Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,559.65 |
14,526.16 |
-33.49 |
-0.2% |
14,514.11 |
High |
14,559.65 |
14,585.10 |
25.45 |
0.2% |
14,546.82 |
Low |
14,439.55 |
14,520.86 |
81.31 |
0.6% |
14,382.09 |
Close |
14,526.16 |
14,578.54 |
52.38 |
0.4% |
14,512.03 |
Range |
120.10 |
64.24 |
-55.86 |
-46.5% |
164.73 |
ATR |
109.99 |
106.73 |
-3.27 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,754.22 |
14,730.62 |
14,613.87 |
|
R3 |
14,689.98 |
14,666.38 |
14,596.21 |
|
R2 |
14,625.74 |
14,625.74 |
14,590.32 |
|
R1 |
14,602.14 |
14,602.14 |
14,584.43 |
14,613.94 |
PP |
14,561.50 |
14,561.50 |
14,561.50 |
14,567.40 |
S1 |
14,537.90 |
14,537.90 |
14,572.65 |
14,549.70 |
S2 |
14,497.26 |
14,497.26 |
14,566.76 |
|
S3 |
14,433.02 |
14,473.66 |
14,560.87 |
|
S4 |
14,368.78 |
14,409.42 |
14,543.21 |
|
|
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 |
14,585.10 |
14,395.00 |
190.10 |
1.3% |
113.07 |
0.8% |
97% |
True |
False |
|
10 |
14,585.10 |
14,382.09 |
203.01 |
1.4% |
110.33 |
0.8% |
97% |
True |
False |
|
20 |
14,585.10 |
13,937.60 |
647.50 |
4.4% |
101.28 |
0.7% |
99% |
True |
False |
|
40 |
14,585.10 |
13,784.01 |
801.09 |
5.5% |
109.49 |
0.8% |
99% |
True |
False |
|
60 |
14,585.10 |
13,104.30 |
1,480.80 |
10.2% |
103.89 |
0.7% |
100% |
True |
False |
|
80 |
14,585.10 |
12,883.89 |
1,701.21 |
11.7% |
107.66 |
0.7% |
100% |
True |
False |
|
100 |
14,585.10 |
12,471.49 |
2,113.61 |
14.5% |
116.54 |
0.8% |
100% |
True |
False |
|
120 |
14,585.10 |
12,471.49 |
2,113.61 |
14.5% |
117.21 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,858.12 |
2.618 |
14,753.28 |
1.618 |
14,689.04 |
1.000 |
14,649.34 |
0.618 |
14,624.80 |
HIGH |
14,585.10 |
0.618 |
14,560.56 |
0.500 |
14,552.98 |
0.382 |
14,545.40 |
LOW |
14,520.86 |
0.618 |
14,481.16 |
1.000 |
14,456.62 |
1.618 |
14,416.92 |
2.618 |
14,352.68 |
4.250 |
14,247.84 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,570.02 |
14,556.47 |
PP |
14,561.50 |
14,534.40 |
S1 |
14,552.98 |
14,512.33 |
|