Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,039.0 |
5,068.0 |
29.0 |
0.6% |
5,137.0 |
High |
5,127.0 |
5,069.0 |
-58.0 |
-1.1% |
5,167.0 |
Low |
5,039.0 |
5,004.0 |
-35.0 |
-0.7% |
5,026.0 |
Close |
5,122.0 |
5,006.0 |
-116.0 |
-2.3% |
5,122.0 |
Range |
88.0 |
65.0 |
-23.0 |
-26.1% |
141.0 |
ATR |
56.4 |
60.8 |
4.4 |
7.8% |
0.0 |
Volume |
46,342 |
92,755 |
46,413 |
100.2% |
179,421 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,221.3 |
5,178.7 |
5,041.8 |
|
R3 |
5,156.3 |
5,113.7 |
5,023.9 |
|
R2 |
5,091.3 |
5,091.3 |
5,017.9 |
|
R1 |
5,048.7 |
5,048.7 |
5,012.0 |
5,037.5 |
PP |
5,026.3 |
5,026.3 |
5,026.3 |
5,020.8 |
S1 |
4,983.7 |
4,983.7 |
5,000.0 |
4,972.5 |
S2 |
4,961.3 |
4,961.3 |
4,994.1 |
|
S3 |
4,896.3 |
4,918.7 |
4,988.1 |
|
S4 |
4,831.3 |
4,853.7 |
4,970.3 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,528.0 |
5,466.0 |
5,199.6 |
|
R3 |
5,387.0 |
5,325.0 |
5,160.8 |
|
R2 |
5,246.0 |
5,246.0 |
5,147.9 |
|
R1 |
5,184.0 |
5,184.0 |
5,134.9 |
5,144.5 |
PP |
5,105.0 |
5,105.0 |
5,105.0 |
5,085.3 |
S1 |
5,043.0 |
5,043.0 |
5,109.1 |
5,003.5 |
S2 |
4,964.0 |
4,964.0 |
5,096.2 |
|
S3 |
4,823.0 |
4,902.0 |
5,083.2 |
|
S4 |
4,682.0 |
4,761.0 |
5,044.5 |
|
|
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 |
5,004.0 |
163.0 |
3.3% |
68.2 |
1.4% |
1% |
False |
True |
49,367 |
10 |
5,167.0 |
5,004.0 |
163.0 |
3.3% |
55.2 |
1.1% |
1% |
False |
True |
38,171 |
20 |
5,167.0 |
4,956.0 |
211.0 |
4.2% |
53.7 |
1.1% |
24% |
False |
False |
33,110 |
40 |
5,167.0 |
4,728.0 |
439.0 |
8.8% |
43.6 |
0.9% |
63% |
False |
False |
27,668 |
60 |
5,167.0 |
4,580.0 |
587.0 |
11.7% |
40.5 |
0.8% |
73% |
False |
False |
25,730 |
80 |
5,167.0 |
4,348.0 |
819.0 |
16.4% |
33.6 |
0.7% |
80% |
False |
False |
22,025 |
100 |
5,167.0 |
4,315.0 |
852.0 |
17.0% |
29.2 |
0.6% |
81% |
False |
False |
17,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,345.3 |
2.618 |
5,239.2 |
1.618 |
5,174.2 |
1.000 |
5,134.0 |
0.618 |
5,109.2 |
HIGH |
5,069.0 |
0.618 |
5,044.2 |
0.500 |
5,036.5 |
0.382 |
5,028.8 |
LOW |
5,004.0 |
0.618 |
4,963.8 |
1.000 |
4,939.0 |
1.618 |
4,898.8 |
2.618 |
4,833.8 |
4.250 |
4,727.8 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,036.5 |
5,065.5 |
PP |
5,026.3 |
5,045.7 |
S1 |
5,016.2 |
5,025.8 |
|