Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,512.03 |
14,447.75 |
-64.28 |
-0.4% |
14,514.11 |
High |
14,563.75 |
14,561.54 |
-2.21 |
0.0% |
14,546.82 |
Low |
14,395.00 |
14,447.75 |
52.75 |
0.4% |
14,382.09 |
Close |
14,447.75 |
14,559.65 |
111.90 |
0.8% |
14,512.03 |
Range |
168.75 |
113.79 |
-54.96 |
-32.6% |
164.73 |
ATR |
108.86 |
109.22 |
0.35 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,864.35 |
14,825.79 |
14,622.23 |
|
R3 |
14,750.56 |
14,712.00 |
14,590.94 |
|
R2 |
14,636.77 |
14,636.77 |
14,580.51 |
|
R1 |
14,598.21 |
14,598.21 |
14,570.08 |
14,617.49 |
PP |
14,522.98 |
14,522.98 |
14,522.98 |
14,532.62 |
S1 |
14,484.42 |
14,484.42 |
14,549.22 |
14,503.70 |
S2 |
14,409.19 |
14,409.19 |
14,538.79 |
|
S3 |
14,295.40 |
14,370.63 |
14,528.36 |
|
S4 |
14,181.61 |
14,256.84 |
14,497.07 |
|
|
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 |
14,383.02 |
180.73 |
1.2% |
120.14 |
0.8% |
98% |
False |
False |
|
10 |
14,563.75 |
14,382.09 |
181.66 |
1.2% |
106.41 |
0.7% |
98% |
False |
False |
|
20 |
14,563.75 |
13,880.19 |
683.56 |
4.7% |
108.25 |
0.7% |
99% |
False |
False |
|
40 |
14,563.75 |
13,784.01 |
779.74 |
5.4% |
108.86 |
0.7% |
99% |
False |
False |
|
60 |
14,563.75 |
12,883.89 |
1,679.86 |
11.5% |
107.38 |
0.7% |
100% |
False |
False |
|
80 |
14,563.75 |
12,883.89 |
1,679.86 |
11.5% |
107.43 |
0.7% |
100% |
False |
False |
|
100 |
14,563.75 |
12,471.49 |
2,092.26 |
14.4% |
117.82 |
0.8% |
100% |
False |
False |
|
120 |
14,563.75 |
12,471.49 |
2,092.26 |
14.4% |
117.67 |
0.8% |
100% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,045.15 |
2.618 |
14,859.44 |
1.618 |
14,745.65 |
1.000 |
14,675.33 |
0.618 |
14,631.86 |
HIGH |
14,561.54 |
0.618 |
14,518.07 |
0.500 |
14,504.65 |
0.382 |
14,491.22 |
LOW |
14,447.75 |
0.618 |
14,377.43 |
1.000 |
14,333.96 |
1.618 |
14,263.64 |
2.618 |
14,149.85 |
4.250 |
13,964.14 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,541.32 |
14,532.89 |
PP |
14,522.98 |
14,506.13 |
S1 |
14,504.65 |
14,479.38 |
|