Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,089.66 |
14,127.82 |
38.16 |
0.3% |
14,004.95 |
High |
14,128.21 |
14,286.37 |
158.16 |
1.1% |
14,149.15 |
Low |
14,030.37 |
14,127.82 |
97.45 |
0.7% |
13,784.01 |
Close |
14,127.82 |
14,253.77 |
125.95 |
0.9% |
14,089.66 |
Range |
97.84 |
158.55 |
60.71 |
62.1% |
365.14 |
ATR |
121.57 |
124.21 |
2.64 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,698.30 |
14,634.59 |
14,340.97 |
|
R3 |
14,539.75 |
14,476.04 |
14,297.37 |
|
R2 |
14,381.20 |
14,381.20 |
14,282.84 |
|
R1 |
14,317.49 |
14,317.49 |
14,268.30 |
14,349.35 |
PP |
14,222.65 |
14,222.65 |
14,222.65 |
14,238.58 |
S1 |
14,158.94 |
14,158.94 |
14,239.24 |
14,190.80 |
S2 |
14,064.10 |
14,064.10 |
14,224.70 |
|
S3 |
13,905.55 |
14,000.39 |
14,210.17 |
|
S4 |
13,747.00 |
13,841.84 |
14,166.57 |
|
|
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 |
14,286.37 |
13,880.19 |
406.18 |
2.8% |
149.90 |
1.1% |
92% |
True |
False |
|
10 |
14,286.37 |
13,784.01 |
502.36 |
3.5% |
153.41 |
1.1% |
94% |
True |
False |
|
20 |
14,286.37 |
13,784.01 |
502.36 |
3.5% |
119.86 |
0.8% |
94% |
True |
False |
|
40 |
14,286.37 |
13,293.13 |
993.24 |
7.0% |
104.56 |
0.7% |
97% |
True |
False |
|
60 |
14,286.37 |
12,883.89 |
1,402.48 |
9.8% |
110.62 |
0.8% |
98% |
True |
False |
|
80 |
14,286.37 |
12,471.49 |
1,814.88 |
12.7% |
119.53 |
0.8% |
98% |
True |
False |
|
100 |
14,286.37 |
12,471.49 |
1,814.88 |
12.7% |
122.15 |
0.9% |
98% |
True |
False |
|
120 |
14,286.37 |
12,471.49 |
1,814.88 |
12.7% |
119.24 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,960.21 |
2.618 |
14,701.45 |
1.618 |
14,542.90 |
1.000 |
14,444.92 |
0.618 |
14,384.35 |
HIGH |
14,286.37 |
0.618 |
14,225.80 |
0.500 |
14,207.10 |
0.382 |
14,188.39 |
LOW |
14,127.82 |
0.618 |
14,029.84 |
1.000 |
13,969.27 |
1.618 |
13,871.29 |
2.618 |
13,712.74 |
4.250 |
13,453.98 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,238.21 |
14,206.51 |
PP |
14,222.65 |
14,159.25 |
S1 |
14,207.10 |
14,111.99 |
|