Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,101.0 |
5,123.0 |
22.0 |
0.4% |
5,010.0 |
High |
5,135.0 |
5,139.0 |
4.0 |
0.1% |
5,097.0 |
Low |
5,092.0 |
5,087.0 |
-5.0 |
-0.1% |
4,960.0 |
Close |
5,122.0 |
5,111.0 |
-11.0 |
-0.2% |
5,074.0 |
Range |
43.0 |
52.0 |
9.0 |
20.9% |
137.0 |
ATR |
53.3 |
53.2 |
-0.1 |
-0.2% |
0.0 |
Volume |
30,525 |
25,568 |
-4,957 |
-16.2% |
127,275 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,268.3 |
5,241.7 |
5,139.6 |
|
R3 |
5,216.3 |
5,189.7 |
5,125.3 |
|
R2 |
5,164.3 |
5,164.3 |
5,120.5 |
|
R1 |
5,137.7 |
5,137.7 |
5,115.8 |
5,125.0 |
PP |
5,112.3 |
5,112.3 |
5,112.3 |
5,106.0 |
S1 |
5,085.7 |
5,085.7 |
5,106.2 |
5,073.0 |
S2 |
5,060.3 |
5,060.3 |
5,101.5 |
|
S3 |
5,008.3 |
5,033.7 |
5,096.7 |
|
S4 |
4,956.3 |
4,981.7 |
5,082.4 |
|
|
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 |
5,139.0 |
5,003.0 |
136.0 |
2.7% |
48.4 |
0.9% |
79% |
True |
False |
27,265 |
10 |
5,139.0 |
4,960.0 |
179.0 |
3.5% |
50.0 |
1.0% |
84% |
True |
False |
27,289 |
20 |
5,139.0 |
4,880.0 |
259.0 |
5.1% |
45.8 |
0.9% |
89% |
True |
False |
25,898 |
40 |
5,139.0 |
4,670.0 |
469.0 |
9.2% |
38.8 |
0.8% |
94% |
True |
False |
23,908 |
60 |
5,139.0 |
4,535.0 |
604.0 |
11.8% |
35.6 |
0.7% |
95% |
True |
False |
24,393 |
80 |
5,139.0 |
4,315.0 |
824.0 |
16.1% |
29.9 |
0.6% |
97% |
True |
False |
18,320 |
100 |
5,139.0 |
4,315.0 |
824.0 |
16.1% |
25.1 |
0.5% |
97% |
True |
False |
14,664 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,360.0 |
2.618 |
5,275.1 |
1.618 |
5,223.1 |
1.000 |
5,191.0 |
0.618 |
5,171.1 |
HIGH |
5,139.0 |
0.618 |
5,119.1 |
0.500 |
5,113.0 |
0.382 |
5,106.9 |
LOW |
5,087.0 |
0.618 |
5,054.9 |
1.000 |
5,035.0 |
1.618 |
5,002.9 |
2.618 |
4,950.9 |
4.250 |
4,866.0 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,113.0 |
5,106.0 |
PP |
5,112.3 |
5,101.0 |
S1 |
5,111.7 |
5,096.0 |
|