Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,421.49 |
14,512.03 |
90.54 |
0.6% |
14,514.11 |
High |
14,519.95 |
14,563.75 |
43.80 |
0.3% |
14,546.82 |
Low |
14,421.49 |
14,395.00 |
-26.49 |
-0.2% |
14,382.09 |
Close |
14,512.03 |
14,447.75 |
-64.28 |
-0.4% |
14,512.03 |
Range |
98.46 |
168.75 |
70.29 |
71.4% |
164.73 |
ATR |
104.26 |
108.86 |
4.61 |
4.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,975.08 |
14,880.17 |
14,540.56 |
|
R3 |
14,806.33 |
14,711.42 |
14,494.16 |
|
R2 |
14,637.58 |
14,637.58 |
14,478.69 |
|
R1 |
14,542.67 |
14,542.67 |
14,463.22 |
14,505.75 |
PP |
14,468.83 |
14,468.83 |
14,468.83 |
14,450.38 |
S1 |
14,373.92 |
14,373.92 |
14,432.28 |
14,337.00 |
S2 |
14,300.08 |
14,300.08 |
14,416.81 |
|
S3 |
14,131.33 |
14,205.17 |
14,401.34 |
|
S4 |
13,962.58 |
14,036.42 |
14,354.94 |
|
|
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 |
14,563.75 |
14,382.09 |
181.66 |
1.3% |
123.83 |
0.9% |
36% |
True |
False |
|
10 |
14,563.75 |
14,382.09 |
181.66 |
1.3% |
101.71 |
0.7% |
36% |
True |
False |
|
20 |
14,563.75 |
13,784.17 |
779.58 |
5.4% |
109.27 |
0.8% |
85% |
True |
False |
|
40 |
14,563.75 |
13,784.01 |
779.74 |
5.4% |
107.34 |
0.7% |
85% |
True |
False |
|
60 |
14,563.75 |
12,883.89 |
1,679.86 |
11.6% |
108.45 |
0.8% |
93% |
True |
False |
|
80 |
14,563.75 |
12,765.32 |
1,798.43 |
12.4% |
108.80 |
0.8% |
94% |
True |
False |
|
100 |
14,563.75 |
12,471.49 |
2,092.26 |
14.5% |
116.68 |
0.8% |
94% |
True |
False |
|
120 |
14,563.75 |
12,471.49 |
2,092.26 |
14.5% |
118.06 |
0.8% |
94% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,280.94 |
2.618 |
15,005.54 |
1.618 |
14,836.79 |
1.000 |
14,732.50 |
0.618 |
14,668.04 |
HIGH |
14,563.75 |
0.618 |
14,499.29 |
0.500 |
14,479.38 |
0.382 |
14,459.46 |
LOW |
14,395.00 |
0.618 |
14,290.71 |
1.000 |
14,226.25 |
1.618 |
14,121.96 |
2.618 |
13,953.21 |
4.250 |
13,677.81 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,479.38 |
14,473.39 |
PP |
14,468.83 |
14,464.84 |
S1 |
14,458.29 |
14,456.30 |
|