Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,127.82 |
14,253.77 |
125.95 |
0.9% |
14,004.95 |
High |
14,286.37 |
14,320.65 |
34.28 |
0.2% |
14,149.15 |
Low |
14,127.82 |
14,253.00 |
125.18 |
0.9% |
13,784.01 |
Close |
14,253.77 |
14,296.24 |
42.47 |
0.3% |
14,089.66 |
Range |
158.55 |
67.65 |
-90.90 |
-57.3% |
365.14 |
ATR |
124.21 |
120.17 |
-4.04 |
-3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,492.91 |
14,462.23 |
14,333.45 |
|
R3 |
14,425.26 |
14,394.58 |
14,314.84 |
|
R2 |
14,357.61 |
14,357.61 |
14,308.64 |
|
R1 |
14,326.93 |
14,326.93 |
14,302.44 |
14,342.27 |
PP |
14,289.96 |
14,289.96 |
14,289.96 |
14,297.64 |
S1 |
14,259.28 |
14,259.28 |
14,290.04 |
14,274.62 |
S2 |
14,222.31 |
14,222.31 |
14,283.84 |
|
S3 |
14,154.66 |
14,191.63 |
14,277.64 |
|
S4 |
14,087.01 |
14,123.98 |
14,259.03 |
|
|
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 |
14,320.65 |
13,937.60 |
383.05 |
2.7% |
118.50 |
0.8% |
94% |
True |
False |
|
10 |
14,320.65 |
13,784.01 |
536.64 |
3.8% |
146.27 |
1.0% |
95% |
True |
False |
|
20 |
14,320.65 |
13,784.01 |
536.64 |
3.8% |
116.56 |
0.8% |
95% |
True |
False |
|
40 |
14,320.65 |
13,293.13 |
1,027.52 |
7.2% |
103.93 |
0.7% |
98% |
True |
False |
|
60 |
14,320.65 |
12,883.89 |
1,436.76 |
10.0% |
110.60 |
0.8% |
98% |
True |
False |
|
80 |
14,320.65 |
12,471.49 |
1,849.16 |
12.9% |
115.97 |
0.8% |
99% |
True |
False |
|
100 |
14,320.65 |
12,471.49 |
1,849.16 |
12.9% |
121.63 |
0.9% |
99% |
True |
False |
|
120 |
14,320.65 |
12,471.49 |
1,849.16 |
12.9% |
118.96 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,608.16 |
2.618 |
14,497.76 |
1.618 |
14,430.11 |
1.000 |
14,388.30 |
0.618 |
14,362.46 |
HIGH |
14,320.65 |
0.618 |
14,294.81 |
0.500 |
14,286.83 |
0.382 |
14,278.84 |
LOW |
14,253.00 |
0.618 |
14,211.19 |
1.000 |
14,185.35 |
1.618 |
14,143.54 |
2.618 |
14,075.89 |
4.250 |
13,965.49 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,293.10 |
14,256.00 |
PP |
14,289.96 |
14,215.75 |
S1 |
14,286.83 |
14,175.51 |
|