Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,452.06 |
14,455.82 |
3.76 |
0.0% |
14,397.07 |
High |
14,514.34 |
14,546.82 |
32.48 |
0.2% |
14,539.29 |
Low |
14,382.09 |
14,455.82 |
73.73 |
0.5% |
14,373.32 |
Close |
14,455.82 |
14,511.73 |
55.91 |
0.4% |
14,514.11 |
Range |
132.25 |
91.00 |
-41.25 |
-31.2% |
165.97 |
ATR |
103.77 |
102.86 |
-0.91 |
-0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,777.79 |
14,735.76 |
14,561.78 |
|
R3 |
14,686.79 |
14,644.76 |
14,536.76 |
|
R2 |
14,595.79 |
14,595.79 |
14,528.41 |
|
R1 |
14,553.76 |
14,553.76 |
14,520.07 |
14,574.78 |
PP |
14,504.79 |
14,504.79 |
14,504.79 |
14,515.30 |
S1 |
14,462.76 |
14,462.76 |
14,503.39 |
14,483.78 |
S2 |
14,413.79 |
14,413.79 |
14,495.05 |
|
S3 |
14,322.79 |
14,371.76 |
14,486.71 |
|
S4 |
14,231.79 |
14,280.76 |
14,461.68 |
|
|
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 |
14,546.82 |
14,382.09 |
164.73 |
1.1% |
98.66 |
0.7% |
79% |
True |
False |
|
10 |
14,546.82 |
14,296.24 |
250.58 |
1.7% |
83.80 |
0.6% |
86% |
True |
False |
|
20 |
14,546.82 |
13,784.01 |
762.81 |
5.3% |
115.04 |
0.8% |
95% |
True |
False |
|
40 |
14,546.82 |
13,710.13 |
836.69 |
5.8% |
103.82 |
0.7% |
96% |
True |
False |
|
60 |
14,546.82 |
12,883.89 |
1,662.93 |
11.5% |
107.64 |
0.7% |
98% |
True |
False |
|
80 |
14,546.82 |
12,765.32 |
1,781.50 |
12.3% |
108.84 |
0.8% |
98% |
True |
False |
|
100 |
14,546.82 |
12,471.49 |
2,075.33 |
14.3% |
116.00 |
0.8% |
98% |
True |
False |
|
120 |
14,546.82 |
12,471.49 |
2,075.33 |
14.3% |
117.28 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,933.57 |
2.618 |
14,785.06 |
1.618 |
14,694.06 |
1.000 |
14,637.82 |
0.618 |
14,603.06 |
HIGH |
14,546.82 |
0.618 |
14,512.06 |
0.500 |
14,501.32 |
0.382 |
14,490.58 |
LOW |
14,455.82 |
0.618 |
14,399.58 |
1.000 |
14,364.82 |
1.618 |
14,308.58 |
2.618 |
14,217.58 |
4.250 |
14,069.07 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,508.26 |
14,495.97 |
PP |
14,504.79 |
14,480.21 |
S1 |
14,501.32 |
14,464.46 |
|