Trading Metrics calculated at close of trading on 11-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,449.00 |
1,462.75 |
13.75 |
0.9% |
1,452.75 |
High |
1,463.00 |
1,463.25 |
0.25 |
0.0% |
1,463.25 |
Low |
1,448.25 |
1,455.75 |
7.50 |
0.5% |
1,440.00 |
Close |
1,460.25 |
1,460.50 |
0.25 |
0.0% |
1,460.50 |
Range |
14.75 |
7.50 |
-7.25 |
-49.2% |
23.25 |
ATR |
16.04 |
15.43 |
-0.61 |
-3.8% |
0.00 |
Volume |
3,832 |
926 |
-2,906 |
-75.8% |
7,896 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.25 |
1,479.00 |
1,464.50 |
|
R3 |
1,474.75 |
1,471.50 |
1,462.50 |
|
R2 |
1,467.25 |
1,467.25 |
1,462.00 |
|
R1 |
1,464.00 |
1,464.00 |
1,461.25 |
1,462.00 |
PP |
1,459.75 |
1,459.75 |
1,459.75 |
1,458.75 |
S1 |
1,456.50 |
1,456.50 |
1,459.75 |
1,454.50 |
S2 |
1,452.25 |
1,452.25 |
1,459.00 |
|
S3 |
1,444.75 |
1,449.00 |
1,458.50 |
|
S4 |
1,437.25 |
1,441.50 |
1,456.50 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,524.25 |
1,515.75 |
1,473.25 |
|
R3 |
1,501.00 |
1,492.50 |
1,467.00 |
|
R2 |
1,477.75 |
1,477.75 |
1,464.75 |
|
R1 |
1,469.25 |
1,469.25 |
1,462.75 |
1,473.50 |
PP |
1,454.50 |
1,454.50 |
1,454.50 |
1,456.75 |
S1 |
1,446.00 |
1,446.00 |
1,458.25 |
1,450.25 |
S2 |
1,431.25 |
1,431.25 |
1,456.25 |
|
S3 |
1,408.00 |
1,422.75 |
1,454.00 |
|
S4 |
1,384.75 |
1,399.50 |
1,447.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,463.25 |
1,440.00 |
23.25 |
1.6% |
9.75 |
0.7% |
88% |
True |
False |
1,579 |
10 |
1,463.25 |
1,375.75 |
87.50 |
6.0% |
16.00 |
1.1% |
97% |
True |
False |
1,456 |
20 |
1,463.25 |
1,375.75 |
87.50 |
6.0% |
15.75 |
1.1% |
97% |
True |
False |
1,271 |
40 |
1,463.25 |
1,331.25 |
132.00 |
9.0% |
13.75 |
0.9% |
98% |
True |
False |
813 |
60 |
1,463.25 |
1,331.25 |
132.00 |
9.0% |
14.00 |
1.0% |
98% |
True |
False |
560 |
80 |
1,463.25 |
1,331.25 |
132.00 |
9.0% |
12.50 |
0.9% |
98% |
True |
False |
446 |
100 |
1,463.25 |
1,331.25 |
132.00 |
9.0% |
10.25 |
0.7% |
98% |
True |
False |
361 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,495.00 |
2.618 |
1,483.00 |
1.618 |
1,475.50 |
1.000 |
1,470.75 |
0.618 |
1,468.00 |
HIGH |
1,463.25 |
0.618 |
1,460.50 |
0.500 |
1,459.50 |
0.382 |
1,458.50 |
LOW |
1,455.75 |
0.618 |
1,451.00 |
1.000 |
1,448.25 |
1.618 |
1,443.50 |
2.618 |
1,436.00 |
4.250 |
1,424.00 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,460.25 |
1,458.50 |
PP |
1,459.75 |
1,456.25 |
S1 |
1,459.50 |
1,454.00 |
|