Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,296.24 |
14,329.49 |
33.25 |
0.2% |
14,089.66 |
High |
14,354.69 |
14,413.17 |
58.48 |
0.4% |
14,413.17 |
Low |
14,296.24 |
14,329.49 |
33.25 |
0.2% |
14,030.37 |
Close |
14,329.49 |
14,397.07 |
67.58 |
0.5% |
14,397.07 |
Range |
58.45 |
83.68 |
25.23 |
43.2% |
382.80 |
ATR |
115.76 |
113.47 |
-2.29 |
-2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,630.95 |
14,597.69 |
14,443.09 |
|
R3 |
14,547.27 |
14,514.01 |
14,420.08 |
|
R2 |
14,463.59 |
14,463.59 |
14,412.41 |
|
R1 |
14,430.33 |
14,430.33 |
14,404.74 |
14,446.96 |
PP |
14,379.91 |
14,379.91 |
14,379.91 |
14,388.23 |
S1 |
14,346.65 |
14,346.65 |
14,389.40 |
14,363.28 |
S2 |
14,296.23 |
14,296.23 |
14,381.73 |
|
S3 |
14,212.55 |
14,262.97 |
14,374.06 |
|
S4 |
14,128.87 |
14,179.29 |
14,351.05 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,428.60 |
15,295.64 |
14,607.61 |
|
R3 |
15,045.80 |
14,912.84 |
14,502.34 |
|
R2 |
14,663.00 |
14,663.00 |
14,467.25 |
|
R1 |
14,530.04 |
14,530.04 |
14,432.16 |
14,596.52 |
PP |
14,280.20 |
14,280.20 |
14,280.20 |
14,313.45 |
S1 |
14,147.24 |
14,147.24 |
14,361.98 |
14,213.72 |
S2 |
13,897.40 |
13,897.40 |
14,326.89 |
|
S3 |
13,514.60 |
13,764.44 |
14,291.80 |
|
S4 |
13,131.80 |
13,381.64 |
14,186.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,413.17 |
14,030.37 |
382.80 |
2.7% |
93.23 |
0.6% |
96% |
True |
False |
|
10 |
14,413.17 |
13,784.01 |
629.16 |
4.4% |
139.11 |
1.0% |
97% |
True |
False |
|
20 |
14,413.17 |
13,784.01 |
629.16 |
4.4% |
112.96 |
0.8% |
97% |
True |
False |
|
40 |
14,413.17 |
13,382.29 |
1,030.88 |
7.2% |
103.19 |
0.7% |
98% |
True |
False |
|
60 |
14,413.17 |
12,883.89 |
1,529.28 |
10.6% |
110.62 |
0.8% |
99% |
True |
False |
|
80 |
14,413.17 |
12,471.49 |
1,941.68 |
13.5% |
113.80 |
0.8% |
99% |
True |
False |
|
100 |
14,413.17 |
12,471.49 |
1,941.68 |
13.5% |
120.52 |
0.8% |
99% |
True |
False |
|
120 |
14,413.17 |
12,471.49 |
1,941.68 |
13.5% |
117.61 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,768.81 |
2.618 |
14,632.24 |
1.618 |
14,548.56 |
1.000 |
14,496.85 |
0.618 |
14,464.88 |
HIGH |
14,413.17 |
0.618 |
14,381.20 |
0.500 |
14,371.33 |
0.382 |
14,361.46 |
LOW |
14,329.49 |
0.618 |
14,277.78 |
1.000 |
14,245.81 |
1.618 |
14,194.10 |
2.618 |
14,110.42 |
4.250 |
13,973.85 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,388.49 |
14,375.74 |
PP |
14,379.91 |
14,354.41 |
S1 |
14,371.33 |
14,333.09 |
|