Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,055.0 |
5,101.0 |
46.0 |
0.9% |
5,010.0 |
High |
5,097.0 |
5,135.0 |
38.0 |
0.7% |
5,097.0 |
Low |
5,053.0 |
5,092.0 |
39.0 |
0.8% |
4,960.0 |
Close |
5,079.0 |
5,122.0 |
43.0 |
0.8% |
5,074.0 |
Range |
44.0 |
43.0 |
-1.0 |
-2.3% |
137.0 |
ATR |
53.0 |
53.3 |
0.2 |
0.4% |
0.0 |
Volume |
28,578 |
30,525 |
1,947 |
6.8% |
127,275 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,245.3 |
5,226.7 |
5,145.7 |
|
R3 |
5,202.3 |
5,183.7 |
5,133.8 |
|
R2 |
5,159.3 |
5,159.3 |
5,129.9 |
|
R1 |
5,140.7 |
5,140.7 |
5,125.9 |
5,150.0 |
PP |
5,116.3 |
5,116.3 |
5,116.3 |
5,121.0 |
S1 |
5,097.7 |
5,097.7 |
5,118.1 |
5,107.0 |
S2 |
5,073.3 |
5,073.3 |
5,114.1 |
|
S3 |
5,030.3 |
5,054.7 |
5,110.2 |
|
S4 |
4,987.3 |
5,011.7 |
5,098.4 |
|
|
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 |
5,135.0 |
5,003.0 |
132.0 |
2.6% |
47.2 |
0.9% |
90% |
True |
False |
28,577 |
10 |
5,135.0 |
4,956.0 |
179.0 |
3.5% |
54.9 |
1.1% |
93% |
True |
False |
29,161 |
20 |
5,135.0 |
4,866.0 |
269.0 |
5.3% |
44.8 |
0.9% |
95% |
True |
False |
25,668 |
40 |
5,135.0 |
4,670.0 |
465.0 |
9.1% |
37.8 |
0.7% |
97% |
True |
False |
23,808 |
60 |
5,135.0 |
4,504.0 |
631.0 |
12.3% |
35.2 |
0.7% |
98% |
True |
False |
23,969 |
80 |
5,135.0 |
4,315.0 |
820.0 |
16.0% |
29.5 |
0.6% |
98% |
True |
False |
18,001 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,317.8 |
2.618 |
5,247.6 |
1.618 |
5,204.6 |
1.000 |
5,178.0 |
0.618 |
5,161.6 |
HIGH |
5,135.0 |
0.618 |
5,118.6 |
0.500 |
5,113.5 |
0.382 |
5,108.4 |
LOW |
5,092.0 |
0.618 |
5,065.4 |
1.000 |
5,049.0 |
1.618 |
5,022.4 |
2.618 |
4,979.4 |
4.250 |
4,909.3 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,119.2 |
5,104.3 |
PP |
5,116.3 |
5,086.7 |
S1 |
5,113.5 |
5,069.0 |
|