Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,514.11 |
14,452.06 |
-62.05 |
-0.4% |
14,397.07 |
High |
14,521.59 |
14,514.34 |
-7.25 |
0.0% |
14,539.29 |
Low |
14,404.21 |
14,382.09 |
-22.12 |
-0.2% |
14,373.32 |
Close |
14,452.06 |
14,455.82 |
3.76 |
0.0% |
14,514.11 |
Range |
117.38 |
132.25 |
14.87 |
12.7% |
165.97 |
ATR |
101.58 |
103.77 |
2.19 |
2.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,847.50 |
14,783.91 |
14,528.56 |
|
R3 |
14,715.25 |
14,651.66 |
14,492.19 |
|
R2 |
14,583.00 |
14,583.00 |
14,480.07 |
|
R1 |
14,519.41 |
14,519.41 |
14,467.94 |
14,551.21 |
PP |
14,450.75 |
14,450.75 |
14,450.75 |
14,466.65 |
S1 |
14,387.16 |
14,387.16 |
14,443.70 |
14,418.96 |
S2 |
14,318.50 |
14,318.50 |
14,431.57 |
|
S3 |
14,186.25 |
14,254.91 |
14,419.45 |
|
S4 |
14,054.00 |
14,122.66 |
14,383.08 |
|
|
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 |
14,382.09 |
157.20 |
1.1% |
92.68 |
0.6% |
47% |
False |
True |
|
10 |
14,539.29 |
14,253.00 |
286.29 |
2.0% |
81.47 |
0.6% |
71% |
False |
False |
|
20 |
14,539.29 |
13,784.01 |
755.28 |
5.2% |
117.44 |
0.8% |
89% |
False |
False |
|
40 |
14,539.29 |
13,622.96 |
916.33 |
6.3% |
103.78 |
0.7% |
91% |
False |
False |
|
60 |
14,539.29 |
12,883.89 |
1,655.40 |
11.5% |
107.76 |
0.7% |
95% |
False |
False |
|
80 |
14,539.29 |
12,765.32 |
1,773.97 |
12.3% |
108.45 |
0.8% |
95% |
False |
False |
|
100 |
14,539.29 |
12,471.49 |
2,067.80 |
14.3% |
117.70 |
0.8% |
96% |
False |
False |
|
120 |
14,539.29 |
12,471.49 |
2,067.80 |
14.3% |
117.88 |
0.8% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,076.40 |
2.618 |
14,860.57 |
1.618 |
14,728.32 |
1.000 |
14,646.59 |
0.618 |
14,596.07 |
HIGH |
14,514.34 |
0.618 |
14,463.82 |
0.500 |
14,448.22 |
0.382 |
14,432.61 |
LOW |
14,382.09 |
0.618 |
14,300.36 |
1.000 |
14,249.84 |
1.618 |
14,168.11 |
2.618 |
14,035.86 |
4.250 |
13,820.03 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,453.29 |
14,460.62 |
PP |
14,450.75 |
14,459.02 |
S1 |
14,448.22 |
14,457.42 |
|