Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,137.0 |
5,155.0 |
18.0 |
0.4% |
5,065.0 |
High |
5,154.0 |
5,167.0 |
13.0 |
0.3% |
5,139.0 |
Low |
5,115.0 |
5,112.0 |
-3.0 |
-0.1% |
5,003.0 |
Close |
5,154.0 |
5,114.0 |
-40.0 |
-0.8% |
5,123.0 |
Range |
39.0 |
55.0 |
16.0 |
41.0% |
136.0 |
ATR |
50.8 |
51.1 |
0.3 |
0.6% |
0.0 |
Volume |
25,337 |
27,789 |
2,452 |
9.7% |
137,740 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,296.0 |
5,260.0 |
5,144.3 |
|
R3 |
5,241.0 |
5,205.0 |
5,129.1 |
|
R2 |
5,186.0 |
5,186.0 |
5,124.1 |
|
R1 |
5,150.0 |
5,150.0 |
5,119.0 |
5,140.5 |
PP |
5,131.0 |
5,131.0 |
5,131.0 |
5,126.3 |
S1 |
5,095.0 |
5,095.0 |
5,109.0 |
5,085.5 |
S2 |
5,076.0 |
5,076.0 |
5,103.9 |
|
S3 |
5,021.0 |
5,040.0 |
5,098.9 |
|
S4 |
4,966.0 |
4,985.0 |
5,083.8 |
|
|
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 |
5,167.0 |
5,087.0 |
80.0 |
1.6% |
44.4 |
0.9% |
34% |
True |
False |
26,817 |
10 |
5,167.0 |
5,002.0 |
165.0 |
3.2% |
44.0 |
0.9% |
68% |
True |
False |
26,589 |
20 |
5,167.0 |
4,936.0 |
231.0 |
4.5% |
46.9 |
0.9% |
77% |
True |
False |
26,956 |
40 |
5,167.0 |
4,676.0 |
491.0 |
9.6% |
39.5 |
0.8% |
89% |
True |
False |
24,418 |
60 |
5,167.0 |
4,547.0 |
620.0 |
12.1% |
37.0 |
0.7% |
91% |
True |
False |
25,553 |
80 |
5,167.0 |
4,315.0 |
852.0 |
16.7% |
30.9 |
0.6% |
94% |
True |
False |
19,294 |
100 |
5,167.0 |
4,315.0 |
852.0 |
16.7% |
26.4 |
0.5% |
94% |
True |
False |
15,443 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,400.8 |
2.618 |
5,311.0 |
1.618 |
5,256.0 |
1.000 |
5,222.0 |
0.618 |
5,201.0 |
HIGH |
5,167.0 |
0.618 |
5,146.0 |
0.500 |
5,139.5 |
0.382 |
5,133.0 |
LOW |
5,112.0 |
0.618 |
5,078.0 |
1.000 |
5,057.0 |
1.618 |
5,023.0 |
2.618 |
4,968.0 |
4.250 |
4,878.3 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,139.5 |
5,134.5 |
PP |
5,131.0 |
5,127.7 |
S1 |
5,122.5 |
5,120.8 |
|