Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,127.0 |
5,100.0 |
-27.0 |
-0.5% |
5,065.0 |
High |
5,131.0 |
5,106.0 |
-25.0 |
-0.5% |
5,139.0 |
Low |
5,078.0 |
5,026.0 |
-52.0 |
-1.0% |
5,003.0 |
Close |
5,099.0 |
5,030.0 |
-69.0 |
-1.4% |
5,123.0 |
Range |
53.0 |
80.0 |
27.0 |
50.9% |
136.0 |
ATR |
51.3 |
53.3 |
2.1 |
4.0% |
0.0 |
Volume |
33,739 |
46,214 |
12,475 |
37.0% |
137,740 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,294.0 |
5,242.0 |
5,074.0 |
|
R3 |
5,214.0 |
5,162.0 |
5,052.0 |
|
R2 |
5,134.0 |
5,134.0 |
5,044.7 |
|
R1 |
5,082.0 |
5,082.0 |
5,037.3 |
5,068.0 |
PP |
5,054.0 |
5,054.0 |
5,054.0 |
5,047.0 |
S1 |
5,002.0 |
5,002.0 |
5,022.7 |
4,988.0 |
S2 |
4,974.0 |
4,974.0 |
5,015.3 |
|
S3 |
4,894.0 |
4,922.0 |
5,008.0 |
|
S4 |
4,814.0 |
4,842.0 |
4,986.0 |
|
|
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 |
5,026.0 |
141.0 |
2.8% |
52.0 |
1.0% |
3% |
False |
True |
31,589 |
10 |
5,167.0 |
5,003.0 |
164.0 |
3.3% |
50.2 |
1.0% |
16% |
False |
False |
29,427 |
20 |
5,167.0 |
4,956.0 |
211.0 |
4.2% |
49.1 |
1.0% |
35% |
False |
False |
28,468 |
40 |
5,167.0 |
4,709.0 |
458.0 |
9.1% |
41.6 |
0.8% |
70% |
False |
False |
25,376 |
60 |
5,167.0 |
4,547.0 |
620.0 |
12.3% |
38.6 |
0.8% |
78% |
False |
False |
26,722 |
80 |
5,167.0 |
4,327.0 |
840.0 |
16.7% |
32.2 |
0.6% |
84% |
False |
False |
20,287 |
100 |
5,167.0 |
4,315.0 |
852.0 |
16.9% |
27.7 |
0.5% |
84% |
False |
False |
16,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,446.0 |
2.618 |
5,315.4 |
1.618 |
5,235.4 |
1.000 |
5,186.0 |
0.618 |
5,155.4 |
HIGH |
5,106.0 |
0.618 |
5,075.4 |
0.500 |
5,066.0 |
0.382 |
5,056.6 |
LOW |
5,026.0 |
0.618 |
4,976.6 |
1.000 |
4,946.0 |
1.618 |
4,896.6 |
2.618 |
4,816.6 |
4.250 |
4,686.0 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,066.0 |
5,096.5 |
PP |
5,054.0 |
5,074.3 |
S1 |
5,042.0 |
5,052.2 |
|