Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,126.0 |
5,137.0 |
11.0 |
0.2% |
5,065.0 |
High |
5,135.0 |
5,154.0 |
19.0 |
0.4% |
5,139.0 |
Low |
5,102.0 |
5,115.0 |
13.0 |
0.3% |
5,003.0 |
Close |
5,123.0 |
5,154.0 |
31.0 |
0.6% |
5,123.0 |
Range |
33.0 |
39.0 |
6.0 |
18.2% |
136.0 |
ATR |
51.7 |
50.8 |
-0.9 |
-1.8% |
0.0 |
Volume |
24,870 |
25,337 |
467 |
1.9% |
137,740 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,258.0 |
5,245.0 |
5,175.5 |
|
R3 |
5,219.0 |
5,206.0 |
5,164.7 |
|
R2 |
5,180.0 |
5,180.0 |
5,161.2 |
|
R1 |
5,167.0 |
5,167.0 |
5,157.6 |
5,173.5 |
PP |
5,141.0 |
5,141.0 |
5,141.0 |
5,144.3 |
S1 |
5,128.0 |
5,128.0 |
5,150.4 |
5,134.5 |
S2 |
5,102.0 |
5,102.0 |
5,146.9 |
|
S3 |
5,063.0 |
5,089.0 |
5,143.3 |
|
S4 |
5,024.0 |
5,050.0 |
5,132.6 |
|
|
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 |
5,154.0 |
5,053.0 |
101.0 |
2.0% |
42.2 |
0.8% |
100% |
True |
False |
26,975 |
10 |
5,154.0 |
4,960.0 |
194.0 |
3.8% |
44.4 |
0.9% |
100% |
True |
False |
26,875 |
20 |
5,154.0 |
4,917.0 |
237.0 |
4.6% |
45.4 |
0.9% |
100% |
True |
False |
26,548 |
40 |
5,154.0 |
4,676.0 |
478.0 |
9.3% |
38.8 |
0.8% |
100% |
True |
False |
24,140 |
60 |
5,154.0 |
4,547.0 |
607.0 |
11.8% |
36.3 |
0.7% |
100% |
True |
False |
25,174 |
80 |
5,154.0 |
4,315.0 |
839.0 |
16.3% |
30.4 |
0.6% |
100% |
True |
False |
18,947 |
100 |
5,154.0 |
4,315.0 |
839.0 |
16.3% |
25.8 |
0.5% |
100% |
True |
False |
15,166 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,319.8 |
2.618 |
5,256.1 |
1.618 |
5,217.1 |
1.000 |
5,193.0 |
0.618 |
5,178.1 |
HIGH |
5,154.0 |
0.618 |
5,139.1 |
0.500 |
5,134.5 |
0.382 |
5,129.9 |
LOW |
5,115.0 |
0.618 |
5,090.9 |
1.000 |
5,076.0 |
1.618 |
5,051.9 |
2.618 |
5,012.9 |
4.250 |
4,949.3 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,147.5 |
5,142.8 |
PP |
5,141.0 |
5,131.7 |
S1 |
5,134.5 |
5,120.5 |
|