Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,455.28 |
14,539.14 |
83.86 |
0.6% |
14,397.07 |
High |
14,539.29 |
14,539.14 |
-0.15 |
0.0% |
14,539.29 |
Low |
14,455.28 |
14,470.50 |
15.22 |
0.1% |
14,373.32 |
Close |
14,539.14 |
14,514.11 |
-25.03 |
-0.2% |
14,514.11 |
Range |
84.01 |
68.64 |
-15.37 |
-18.3% |
165.97 |
ATR |
102.80 |
100.36 |
-2.44 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,713.84 |
14,682.61 |
14,551.86 |
|
R3 |
14,645.20 |
14,613.97 |
14,532.99 |
|
R2 |
14,576.56 |
14,576.56 |
14,526.69 |
|
R1 |
14,545.33 |
14,545.33 |
14,520.40 |
14,526.63 |
PP |
14,507.92 |
14,507.92 |
14,507.92 |
14,498.56 |
S1 |
14,476.69 |
14,476.69 |
14,507.82 |
14,457.99 |
S2 |
14,439.28 |
14,439.28 |
14,501.53 |
|
S3 |
14,370.64 |
14,408.05 |
14,495.23 |
|
S4 |
14,302.00 |
14,339.41 |
14,476.36 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,973.48 |
14,909.77 |
14,605.39 |
|
R3 |
14,807.51 |
14,743.80 |
14,559.75 |
|
R2 |
14,641.54 |
14,641.54 |
14,544.54 |
|
R1 |
14,577.83 |
14,577.83 |
14,529.32 |
14,609.69 |
PP |
14,475.57 |
14,475.57 |
14,475.57 |
14,491.50 |
S1 |
14,411.86 |
14,411.86 |
14,498.90 |
14,443.72 |
S2 |
14,309.60 |
14,309.60 |
14,483.68 |
|
S3 |
14,143.63 |
14,245.89 |
14,468.47 |
|
S4 |
13,977.66 |
14,079.92 |
14,422.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,539.29 |
14,373.32 |
165.97 |
1.1% |
71.05 |
0.5% |
85% |
False |
False |
|
10 |
14,539.29 |
14,030.37 |
508.92 |
3.5% |
82.14 |
0.6% |
95% |
False |
False |
|
20 |
14,539.29 |
13,784.01 |
755.28 |
5.2% |
113.06 |
0.8% |
97% |
False |
False |
|
40 |
14,539.29 |
13,510.24 |
1,029.05 |
7.1% |
102.58 |
0.7% |
98% |
False |
False |
|
60 |
14,539.29 |
12,883.89 |
1,655.40 |
11.4% |
107.59 |
0.7% |
98% |
False |
False |
|
80 |
14,539.29 |
12,590.23 |
1,949.06 |
13.4% |
109.25 |
0.8% |
99% |
False |
False |
|
100 |
14,539.29 |
12,471.49 |
2,067.80 |
14.2% |
118.87 |
0.8% |
99% |
False |
False |
|
120 |
14,539.29 |
12,471.49 |
2,067.80 |
14.2% |
117.10 |
0.8% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,830.86 |
2.618 |
14,718.84 |
1.618 |
14,650.20 |
1.000 |
14,607.78 |
0.618 |
14,581.56 |
HIGH |
14,539.14 |
0.618 |
14,512.92 |
0.500 |
14,504.82 |
0.382 |
14,496.72 |
LOW |
14,470.50 |
0.618 |
14,428.08 |
1.000 |
14,401.86 |
1.618 |
14,359.44 |
2.618 |
14,290.80 |
4.250 |
14,178.78 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,511.01 |
14,501.23 |
PP |
14,507.92 |
14,488.35 |
S1 |
14,504.82 |
14,475.48 |
|