Trading Metrics calculated at close of trading on 03-Jan-2013 |
Day Change Summary |
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Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
13,104.30 |
13,413.01 |
308.71 |
2.4% |
13,190.15 |
High |
13,412.71 |
13,430.60 |
17.89 |
0.1% |
13,190.38 |
Low |
13,104.30 |
13,358.30 |
254.00 |
1.9% |
12,926.86 |
Close |
13,412.55 |
13,391.36 |
-21.19 |
-0.2% |
12,938.11 |
Range |
308.41 |
72.30 |
-236.11 |
-76.6% |
263.52 |
ATR |
143.60 |
138.51 |
-5.09 |
-3.5% |
0.00 |
Volume |
|
|
|
|
|
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Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,610.32 |
13,573.14 |
13,431.13 |
|
R3 |
13,538.02 |
13,500.84 |
13,411.24 |
|
R2 |
13,465.72 |
13,465.72 |
13,404.62 |
|
R1 |
13,428.54 |
13,428.54 |
13,397.99 |
13,410.98 |
PP |
13,393.42 |
13,393.42 |
13,393.42 |
13,384.64 |
S1 |
13,356.24 |
13,356.24 |
13,384.73 |
13,338.68 |
S2 |
13,321.12 |
13,321.12 |
13,378.11 |
|
S3 |
13,248.82 |
13,283.94 |
13,371.48 |
|
S4 |
13,176.52 |
13,211.64 |
13,351.60 |
|
|
Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,809.01 |
13,637.08 |
13,083.05 |
|
R3 |
13,545.49 |
13,373.56 |
13,010.58 |
|
R2 |
13,281.97 |
13,281.97 |
12,986.42 |
|
R1 |
13,110.04 |
13,110.04 |
12,962.27 |
13,064.25 |
PP |
13,018.45 |
13,018.45 |
13,018.45 |
12,995.55 |
S1 |
12,846.52 |
12,846.52 |
12,913.95 |
12,800.73 |
S2 |
12,754.93 |
12,754.93 |
12,889.80 |
|
S3 |
12,491.41 |
12,583.00 |
12,865.64 |
|
S4 |
12,227.89 |
12,319.48 |
12,793.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,430.60 |
12,883.89 |
546.71 |
4.1% |
190.44 |
1.4% |
93% |
True |
False |
|
10 |
13,430.60 |
12,883.89 |
546.71 |
4.1% |
150.40 |
1.1% |
93% |
True |
False |
|
20 |
13,430.60 |
12,883.89 |
546.71 |
4.1% |
127.49 |
1.0% |
93% |
True |
False |
|
40 |
13,430.60 |
12,471.49 |
959.11 |
7.2% |
137.17 |
1.0% |
96% |
True |
False |
|
60 |
13,610.38 |
12,471.49 |
1,138.89 |
8.5% |
133.66 |
1.0% |
81% |
False |
False |
|
80 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
126.60 |
0.9% |
77% |
False |
False |
|
100 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
121.35 |
0.9% |
77% |
False |
False |
|
120 |
13,661.87 |
12,471.49 |
1,190.38 |
8.9% |
126.00 |
0.9% |
77% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,737.88 |
2.618 |
13,619.88 |
1.618 |
13,547.58 |
1.000 |
13,502.90 |
0.618 |
13,475.28 |
HIGH |
13,430.60 |
0.618 |
13,402.98 |
0.500 |
13,394.45 |
0.382 |
13,385.92 |
LOW |
13,358.30 |
0.618 |
13,313.62 |
1.000 |
13,286.00 |
1.618 |
13,241.32 |
2.618 |
13,169.02 |
4.250 |
13,051.03 |
|
|
Fisher Pivots for day following 03-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
13,394.45 |
13,313.32 |
PP |
13,393.42 |
13,235.28 |
S1 |
13,392.39 |
13,157.25 |
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