Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,123.0 |
5,126.0 |
3.0 |
0.1% |
5,065.0 |
High |
5,139.0 |
5,135.0 |
-4.0 |
-0.1% |
5,139.0 |
Low |
5,087.0 |
5,102.0 |
15.0 |
0.3% |
5,003.0 |
Close |
5,111.0 |
5,123.0 |
12.0 |
0.2% |
5,123.0 |
Range |
52.0 |
33.0 |
-19.0 |
-36.5% |
136.0 |
ATR |
53.2 |
51.7 |
-1.4 |
-2.7% |
0.0 |
Volume |
25,568 |
24,870 |
-698 |
-2.7% |
137,740 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,219.0 |
5,204.0 |
5,141.2 |
|
R3 |
5,186.0 |
5,171.0 |
5,132.1 |
|
R2 |
5,153.0 |
5,153.0 |
5,129.1 |
|
R1 |
5,138.0 |
5,138.0 |
5,126.0 |
5,129.0 |
PP |
5,120.0 |
5,120.0 |
5,120.0 |
5,115.5 |
S1 |
5,105.0 |
5,105.0 |
5,120.0 |
5,096.0 |
S2 |
5,087.0 |
5,087.0 |
5,117.0 |
|
S3 |
5,054.0 |
5,072.0 |
5,113.9 |
|
S4 |
5,021.0 |
5,039.0 |
5,104.9 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,496.3 |
5,445.7 |
5,197.8 |
|
R3 |
5,360.3 |
5,309.7 |
5,160.4 |
|
R2 |
5,224.3 |
5,224.3 |
5,147.9 |
|
R1 |
5,173.7 |
5,173.7 |
5,135.5 |
5,199.0 |
PP |
5,088.3 |
5,088.3 |
5,088.3 |
5,101.0 |
S1 |
5,037.7 |
5,037.7 |
5,110.5 |
5,063.0 |
S2 |
4,952.3 |
4,952.3 |
5,098.1 |
|
S3 |
4,816.3 |
4,901.7 |
5,085.6 |
|
S4 |
4,680.3 |
4,765.7 |
5,048.2 |
|
|
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% |
88% |
False |
False |
27,548 |
10 |
5,139.0 |
4,960.0 |
179.0 |
3.5% |
45.9 |
0.9% |
91% |
False |
False |
26,501 |
20 |
5,139.0 |
4,915.0 |
224.0 |
4.4% |
44.7 |
0.9% |
93% |
False |
False |
26,179 |
40 |
5,139.0 |
4,672.0 |
467.0 |
9.1% |
38.8 |
0.8% |
97% |
False |
False |
24,056 |
60 |
5,139.0 |
4,547.0 |
592.0 |
11.6% |
35.9 |
0.7% |
97% |
False |
False |
24,797 |
80 |
5,139.0 |
4,315.0 |
824.0 |
16.1% |
30.3 |
0.6% |
98% |
False |
False |
18,631 |
100 |
5,139.0 |
4,315.0 |
824.0 |
16.1% |
25.5 |
0.5% |
98% |
False |
False |
14,913 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,275.3 |
2.618 |
5,221.4 |
1.618 |
5,188.4 |
1.000 |
5,168.0 |
0.618 |
5,155.4 |
HIGH |
5,135.0 |
0.618 |
5,122.4 |
0.500 |
5,118.5 |
0.382 |
5,114.6 |
LOW |
5,102.0 |
0.618 |
5,081.6 |
1.000 |
5,069.0 |
1.618 |
5,048.6 |
2.618 |
5,015.6 |
4.250 |
4,961.8 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,121.5 |
5,119.7 |
PP |
5,120.0 |
5,116.3 |
S1 |
5,118.5 |
5,113.0 |
|