Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,447.75 |
14,559.65 |
111.90 |
0.8% |
14,514.11 |
High |
14,561.54 |
14,559.65 |
-1.89 |
0.0% |
14,546.82 |
Low |
14,447.75 |
14,439.55 |
-8.20 |
-0.1% |
14,382.09 |
Close |
14,559.65 |
14,526.16 |
-33.49 |
-0.2% |
14,512.03 |
Range |
113.79 |
120.10 |
6.31 |
5.5% |
164.73 |
ATR |
109.22 |
109.99 |
0.78 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,868.75 |
14,817.56 |
14,592.22 |
|
R3 |
14,748.65 |
14,697.46 |
14,559.19 |
|
R2 |
14,628.55 |
14,628.55 |
14,548.18 |
|
R1 |
14,577.36 |
14,577.36 |
14,537.17 |
14,542.91 |
PP |
14,508.45 |
14,508.45 |
14,508.45 |
14,491.23 |
S1 |
14,457.26 |
14,457.26 |
14,515.15 |
14,422.81 |
S2 |
14,388.35 |
14,388.35 |
14,504.14 |
|
S3 |
14,268.25 |
14,337.16 |
14,493.13 |
|
S4 |
14,148.15 |
14,217.06 |
14,460.11 |
|
|
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% |
125.96 |
0.9% |
79% |
False |
False |
|
10 |
14,563.75 |
14,382.09 |
181.66 |
1.3% |
112.31 |
0.8% |
79% |
False |
False |
|
20 |
14,563.75 |
13,937.60 |
626.15 |
4.3% |
103.02 |
0.7% |
94% |
False |
False |
|
40 |
14,563.75 |
13,784.01 |
779.74 |
5.4% |
109.61 |
0.8% |
95% |
False |
False |
|
60 |
14,563.75 |
12,883.89 |
1,679.86 |
11.6% |
106.58 |
0.7% |
98% |
False |
False |
|
80 |
14,563.75 |
12,883.89 |
1,679.86 |
11.6% |
107.67 |
0.7% |
98% |
False |
False |
|
100 |
14,563.75 |
12,471.49 |
2,092.26 |
14.4% |
117.65 |
0.8% |
98% |
False |
False |
|
120 |
14,563.75 |
12,471.49 |
2,092.26 |
14.4% |
117.48 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,070.08 |
2.618 |
14,874.07 |
1.618 |
14,753.97 |
1.000 |
14,679.75 |
0.618 |
14,633.87 |
HIGH |
14,559.65 |
0.618 |
14,513.77 |
0.500 |
14,499.60 |
0.382 |
14,485.43 |
LOW |
14,439.55 |
0.618 |
14,365.33 |
1.000 |
14,319.45 |
1.618 |
14,245.23 |
2.618 |
14,125.13 |
4.250 |
13,929.13 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,517.31 |
14,510.57 |
PP |
14,508.45 |
14,494.97 |
S1 |
14,499.60 |
14,479.38 |
|