Trading Metrics calculated at close of trading on 08-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1,661.4 |
1,655.9 |
-5.5 |
-0.3% |
1,662.0 |
High |
1,666.2 |
1,666.6 |
0.4 |
0.0% |
1,699.2 |
Low |
1,647.8 |
1,651.7 |
3.9 |
0.2% |
1,631.3 |
Close |
1,650.1 |
1,666.3 |
16.2 |
1.0% |
1,652.8 |
Range |
18.4 |
14.9 |
-3.5 |
-19.0% |
67.9 |
ATR |
21.0 |
20.7 |
-0.3 |
-1.5% |
0.0 |
Volume |
4,431 |
2,534 |
-1,897 |
-42.8% |
17,965 |
|
Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,706.2 |
1,701.2 |
1,674.5 |
|
R3 |
1,691.3 |
1,686.3 |
1,670.4 |
|
R2 |
1,676.4 |
1,676.4 |
1,669.0 |
|
R1 |
1,671.4 |
1,671.4 |
1,667.7 |
1,673.9 |
PP |
1,661.5 |
1,661.5 |
1,661.5 |
1,662.8 |
S1 |
1,656.5 |
1,656.5 |
1,664.9 |
1,659.0 |
S2 |
1,646.6 |
1,646.6 |
1,663.6 |
|
S3 |
1,631.7 |
1,641.6 |
1,662.2 |
|
S4 |
1,616.8 |
1,626.7 |
1,658.1 |
|
|
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% |
24.0 |
1.4% |
52% |
False |
False |
4,526 |
10 |
1,699.2 |
1,631.3 |
67.9 |
4.1% |
19.4 |
1.2% |
52% |
False |
False |
3,276 |
20 |
1,728.8 |
1,631.3 |
97.5 |
5.9% |
19.1 |
1.1% |
36% |
False |
False |
2,752 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
17.4 |
1.0% |
27% |
False |
False |
2,353 |
60 |
1,778.5 |
1,631.3 |
147.2 |
8.8% |
17.1 |
1.0% |
24% |
False |
False |
2,093 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.7 |
1.0% |
20% |
False |
False |
1,779 |
100 |
1,803.0 |
1,610.0 |
193.0 |
11.6% |
16.7 |
1.0% |
29% |
False |
False |
1,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.9 |
2.618 |
1,705.6 |
1.618 |
1,690.7 |
1.000 |
1,681.5 |
0.618 |
1,675.8 |
HIGH |
1,666.6 |
0.618 |
1,660.9 |
0.500 |
1,659.2 |
0.382 |
1,657.4 |
LOW |
1,651.7 |
0.618 |
1,642.5 |
1.000 |
1,636.8 |
1.618 |
1,627.6 |
2.618 |
1,612.7 |
4.250 |
1,588.4 |
|
|
Fisher Pivots for day following 08-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,663.9 |
1,660.5 |
PP |
1,661.5 |
1,654.7 |
S1 |
1,659.2 |
1,649.0 |
|