Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,678.8 |
1,693.0 |
14.2 |
0.8% |
1,660.8 |
High |
1,699.2 |
1,693.0 |
-6.2 |
-0.4% |
1,672.6 |
Low |
1,675.1 |
1,665.3 |
-9.8 |
-0.6% |
1,657.1 |
Close |
1,693.0 |
1,678.7 |
-14.3 |
-0.8% |
1,660.1 |
Range |
24.1 |
27.7 |
3.6 |
14.9% |
15.5 |
ATR |
18.5 |
19.2 |
0.7 |
3.5% |
0.0 |
Volume |
3,231 |
4,730 |
1,499 |
46.4% |
7,839 |
|
Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,762.1 |
1,748.1 |
1,693.9 |
|
R3 |
1,734.4 |
1,720.4 |
1,686.3 |
|
R2 |
1,706.7 |
1,706.7 |
1,683.8 |
|
R1 |
1,692.7 |
1,692.7 |
1,681.2 |
1,685.9 |
PP |
1,679.0 |
1,679.0 |
1,679.0 |
1,675.6 |
S1 |
1,665.0 |
1,665.0 |
1,676.2 |
1,658.2 |
S2 |
1,651.3 |
1,651.3 |
1,673.6 |
|
S3 |
1,623.6 |
1,637.3 |
1,671.1 |
|
S4 |
1,595.9 |
1,609.6 |
1,663.5 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.8 |
1,700.4 |
1,668.6 |
|
R3 |
1,694.3 |
1,684.9 |
1,664.4 |
|
R2 |
1,678.8 |
1,678.8 |
1,662.9 |
|
R1 |
1,669.4 |
1,669.4 |
1,661.5 |
1,666.4 |
PP |
1,663.3 |
1,663.3 |
1,663.3 |
1,661.7 |
S1 |
1,653.9 |
1,653.9 |
1,658.7 |
1,650.9 |
S2 |
1,647.8 |
1,647.8 |
1,657.3 |
|
S3 |
1,632.3 |
1,638.4 |
1,655.8 |
|
S4 |
1,616.8 |
1,622.9 |
1,651.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,699.2 |
1,658.0 |
41.2 |
2.5% |
19.7 |
1.2% |
50% |
False |
False |
2,894 |
10 |
1,699.2 |
1,640.8 |
58.4 |
3.5% |
19.8 |
1.2% |
65% |
False |
False |
2,520 |
20 |
1,728.8 |
1,640.8 |
88.0 |
5.2% |
18.5 |
1.1% |
43% |
False |
False |
2,413 |
40 |
1,759.5 |
1,640.8 |
118.7 |
7.1% |
17.8 |
1.1% |
32% |
False |
False |
2,142 |
60 |
1,785.9 |
1,640.8 |
145.1 |
8.6% |
16.6 |
1.0% |
26% |
False |
False |
1,865 |
80 |
1,803.0 |
1,640.8 |
162.2 |
9.7% |
16.6 |
1.0% |
23% |
False |
False |
1,656 |
100 |
1,803.0 |
1,601.3 |
201.7 |
12.0% |
16.3 |
1.0% |
38% |
False |
False |
1,407 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,810.7 |
2.618 |
1,765.5 |
1.618 |
1,737.8 |
1.000 |
1,720.7 |
0.618 |
1,710.1 |
HIGH |
1,693.0 |
0.618 |
1,682.4 |
0.500 |
1,679.2 |
0.382 |
1,675.9 |
LOW |
1,665.3 |
0.618 |
1,648.2 |
1.000 |
1,637.6 |
1.618 |
1,620.5 |
2.618 |
1,592.8 |
4.250 |
1,547.6 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,679.2 |
1,680.1 |
PP |
1,679.0 |
1,679.6 |
S1 |
1,678.9 |
1,679.2 |
|