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 |
1,660.2 |
1,677.8 |
17.6 |
1.1% |
1,661.4 |
High |
1,682.8 |
1,680.2 |
-2.6 |
-0.2% |
1,682.8 |
Low |
1,659.6 |
1,658.0 |
-1.6 |
-0.1% |
1,647.8 |
Close |
1,682.3 |
1,664.8 |
-17.5 |
-1.0% |
1,664.8 |
Range |
23.2 |
22.2 |
-1.0 |
-4.3% |
35.0 |
ATR |
20.4 |
20.7 |
0.3 |
1.3% |
0.0 |
Volume |
2,349 |
2,036 |
-313 |
-13.3% |
17,566 |
|
Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,734.3 |
1,721.7 |
1,677.0 |
|
R3 |
1,712.1 |
1,699.5 |
1,670.9 |
|
R2 |
1,689.9 |
1,689.9 |
1,668.9 |
|
R1 |
1,677.3 |
1,677.3 |
1,666.8 |
1,672.5 |
PP |
1,667.7 |
1,667.7 |
1,667.7 |
1,665.3 |
S1 |
1,655.1 |
1,655.1 |
1,662.8 |
1,650.3 |
S2 |
1,645.5 |
1,645.5 |
1,660.7 |
|
S3 |
1,623.3 |
1,632.9 |
1,658.7 |
|
S4 |
1,601.1 |
1,610.7 |
1,652.6 |
|
|
Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,770.1 |
1,752.5 |
1,684.1 |
|
R3 |
1,735.1 |
1,717.5 |
1,674.4 |
|
R2 |
1,700.1 |
1,700.1 |
1,671.2 |
|
R1 |
1,682.5 |
1,682.5 |
1,668.0 |
1,691.3 |
PP |
1,665.1 |
1,665.1 |
1,665.1 |
1,669.6 |
S1 |
1,647.5 |
1,647.5 |
1,661.6 |
1,656.3 |
S2 |
1,630.1 |
1,630.1 |
1,658.4 |
|
S3 |
1,595.1 |
1,612.5 |
1,655.2 |
|
S4 |
1,560.1 |
1,577.5 |
1,645.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,682.8 |
1,647.8 |
35.0 |
2.1% |
18.6 |
1.1% |
49% |
False |
False |
3,513 |
10 |
1,699.2 |
1,631.3 |
67.9 |
4.1% |
21.4 |
1.3% |
49% |
False |
False |
3,919 |
20 |
1,715.6 |
1,631.3 |
84.3 |
5.1% |
20.2 |
1.2% |
40% |
False |
False |
3,026 |
40 |
1,759.5 |
1,631.3 |
128.2 |
7.7% |
18.1 |
1.1% |
26% |
False |
False |
2,487 |
60 |
1,760.5 |
1,631.3 |
129.2 |
7.8% |
17.3 |
1.0% |
26% |
False |
False |
2,160 |
80 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
16.9 |
1.0% |
20% |
False |
False |
1,884 |
100 |
1,803.0 |
1,631.3 |
171.7 |
10.3% |
17.0 |
1.0% |
20% |
False |
False |
1,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,774.6 |
2.618 |
1,738.3 |
1.618 |
1,716.1 |
1.000 |
1,702.4 |
0.618 |
1,693.9 |
HIGH |
1,680.2 |
0.618 |
1,671.7 |
0.500 |
1,669.1 |
0.382 |
1,666.5 |
LOW |
1,658.0 |
0.618 |
1,644.3 |
1.000 |
1,635.8 |
1.618 |
1,622.1 |
2.618 |
1,599.9 |
4.250 |
1,563.7 |
|
|
Fisher Pivots for day following 11-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1,669.1 |
1,669.3 |
PP |
1,667.7 |
1,667.8 |
S1 |
1,666.2 |
1,666.3 |
|