Trading Metrics calculated at close of trading on 04-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,693.0 |
1,666.0 |
-27.0 |
-1.6% |
1,662.0 |
High |
1,693.0 |
1,666.0 |
-27.0 |
-1.6% |
1,699.2 |
Low |
1,665.3 |
1,631.3 |
-34.0 |
-2.0% |
1,631.3 |
Close |
1,678.7 |
1,652.8 |
-25.9 |
-1.5% |
1,652.8 |
Range |
27.7 |
34.7 |
7.0 |
25.3% |
67.9 |
ATR |
19.2 |
21.2 |
2.0 |
10.5% |
0.0 |
Volume |
4,730 |
7,706 |
2,976 |
62.9% |
17,965 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,754.1 |
1,738.2 |
1,671.9 |
|
R3 |
1,719.4 |
1,703.5 |
1,662.3 |
|
R2 |
1,684.7 |
1,684.7 |
1,659.2 |
|
R1 |
1,668.8 |
1,668.8 |
1,656.0 |
1,659.4 |
PP |
1,650.0 |
1,650.0 |
1,650.0 |
1,645.4 |
S1 |
1,634.1 |
1,634.1 |
1,649.6 |
1,624.7 |
S2 |
1,615.3 |
1,615.3 |
1,646.4 |
|
S3 |
1,580.6 |
1,599.4 |
1,643.3 |
|
S4 |
1,545.9 |
1,564.7 |
1,633.7 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,864.8 |
1,826.7 |
1,690.1 |
|
R3 |
1,796.9 |
1,758.8 |
1,671.5 |
|
R2 |
1,729.0 |
1,729.0 |
1,665.2 |
|
R1 |
1,690.9 |
1,690.9 |
1,659.0 |
1,676.0 |
PP |
1,661.1 |
1,661.1 |
1,661.1 |
1,653.7 |
S1 |
1,623.0 |
1,623.0 |
1,646.6 |
1,608.1 |
S2 |
1,593.2 |
1,593.2 |
1,640.4 |
|
S3 |
1,525.3 |
1,555.1 |
1,634.1 |
|
S4 |
1,457.4 |
1,487.2 |
1,615.5 |
|
|
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 |
1,631.3 |
67.9 |
4.1% |
24.3 |
1.5% |
32% |
False |
True |
4,326 |
10 |
1,699.2 |
1,631.3 |
67.9 |
4.1% |
21.9 |
1.3% |
32% |
False |
True |
3,072 |
20 |
1,728.8 |
1,631.3 |
97.5 |
5.9% |
19.1 |
1.2% |
22% |
False |
True |
2,564 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.8% |
17.8 |
1.1% |
17% |
False |
True |
2,313 |
60 |
1,780.7 |
1,631.3 |
149.4 |
9.0% |
16.9 |
1.0% |
14% |
False |
True |
1,990 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.4% |
16.9 |
1.0% |
13% |
False |
True |
1,742 |
100 |
1,803.0 |
1,601.3 |
201.7 |
12.2% |
16.6 |
1.0% |
26% |
False |
False |
1,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,813.5 |
2.618 |
1,756.8 |
1.618 |
1,722.1 |
1.000 |
1,700.7 |
0.618 |
1,687.4 |
HIGH |
1,666.0 |
0.618 |
1,652.7 |
0.500 |
1,648.7 |
0.382 |
1,644.6 |
LOW |
1,631.3 |
0.618 |
1,609.9 |
1.000 |
1,596.6 |
1.618 |
1,575.2 |
2.618 |
1,540.5 |
4.250 |
1,483.8 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,651.4 |
1,665.3 |
PP |
1,650.0 |
1,661.1 |
S1 |
1,648.7 |
1,657.0 |
|