Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,447.29 |
14,450.06 |
2.77 |
0.0% |
14,089.66 |
High |
14,478.80 |
14,472.80 |
-6.00 |
0.0% |
14,413.17 |
Low |
14,412.06 |
14,411.66 |
-0.40 |
0.0% |
14,030.37 |
Close |
14,450.06 |
14,455.28 |
5.22 |
0.0% |
14,397.07 |
Range |
66.74 |
61.14 |
-5.60 |
-8.4% |
382.80 |
ATR |
107.56 |
104.25 |
-3.32 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,630.00 |
14,603.78 |
14,488.91 |
|
R3 |
14,568.86 |
14,542.64 |
14,472.09 |
|
R2 |
14,507.72 |
14,507.72 |
14,466.49 |
|
R1 |
14,481.50 |
14,481.50 |
14,460.88 |
14,494.61 |
PP |
14,446.58 |
14,446.58 |
14,446.58 |
14,453.14 |
S1 |
14,420.36 |
14,420.36 |
14,449.68 |
14,433.47 |
S2 |
14,385.44 |
14,385.44 |
14,444.07 |
|
S3 |
14,324.30 |
14,359.22 |
14,438.47 |
|
S4 |
14,263.16 |
14,298.08 |
14,421.65 |
|
|
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 |
14,296.24 |
182.56 |
1.3% |
68.95 |
0.5% |
87% |
False |
False |
|
10 |
14,478.80 |
13,937.60 |
541.20 |
3.7% |
93.73 |
0.6% |
96% |
False |
False |
|
20 |
14,478.80 |
13,784.01 |
694.79 |
4.8% |
113.03 |
0.8% |
97% |
False |
False |
|
40 |
14,478.80 |
13,445.80 |
1,033.00 |
7.1% |
102.93 |
0.7% |
98% |
False |
False |
|
60 |
14,478.80 |
12,883.89 |
1,594.91 |
11.0% |
108.07 |
0.7% |
99% |
False |
False |
|
80 |
14,478.80 |
12,471.49 |
2,007.31 |
13.9% |
110.30 |
0.8% |
99% |
False |
False |
|
100 |
14,478.80 |
12,471.49 |
2,007.31 |
13.9% |
119.05 |
0.8% |
99% |
False |
False |
|
120 |
14,478.80 |
12,471.49 |
2,007.31 |
13.9% |
117.21 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,732.65 |
2.618 |
14,632.86 |
1.618 |
14,571.72 |
1.000 |
14,533.94 |
0.618 |
14,510.58 |
HIGH |
14,472.80 |
0.618 |
14,449.44 |
0.500 |
14,442.23 |
0.382 |
14,435.02 |
LOW |
14,411.66 |
0.618 |
14,373.88 |
1.000 |
14,350.52 |
1.618 |
14,312.74 |
2.618 |
14,251.60 |
4.250 |
14,151.82 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,450.93 |
14,445.54 |
PP |
14,446.58 |
14,435.80 |
S1 |
14,442.23 |
14,426.06 |
|