Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,329.49 |
14,397.07 |
67.58 |
0.5% |
14,089.66 |
High |
14,413.17 |
14,448.06 |
34.89 |
0.2% |
14,413.17 |
Low |
14,329.49 |
14,373.32 |
43.83 |
0.3% |
14,030.37 |
Close |
14,397.07 |
14,447.29 |
50.22 |
0.3% |
14,397.07 |
Range |
83.68 |
74.74 |
-8.94 |
-10.7% |
382.80 |
ATR |
113.47 |
110.70 |
-2.77 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,647.11 |
14,621.94 |
14,488.40 |
|
R3 |
14,572.37 |
14,547.20 |
14,467.84 |
|
R2 |
14,497.63 |
14,497.63 |
14,460.99 |
|
R1 |
14,472.46 |
14,472.46 |
14,454.14 |
14,485.05 |
PP |
14,422.89 |
14,422.89 |
14,422.89 |
14,429.18 |
S1 |
14,397.72 |
14,397.72 |
14,440.44 |
14,410.31 |
S2 |
14,348.15 |
14,348.15 |
14,433.59 |
|
S3 |
14,273.41 |
14,322.98 |
14,426.74 |
|
S4 |
14,198.67 |
14,248.24 |
14,406.18 |
|
|
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 |
14,448.06 |
14,127.82 |
320.24 |
2.2% |
88.61 |
0.6% |
100% |
True |
False |
|
10 |
14,448.06 |
13,784.17 |
663.89 |
4.6% |
116.83 |
0.8% |
100% |
True |
False |
|
20 |
14,448.06 |
13,784.01 |
664.05 |
4.6% |
112.76 |
0.8% |
100% |
True |
False |
|
40 |
14,448.06 |
13,439.97 |
1,008.09 |
7.0% |
102.66 |
0.7% |
100% |
True |
False |
|
60 |
14,448.06 |
12,883.89 |
1,564.17 |
10.8% |
109.60 |
0.8% |
100% |
True |
False |
|
80 |
14,448.06 |
12,471.49 |
1,976.57 |
13.7% |
113.76 |
0.8% |
100% |
True |
False |
|
100 |
14,448.06 |
12,471.49 |
1,976.57 |
13.7% |
120.22 |
0.8% |
100% |
True |
False |
|
120 |
14,448.06 |
12,471.49 |
1,976.57 |
13.7% |
117.23 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,765.71 |
2.618 |
14,643.73 |
1.618 |
14,568.99 |
1.000 |
14,522.80 |
0.618 |
14,494.25 |
HIGH |
14,448.06 |
0.618 |
14,419.51 |
0.500 |
14,410.69 |
0.382 |
14,401.87 |
LOW |
14,373.32 |
0.618 |
14,327.13 |
1.000 |
14,298.58 |
1.618 |
14,252.39 |
2.618 |
14,177.65 |
4.250 |
14,055.68 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,435.09 |
14,422.24 |
PP |
14,422.89 |
14,397.20 |
S1 |
14,410.69 |
14,372.15 |
|