Trading Metrics calculated at close of trading on 07-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,666.0 |
1,661.4 |
-4.6 |
-0.3% |
1,662.0 |
High |
1,666.0 |
1,666.2 |
0.2 |
0.0% |
1,699.2 |
Low |
1,631.3 |
1,647.8 |
16.5 |
1.0% |
1,631.3 |
Close |
1,652.8 |
1,650.1 |
-2.7 |
-0.2% |
1,652.8 |
Range |
34.7 |
18.4 |
-16.3 |
-47.0% |
67.9 |
ATR |
21.2 |
21.0 |
-0.2 |
-0.9% |
0.0 |
Volume |
7,706 |
4,431 |
-3,275 |
-42.5% |
17,965 |
|
Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,709.9 |
1,698.4 |
1,660.2 |
|
R3 |
1,691.5 |
1,680.0 |
1,655.2 |
|
R2 |
1,673.1 |
1,673.1 |
1,653.5 |
|
R1 |
1,661.6 |
1,661.6 |
1,651.8 |
1,658.2 |
PP |
1,654.7 |
1,654.7 |
1,654.7 |
1,653.0 |
S1 |
1,643.2 |
1,643.2 |
1,648.4 |
1,639.8 |
S2 |
1,636.3 |
1,636.3 |
1,646.7 |
|
S3 |
1,617.9 |
1,624.8 |
1,645.0 |
|
S4 |
1,599.5 |
1,606.4 |
1,640.0 |
|
|
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% |
25.7 |
1.6% |
28% |
False |
False |
4,479 |
10 |
1,699.2 |
1,631.3 |
67.9 |
4.1% |
20.2 |
1.2% |
28% |
False |
False |
3,239 |
20 |
1,728.8 |
1,631.3 |
97.5 |
5.9% |
19.3 |
1.2% |
19% |
False |
False |
2,685 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.8% |
17.6 |
1.1% |
15% |
False |
False |
2,367 |
60 |
1,780.7 |
1,631.3 |
149.4 |
9.1% |
17.1 |
1.0% |
13% |
False |
False |
2,057 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.4% |
17.0 |
1.0% |
11% |
False |
False |
1,790 |
100 |
1,803.0 |
1,601.3 |
201.7 |
12.2% |
16.6 |
1.0% |
24% |
False |
False |
1,525 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,744.4 |
2.618 |
1,714.4 |
1.618 |
1,696.0 |
1.000 |
1,684.6 |
0.618 |
1,677.6 |
HIGH |
1,666.2 |
0.618 |
1,659.2 |
0.500 |
1,657.0 |
0.382 |
1,654.8 |
LOW |
1,647.8 |
0.618 |
1,636.4 |
1.000 |
1,629.4 |
1.618 |
1,618.0 |
2.618 |
1,599.6 |
4.250 |
1,569.6 |
|
|
Fisher Pivots for day following 07-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,657.0 |
1,662.2 |
PP |
1,654.7 |
1,658.1 |
S1 |
1,652.4 |
1,654.1 |
|