Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,455.82 |
14,511.73 |
55.91 |
0.4% |
14,397.07 |
High |
14,546.82 |
14,511.73 |
-35.09 |
-0.2% |
14,539.29 |
Low |
14,455.82 |
14,383.02 |
-72.80 |
-0.5% |
14,373.32 |
Close |
14,511.73 |
14,421.49 |
-90.24 |
-0.6% |
14,514.11 |
Range |
91.00 |
128.71 |
37.71 |
41.4% |
165.97 |
ATR |
102.86 |
104.70 |
1.85 |
1.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,824.88 |
14,751.89 |
14,492.28 |
|
R3 |
14,696.17 |
14,623.18 |
14,456.89 |
|
R2 |
14,567.46 |
14,567.46 |
14,445.09 |
|
R1 |
14,494.47 |
14,494.47 |
14,433.29 |
14,466.61 |
PP |
14,438.75 |
14,438.75 |
14,438.75 |
14,424.82 |
S1 |
14,365.76 |
14,365.76 |
14,409.69 |
14,337.90 |
S2 |
14,310.04 |
14,310.04 |
14,397.89 |
|
S3 |
14,181.33 |
14,237.05 |
14,386.09 |
|
S4 |
14,052.62 |
14,108.34 |
14,350.70 |
|
|
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% |
107.60 |
0.7% |
24% |
False |
False |
|
10 |
14,546.82 |
14,329.49 |
217.33 |
1.5% |
90.83 |
0.6% |
42% |
False |
False |
|
20 |
14,546.82 |
13,784.01 |
762.81 |
5.3% |
116.82 |
0.8% |
84% |
False |
False |
|
40 |
14,546.82 |
13,779.33 |
767.49 |
5.3% |
104.94 |
0.7% |
84% |
False |
False |
|
60 |
14,546.82 |
12,883.89 |
1,662.93 |
11.5% |
106.66 |
0.7% |
92% |
False |
False |
|
80 |
14,546.82 |
12,765.32 |
1,781.50 |
12.4% |
108.22 |
0.8% |
93% |
False |
False |
|
100 |
14,546.82 |
12,471.49 |
2,075.33 |
14.4% |
116.37 |
0.8% |
94% |
False |
False |
|
120 |
14,546.82 |
12,471.49 |
2,075.33 |
14.4% |
117.74 |
0.8% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,058.75 |
2.618 |
14,848.69 |
1.618 |
14,719.98 |
1.000 |
14,640.44 |
0.618 |
14,591.27 |
HIGH |
14,511.73 |
0.618 |
14,462.56 |
0.500 |
14,447.38 |
0.382 |
14,432.19 |
LOW |
14,383.02 |
0.618 |
14,303.48 |
1.000 |
14,254.31 |
1.618 |
14,174.77 |
2.618 |
14,046.06 |
4.250 |
13,836.00 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,447.38 |
14,464.46 |
PP |
14,438.75 |
14,450.13 |
S1 |
14,430.12 |
14,435.81 |
|