Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,253.77 |
14,296.24 |
42.47 |
0.3% |
14,004.95 |
High |
14,320.65 |
14,354.69 |
34.04 |
0.2% |
14,149.15 |
Low |
14,253.00 |
14,296.24 |
43.24 |
0.3% |
13,784.01 |
Close |
14,296.24 |
14,329.49 |
33.25 |
0.2% |
14,089.66 |
Range |
67.65 |
58.45 |
-9.20 |
-13.6% |
365.14 |
ATR |
120.17 |
115.76 |
-4.41 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,502.16 |
14,474.27 |
14,361.64 |
|
R3 |
14,443.71 |
14,415.82 |
14,345.56 |
|
R2 |
14,385.26 |
14,385.26 |
14,340.21 |
|
R1 |
14,357.37 |
14,357.37 |
14,334.85 |
14,371.32 |
PP |
14,326.81 |
14,326.81 |
14,326.81 |
14,333.78 |
S1 |
14,298.92 |
14,298.92 |
14,324.13 |
14,312.87 |
S2 |
14,268.36 |
14,268.36 |
14,318.77 |
|
S3 |
14,209.91 |
14,240.47 |
14,313.42 |
|
S4 |
14,151.46 |
14,182.02 |
14,297.34 |
|
|
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 |
14,354.69 |
13,937.60 |
417.09 |
2.9% |
110.40 |
0.8% |
94% |
True |
False |
|
10 |
14,354.69 |
13,784.01 |
570.68 |
4.0% |
142.80 |
1.0% |
96% |
True |
False |
|
20 |
14,354.69 |
13,784.01 |
570.68 |
4.0% |
115.56 |
0.8% |
96% |
True |
False |
|
40 |
14,354.69 |
13,329.08 |
1,025.61 |
7.2% |
103.28 |
0.7% |
98% |
True |
False |
|
60 |
14,354.69 |
12,883.89 |
1,470.80 |
10.3% |
110.17 |
0.8% |
98% |
True |
False |
|
80 |
14,354.69 |
12,471.49 |
1,883.20 |
13.1% |
114.59 |
0.8% |
99% |
True |
False |
|
100 |
14,354.69 |
12,471.49 |
1,883.20 |
13.1% |
120.71 |
0.8% |
99% |
True |
False |
|
120 |
14,354.69 |
12,471.49 |
1,883.20 |
13.1% |
118.98 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,603.10 |
2.618 |
14,507.71 |
1.618 |
14,449.26 |
1.000 |
14,413.14 |
0.618 |
14,390.81 |
HIGH |
14,354.69 |
0.618 |
14,332.36 |
0.500 |
14,325.47 |
0.382 |
14,318.57 |
LOW |
14,296.24 |
0.618 |
14,260.12 |
1.000 |
14,237.79 |
1.618 |
14,201.67 |
2.618 |
14,143.22 |
4.250 |
14,047.83 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,328.15 |
14,300.08 |
PP |
14,326.81 |
14,270.67 |
S1 |
14,325.47 |
14,241.26 |
|