Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,511.73 |
14,421.49 |
-90.24 |
-0.6% |
14,514.11 |
High |
14,511.73 |
14,519.95 |
8.22 |
0.1% |
14,546.82 |
Low |
14,383.02 |
14,421.49 |
38.47 |
0.3% |
14,382.09 |
Close |
14,421.49 |
14,512.03 |
90.54 |
0.6% |
14,512.03 |
Range |
128.71 |
98.46 |
-30.25 |
-23.5% |
164.73 |
ATR |
104.70 |
104.26 |
-0.45 |
-0.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,779.87 |
14,744.41 |
14,566.18 |
|
R3 |
14,681.41 |
14,645.95 |
14,539.11 |
|
R2 |
14,582.95 |
14,582.95 |
14,530.08 |
|
R1 |
14,547.49 |
14,547.49 |
14,521.06 |
14,565.22 |
PP |
14,484.49 |
14,484.49 |
14,484.49 |
14,493.36 |
S1 |
14,449.03 |
14,449.03 |
14,503.00 |
14,466.76 |
S2 |
14,386.03 |
14,386.03 |
14,493.98 |
|
S3 |
14,287.57 |
14,350.57 |
14,484.95 |
|
S4 |
14,189.11 |
14,252.11 |
14,457.88 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,974.50 |
14,908.00 |
14,602.63 |
|
R3 |
14,809.77 |
14,743.27 |
14,557.33 |
|
R2 |
14,645.04 |
14,645.04 |
14,542.23 |
|
R1 |
14,578.54 |
14,578.54 |
14,527.13 |
14,529.43 |
PP |
14,480.31 |
14,480.31 |
14,480.31 |
14,455.76 |
S1 |
14,413.81 |
14,413.81 |
14,496.93 |
14,364.70 |
S2 |
14,315.58 |
14,315.58 |
14,481.83 |
|
S3 |
14,150.85 |
14,249.08 |
14,466.73 |
|
S4 |
13,986.12 |
14,084.35 |
14,421.43 |
|
|
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% |
113.56 |
0.8% |
79% |
False |
False |
|
10 |
14,546.82 |
14,373.32 |
173.50 |
1.2% |
92.31 |
0.6% |
80% |
False |
False |
|
20 |
14,546.82 |
13,784.01 |
762.81 |
5.3% |
115.71 |
0.8% |
95% |
False |
False |
|
40 |
14,546.82 |
13,784.01 |
762.81 |
5.3% |
104.89 |
0.7% |
95% |
False |
False |
|
60 |
14,546.82 |
12,883.89 |
1,662.93 |
11.5% |
107.27 |
0.7% |
98% |
False |
False |
|
80 |
14,546.82 |
12,765.32 |
1,781.50 |
12.3% |
108.09 |
0.7% |
98% |
False |
False |
|
100 |
14,546.82 |
12,471.49 |
2,075.33 |
14.3% |
116.11 |
0.8% |
98% |
False |
False |
|
120 |
14,546.82 |
12,471.49 |
2,075.33 |
14.3% |
117.65 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,938.41 |
2.618 |
14,777.72 |
1.618 |
14,679.26 |
1.000 |
14,618.41 |
0.618 |
14,580.80 |
HIGH |
14,519.95 |
0.618 |
14,482.34 |
0.500 |
14,470.72 |
0.382 |
14,459.10 |
LOW |
14,421.49 |
0.618 |
14,360.64 |
1.000 |
14,323.03 |
1.618 |
14,262.18 |
2.618 |
14,163.72 |
4.250 |
14,003.04 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,498.26 |
14,496.33 |
PP |
14,484.49 |
14,480.62 |
S1 |
14,470.72 |
14,464.92 |
|