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 |
145.99 |
145.97 |
-0.02 |
0.0% |
139.66 |
High |
146.37 |
146.61 |
0.24 |
0.2% |
146.61 |
Low |
145.34 |
145.67 |
0.33 |
0.2% |
139.54 |
Close |
145.73 |
146.37 |
0.64 |
0.4% |
146.37 |
Range |
1.03 |
0.94 |
-0.09 |
-8.7% |
7.07 |
ATR |
1.73 |
1.67 |
-0.06 |
-3.3% |
0.00 |
Volume |
144,761,688 |
116,817,602 |
-27,944,086 |
-19.3% |
697,590,290 |
|
Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
149.04 |
148.64 |
146.89 |
|
R3 |
148.10 |
147.70 |
146.63 |
|
R2 |
147.16 |
147.16 |
146.54 |
|
R1 |
146.76 |
146.76 |
146.46 |
146.96 |
PP |
146.22 |
146.22 |
146.22 |
146.32 |
S1 |
145.82 |
145.82 |
146.28 |
146.02 |
S2 |
145.28 |
145.28 |
146.20 |
|
S3 |
144.34 |
144.88 |
146.11 |
|
S4 |
143.40 |
143.94 |
145.85 |
|
|
Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
165.38 |
162.95 |
150.26 |
|
R3 |
158.31 |
155.88 |
148.31 |
|
R2 |
151.24 |
151.24 |
147.67 |
|
R1 |
148.81 |
148.81 |
147.02 |
150.03 |
PP |
144.17 |
144.17 |
144.17 |
144.78 |
S1 |
141.74 |
141.74 |
145.72 |
142.96 |
S2 |
137.10 |
137.10 |
145.07 |
|
S3 |
130.03 |
134.67 |
144.43 |
|
S4 |
122.96 |
127.60 |
142.48 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
146.61 |
139.54 |
7.07 |
4.8% |
1.59 |
1.1% |
97% |
True |
False |
169,279,376 |
10 |
146.61 |
139.54 |
7.07 |
4.8% |
1.52 |
1.0% |
97% |
True |
False |
158,951,028 |
20 |
146.61 |
139.54 |
7.07 |
4.8% |
1.34 |
0.9% |
97% |
True |
False |
147,227,909 |
40 |
146.61 |
134.70 |
11.91 |
8.1% |
1.49 |
1.0% |
98% |
True |
False |
148,319,007 |
60 |
146.61 |
134.70 |
11.91 |
8.1% |
1.46 |
1.0% |
98% |
True |
False |
141,284,139 |
80 |
148.11 |
134.70 |
13.41 |
9.2% |
1.40 |
1.0% |
87% |
False |
False |
137,520,242 |
100 |
148.11 |
134.70 |
13.41 |
9.2% |
1.33 |
0.9% |
87% |
False |
False |
130,292,625 |
120 |
148.11 |
133.03 |
15.08 |
10.3% |
1.35 |
0.9% |
88% |
False |
False |
130,998,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
150.61 |
2.618 |
149.07 |
1.618 |
148.13 |
1.000 |
147.55 |
0.618 |
147.19 |
HIGH |
146.61 |
0.618 |
146.25 |
0.500 |
146.14 |
0.382 |
146.03 |
LOW |
145.67 |
0.618 |
145.09 |
1.000 |
144.73 |
1.618 |
144.15 |
2.618 |
143.21 |
4.250 |
141.68 |
|
|
Fisher Pivots for day following 04-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
146.29 |
146.14 |
PP |
146.22 |
145.90 |
S1 |
146.14 |
145.67 |
|