451.00 |
|
R3 |
1,465.25 |
1,460.25 |
1,448.25 |
|
R2 |
1,455.25 |
1,455.25 |
1,447.25 |
|
R1 |
1,450.25 |
1,450.25 |
1,446.50 |
1,447.75 |
PP |
1,445.25 |
1,445.25 |
1,445.25 |
1,444.00 |
S1 |
1,440.25 |
1,440.25 |
1,444.50 |
1,437.75 |
S2 |
1,435.25 |
1,435.25 |
1,443.75 |
|
S3 |
1,425.25 |
1,430.25 |
1,442.75 |
|
S4 |
1,415.25 |
1,420.25 |
1,440.00 |
|
|
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 |
1,432.50 |
23.50 |
1.6% |
11.75 |
0.8% |
55% |
False |
False |
1,541 |
10 |
1,456.00 |
1,375.75 |
80.25 |
5.6% |
17.00 |
1.2% |
87% |
False |
False |
1,291 |
20 |
1,456.00 |
1,375.75 |
80.25 |
5.6% |
15.75 |
1.1% |
87% |
False |
False |
1,095 |
40 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
14.00 |
1.0% |
92% |
False |
False |
682 |
60 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
14.00 |
1.0% |
92% |
False |
False |
482 |
80 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
12.25 |
0.8% |
92% |
False |
False |
382 |
100 |
1,456.00 |
1,331.25 |
124.75 |
8.6% |
10.00 |
0.7% |
92% |
False |
False |
309 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,492.50 |
2.618 |
1,476.25 |
1.618 |
1,466.25 |
1.000 |
1,460.00 |
0.618 |
1,456.25 |
HIGH |
1,450.00 |
0.618 |
1,446.25 |
0.500 |
1,445.00 |
0.382 |
1,443.75 |
LOW |
1,440.00 |
0.618 |
1,433.75 |
1.000 |
1,430.00 |
1.618 |
1,423.75 |
2.618 |
1,413.75 |
4.250 |
1,397.50 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,445.25 |
1,448.00 |
PP |
1,445.25 |
1,447.25 |
S1 |
1,445.00 |
1,446.25 |
|