Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,058.0 |
5,068.0 |
10.0 |
0.2% |
5,010.0 |
High |
5,097.0 |
5,078.0 |
-19.0 |
-0.4% |
5,097.0 |
Low |
5,051.0 |
5,045.0 |
-6.0 |
-0.1% |
4,960.0 |
Close |
5,085.0 |
5,074.0 |
-11.0 |
-0.2% |
5,074.0 |
Range |
46.0 |
33.0 |
-13.0 |
-28.3% |
137.0 |
ATR |
50.5 |
49.8 |
-0.8 |
-1.5% |
0.0 |
Volume |
32,130 |
23,457 |
-8,673 |
-27.0% |
127,275 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,164.7 |
5,152.3 |
5,092.2 |
|
R3 |
5,131.7 |
5,119.3 |
5,083.1 |
|
R2 |
5,098.7 |
5,098.7 |
5,080.1 |
|
R1 |
5,086.3 |
5,086.3 |
5,077.0 |
5,092.5 |
PP |
5,065.7 |
5,065.7 |
5,065.7 |
5,068.8 |
S1 |
5,053.3 |
5,053.3 |
5,071.0 |
5,059.5 |
S2 |
5,032.7 |
5,032.7 |
5,068.0 |
|
S3 |
4,999.7 |
5,020.3 |
5,064.9 |
|
S4 |
4,966.7 |
4,987.3 |
5,055.9 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,454.7 |
5,401.3 |
5,149.4 |
|
R3 |
5,317.7 |
5,264.3 |
5,111.7 |
|
R2 |
5,180.7 |
5,180.7 |
5,099.1 |
|
R1 |
5,127.3 |
5,127.3 |
5,086.6 |
5,154.0 |
PP |
5,043.7 |
5,043.7 |
5,043.7 |
5,057.0 |
S1 |
4,990.3 |
4,990.3 |
5,061.4 |
5,017.0 |
S2 |
4,906.7 |
4,906.7 |
5,048.9 |
|
S3 |
4,769.7 |
4,853.3 |
5,036.3 |
|
S4 |
4,632.7 |
4,716.3 |
4,998.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,097.0 |
4,960.0 |
137.0 |
2.7% |
43.4 |
0.9% |
83% |
False |
False |
25,455 |
10 |
5,097.0 |
4,956.0 |
141.0 |
2.8% |
48.9 |
1.0% |
84% |
False |
False |
27,805 |
20 |
5,097.0 |
4,828.0 |
269.0 |
5.3% |
42.3 |
0.8% |
91% |
False |
False |
24,796 |
40 |
5,097.0 |
4,659.0 |
438.0 |
8.6% |
37.0 |
0.7% |
95% |
False |
False |
23,184 |
60 |
5,097.0 |
4,480.0 |
617.0 |
12.2% |
33.7 |
0.7% |
96% |
False |
False |
22,528 |
80 |
5,097.0 |
4,315.0 |
782.0 |
15.4% |
27.6 |
0.5% |
97% |
False |
False |
16,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,218.3 |
2.618 |
5,164.4 |
1.618 |
5,131.4 |
1.000 |
5,111.0 |
0.618 |
5,098.4 |
HIGH |
5,078.0 |
0.618 |
5,065.4 |
0.500 |
5,061.5 |
0.382 |
5,057.6 |
LOW |
5,045.0 |
0.618 |
5,024.6 |
1.000 |
5,012.0 |
1.618 |
4,991.6 |
2.618 |
4,958.6 |
4.250 |
4,904.8 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,069.8 |
5,065.8 |
PP |
5,065.7 |
5,057.7 |
S1 |
5,061.5 |
5,049.5 |
|