Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,397.07 |
14,447.29 |
50.22 |
0.3% |
14,089.66 |
High |
14,448.06 |
14,478.80 |
30.74 |
0.2% |
14,413.17 |
Low |
14,373.32 |
14,412.06 |
38.74 |
0.3% |
14,030.37 |
Close |
14,447.29 |
14,450.06 |
2.77 |
0.0% |
14,397.07 |
Range |
74.74 |
66.74 |
-8.00 |
-10.7% |
382.80 |
ATR |
110.70 |
107.56 |
-3.14 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,647.19 |
14,615.37 |
14,486.77 |
|
R3 |
14,580.45 |
14,548.63 |
14,468.41 |
|
R2 |
14,513.71 |
14,513.71 |
14,462.30 |
|
R1 |
14,481.89 |
14,481.89 |
14,456.18 |
14,497.80 |
PP |
14,446.97 |
14,446.97 |
14,446.97 |
14,454.93 |
S1 |
14,415.15 |
14,415.15 |
14,443.94 |
14,431.06 |
S2 |
14,380.23 |
14,380.23 |
14,437.82 |
|
S3 |
14,313.49 |
14,348.41 |
14,431.71 |
|
S4 |
14,246.75 |
14,281.67 |
14,413.35 |
|
|
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 |
14,478.80 |
14,253.00 |
225.80 |
1.6% |
70.25 |
0.5% |
87% |
True |
False |
|
10 |
14,478.80 |
13,880.19 |
598.61 |
4.1% |
110.08 |
0.8% |
95% |
True |
False |
|
20 |
14,478.80 |
13,784.01 |
694.79 |
4.8% |
113.47 |
0.8% |
96% |
True |
False |
|
40 |
14,478.80 |
13,445.80 |
1,033.00 |
7.1% |
102.91 |
0.7% |
97% |
True |
False |
|
60 |
14,478.80 |
12,883.89 |
1,594.91 |
11.0% |
109.01 |
0.8% |
98% |
True |
False |
|
80 |
14,478.80 |
12,471.49 |
2,007.31 |
13.9% |
112.72 |
0.8% |
99% |
True |
False |
|
100 |
14,478.80 |
12,471.49 |
2,007.31 |
13.9% |
119.77 |
0.8% |
99% |
True |
False |
|
120 |
14,478.80 |
12,471.49 |
2,007.31 |
13.9% |
117.24 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,762.45 |
2.618 |
14,653.53 |
1.618 |
14,586.79 |
1.000 |
14,545.54 |
0.618 |
14,520.05 |
HIGH |
14,478.80 |
0.618 |
14,453.31 |
0.500 |
14,445.43 |
0.382 |
14,437.55 |
LOW |
14,412.06 |
0.618 |
14,370.81 |
1.000 |
14,345.32 |
1.618 |
14,304.07 |
2.618 |
14,237.33 |
4.250 |
14,128.42 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,448.52 |
14,434.76 |
PP |
14,446.97 |
14,419.45 |
S1 |
14,445.43 |
14,404.15 |
|