Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,155.0 |
5,127.0 |
-28.0 |
-0.5% |
5,065.0 |
High |
5,167.0 |
5,131.0 |
-36.0 |
-0.7% |
5,139.0 |
Low |
5,112.0 |
5,078.0 |
-34.0 |
-0.7% |
5,003.0 |
Close |
5,114.0 |
5,099.0 |
-15.0 |
-0.3% |
5,123.0 |
Range |
55.0 |
53.0 |
-2.0 |
-3.6% |
136.0 |
ATR |
51.1 |
51.3 |
0.1 |
0.3% |
0.0 |
Volume |
27,789 |
33,739 |
5,950 |
21.4% |
137,740 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,261.7 |
5,233.3 |
5,128.2 |
|
R3 |
5,208.7 |
5,180.3 |
5,113.6 |
|
R2 |
5,155.7 |
5,155.7 |
5,108.7 |
|
R1 |
5,127.3 |
5,127.3 |
5,103.9 |
5,115.0 |
PP |
5,102.7 |
5,102.7 |
5,102.7 |
5,096.5 |
S1 |
5,074.3 |
5,074.3 |
5,094.1 |
5,062.0 |
S2 |
5,049.7 |
5,049.7 |
5,089.3 |
|
S3 |
4,996.7 |
5,021.3 |
5,084.4 |
|
S4 |
4,943.7 |
4,968.3 |
5,069.9 |
|
|
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 |
5,167.0 |
5,078.0 |
89.0 |
1.7% |
46.4 |
0.9% |
24% |
False |
True |
27,460 |
10 |
5,167.0 |
5,003.0 |
164.0 |
3.2% |
46.8 |
0.9% |
59% |
False |
False |
28,019 |
20 |
5,167.0 |
4,952.0 |
215.0 |
4.2% |
47.7 |
0.9% |
68% |
False |
False |
27,446 |
40 |
5,167.0 |
4,685.0 |
482.0 |
9.5% |
40.2 |
0.8% |
86% |
False |
False |
24,799 |
60 |
5,167.0 |
4,547.0 |
620.0 |
12.2% |
37.7 |
0.7% |
89% |
False |
False |
26,027 |
80 |
5,167.0 |
4,315.0 |
852.0 |
16.7% |
31.4 |
0.6% |
92% |
False |
False |
19,710 |
100 |
5,167.0 |
4,315.0 |
852.0 |
16.7% |
26.9 |
0.5% |
92% |
False |
False |
15,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,356.3 |
2.618 |
5,269.8 |
1.618 |
5,216.8 |
1.000 |
5,184.0 |
0.618 |
5,163.8 |
HIGH |
5,131.0 |
0.618 |
5,110.8 |
0.500 |
5,104.5 |
0.382 |
5,098.2 |
LOW |
5,078.0 |
0.618 |
5,045.2 |
1.000 |
5,025.0 |
1.618 |
4,992.2 |
2.618 |
4,939.2 |
4.250 |
4,852.8 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,104.5 |
5,122.5 |
PP |
5,102.7 |
5,114.7 |
S1 |
5,100.8 |
5,106.8 |
|