Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,071.76 |
14,054.49 |
-17.27 |
-0.1% |
14,004.95 |
High |
14,149.15 |
14,107.09 |
-42.06 |
-0.3% |
14,149.15 |
Low |
14,050.18 |
13,937.60 |
-112.58 |
-0.8% |
13,784.01 |
Close |
14,054.49 |
14,089.66 |
35.17 |
0.3% |
14,089.66 |
Range |
98.97 |
169.49 |
70.52 |
71.3% |
365.14 |
ATR |
119.85 |
123.39 |
3.55 |
3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,553.25 |
14,490.95 |
14,182.88 |
|
R3 |
14,383.76 |
14,321.46 |
14,136.27 |
|
R2 |
14,214.27 |
14,214.27 |
14,120.73 |
|
R1 |
14,151.97 |
14,151.97 |
14,105.20 |
14,183.12 |
PP |
14,044.78 |
14,044.78 |
14,044.78 |
14,060.36 |
S1 |
13,982.48 |
13,982.48 |
14,074.12 |
14,013.63 |
S2 |
13,875.29 |
13,875.29 |
14,058.59 |
|
S3 |
13,705.80 |
13,812.99 |
14,043.05 |
|
S4 |
13,536.31 |
13,643.50 |
13,996.44 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,103.03 |
14,961.48 |
14,290.49 |
|
R3 |
14,737.89 |
14,596.34 |
14,190.07 |
|
R2 |
14,372.75 |
14,372.75 |
14,156.60 |
|
R1 |
14,231.20 |
14,231.20 |
14,123.13 |
14,301.98 |
PP |
14,007.61 |
14,007.61 |
14,007.61 |
14,042.99 |
S1 |
13,866.06 |
13,866.06 |
14,056.19 |
13,936.84 |
S2 |
13,642.47 |
13,642.47 |
14,022.72 |
|
S3 |
13,277.33 |
13,500.92 |
13,989.25 |
|
S4 |
12,912.19 |
13,135.78 |
13,888.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,149.15 |
13,784.01 |
365.14 |
2.6% |
184.99 |
1.3% |
84% |
False |
False |
|
10 |
14,149.15 |
13,784.01 |
365.14 |
2.6% |
143.98 |
1.0% |
84% |
False |
False |
|
20 |
14,149.15 |
13,784.01 |
365.14 |
2.6% |
122.15 |
0.9% |
84% |
False |
False |
|
40 |
14,149.15 |
13,293.13 |
856.02 |
6.1% |
101.73 |
0.7% |
93% |
False |
False |
|
60 |
14,149.15 |
12,883.89 |
1,265.26 |
9.0% |
110.48 |
0.8% |
95% |
False |
False |
|
80 |
14,149.15 |
12,471.49 |
1,677.66 |
11.9% |
119.82 |
0.9% |
96% |
False |
False |
|
100 |
14,149.15 |
12,471.49 |
1,677.66 |
11.9% |
121.10 |
0.9% |
96% |
False |
False |
|
120 |
14,149.15 |
12,471.49 |
1,677.66 |
11.9% |
118.16 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,827.42 |
2.618 |
14,550.81 |
1.618 |
14,381.32 |
1.000 |
14,276.58 |
0.618 |
14,211.83 |
HIGH |
14,107.09 |
0.618 |
14,042.34 |
0.500 |
14,022.35 |
0.382 |
14,002.35 |
LOW |
13,937.60 |
0.618 |
13,832.86 |
1.000 |
13,768.11 |
1.618 |
13,663.37 |
2.618 |
13,493.88 |
4.250 |
13,217.27 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,067.22 |
14,064.66 |
PP |
14,044.78 |
14,039.67 |
S1 |
14,022.35 |
14,014.67 |
|