Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,068.0 |
5,065.0 |
-3.0 |
-0.1% |
5,010.0 |
High |
5,078.0 |
5,073.0 |
-5.0 |
-0.1% |
5,097.0 |
Low |
5,045.0 |
5,003.0 |
-42.0 |
-0.8% |
4,960.0 |
Close |
5,074.0 |
5,021.0 |
-53.0 |
-1.0% |
5,074.0 |
Range |
33.0 |
70.0 |
37.0 |
112.1% |
137.0 |
ATR |
49.8 |
51.3 |
1.5 |
3.0% |
0.0 |
Volume |
23,457 |
28,199 |
4,742 |
20.2% |
127,275 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,242.3 |
5,201.7 |
5,059.5 |
|
R3 |
5,172.3 |
5,131.7 |
5,040.3 |
|
R2 |
5,102.3 |
5,102.3 |
5,033.8 |
|
R1 |
5,061.7 |
5,061.7 |
5,027.4 |
5,047.0 |
PP |
5,032.3 |
5,032.3 |
5,032.3 |
5,025.0 |
S1 |
4,991.7 |
4,991.7 |
5,014.6 |
4,977.0 |
S2 |
4,962.3 |
4,962.3 |
5,008.2 |
|
S3 |
4,892.3 |
4,921.7 |
5,001.8 |
|
S4 |
4,822.3 |
4,851.7 |
4,982.5 |
|
|
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% |
46.6 |
0.9% |
45% |
False |
False |
26,775 |
10 |
5,097.0 |
4,956.0 |
141.0 |
2.8% |
52.1 |
1.0% |
46% |
False |
False |
28,048 |
20 |
5,097.0 |
4,828.0 |
269.0 |
5.4% |
43.9 |
0.9% |
72% |
False |
False |
25,069 |
40 |
5,097.0 |
4,659.0 |
438.0 |
8.7% |
38.0 |
0.8% |
83% |
False |
False |
23,446 |
60 |
5,097.0 |
4,480.0 |
617.0 |
12.3% |
34.3 |
0.7% |
88% |
False |
False |
22,996 |
80 |
5,097.0 |
4,315.0 |
782.0 |
15.6% |
28.5 |
0.6% |
90% |
False |
False |
17,262 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,370.5 |
2.618 |
5,256.3 |
1.618 |
5,186.3 |
1.000 |
5,143.0 |
0.618 |
5,116.3 |
HIGH |
5,073.0 |
0.618 |
5,046.3 |
0.500 |
5,038.0 |
0.382 |
5,029.7 |
LOW |
5,003.0 |
0.618 |
4,959.7 |
1.000 |
4,933.0 |
1.618 |
4,889.7 |
2.618 |
4,819.7 |
4.250 |
4,705.5 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,038.0 |
5,050.0 |
PP |
5,032.3 |
5,040.3 |
S1 |
5,026.7 |
5,030.7 |
|