Trading Metrics calculated at close of trading on 10-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,446.00 |
1,449.00 |
3.00 |
0.2% |
1,382.25 |
High |
1,452.50 |
1,463.00 |
10.50 |
0.7% |
1,456.00 |
Low |
1,445.00 |
1,448.25 |
3.25 |
0.2% |
1,379.50 |
Close |
1,449.00 |
1,460.25 |
11.25 |
0.8% |
1,450.75 |
Range |
7.50 |
14.75 |
7.25 |
96.7% |
76.50 |
ATR |
16.14 |
16.04 |
-0.10 |
-0.6% |
0.00 |
Volume |
568 |
3,832 |
3,264 |
574.6% |
5,931 |
|
Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.50 |
1,495.50 |
1,468.25 |
|
R3 |
1,486.75 |
1,480.75 |
1,464.25 |
|
R2 |
1,472.00 |
1,472.00 |
1,463.00 |
|
R1 |
1,466.00 |
1,466.00 |
1,461.50 |
1,469.00 |
PP |
1,457.25 |
1,457.25 |
1,457.25 |
1,458.50 |
S1 |
1,451.25 |
1,451.25 |
1,459.00 |
1,454.25 |
S2 |
1,442.50 |
1,442.50 |
1,457.50 |
|
S3 |
1,427.75 |
1,436.50 |
1,456.25 |
|
S4 |
1,413.00 |
1,421.75 |
1,452.25 |
|
|
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 |
1,463.00 |
1,440.00 |
23.00 |
1.6% |
10.50 |
0.7% |
88% |
True |
False |
1,484 |
10 |
1,463.00 |
1,375.75 |
87.25 |
6.0% |
17.50 |
1.2% |
97% |
True |
False |
1,608 |
20 |
1,463.00 |
1,375.75 |
87.25 |
6.0% |
16.00 |
1.1% |
97% |
True |
False |
1,313 |
40 |
1,463.00 |
1,331.25 |
131.75 |
9.0% |
13.75 |
0.9% |
98% |
True |
False |
790 |
60 |
1,463.00 |
1,331.25 |
131.75 |
9.0% |
14.00 |
1.0% |
98% |
True |
False |
546 |
80 |
1,463.00 |
1,331.25 |
131.75 |
9.0% |
12.50 |
0.9% |
98% |
True |
False |
436 |
100 |
1,463.00 |
1,331.25 |
131.75 |
9.0% |
10.25 |
0.7% |
98% |
True |
False |
351 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,525.75 |
2.618 |
1,501.50 |
1.618 |
1,486.75 |
1.000 |
1,477.75 |
0.618 |
1,472.00 |
HIGH |
1,463.00 |
0.618 |
1,457.25 |
0.500 |
1,455.50 |
0.382 |
1,454.00 |
LOW |
1,448.25 |
0.618 |
1,439.25 |
1.000 |
1,433.50 |
1.618 |
1,424.50 |
2.618 |
1,409.75 |
4.250 |
1,385.50 |
|
|
Fisher Pivots for day following 10-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,458.75 |
1,457.25 |
PP |
1,457.25 |
1,454.50 |
S1 |
1,455.50 |
1,451.50 |
|