Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,068.0 |
5,049.0 |
-19.0 |
-0.4% |
5,137.0 |
High |
5,069.0 |
5,064.0 |
-5.0 |
-0.1% |
5,167.0 |
Low |
5,004.0 |
4,987.0 |
-17.0 |
-0.3% |
5,026.0 |
Close |
5,006.0 |
4,990.0 |
-16.0 |
-0.3% |
5,122.0 |
Range |
65.0 |
77.0 |
12.0 |
18.5% |
141.0 |
ATR |
60.8 |
62.0 |
1.2 |
1.9% |
0.0 |
Volume |
92,755 |
161,977 |
69,222 |
74.6% |
179,421 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,244.7 |
5,194.3 |
5,032.4 |
|
R3 |
5,167.7 |
5,117.3 |
5,011.2 |
|
R2 |
5,090.7 |
5,090.7 |
5,004.1 |
|
R1 |
5,040.3 |
5,040.3 |
4,997.1 |
5,027.0 |
PP |
5,013.7 |
5,013.7 |
5,013.7 |
5,007.0 |
S1 |
4,963.3 |
4,963.3 |
4,982.9 |
4,950.0 |
S2 |
4,936.7 |
4,936.7 |
4,975.9 |
|
S3 |
4,859.7 |
4,886.3 |
4,968.8 |
|
S4 |
4,782.7 |
4,809.3 |
4,947.7 |
|
|
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 |
5,131.0 |
4,987.0 |
144.0 |
2.9% |
72.6 |
1.5% |
2% |
False |
True |
76,205 |
10 |
5,167.0 |
4,987.0 |
180.0 |
3.6% |
58.5 |
1.2% |
2% |
False |
True |
51,511 |
20 |
5,167.0 |
4,956.0 |
211.0 |
4.2% |
55.7 |
1.1% |
16% |
False |
False |
40,202 |
40 |
5,167.0 |
4,732.0 |
435.0 |
8.7% |
44.9 |
0.9% |
59% |
False |
False |
31,362 |
60 |
5,167.0 |
4,583.0 |
584.0 |
11.7% |
41.4 |
0.8% |
70% |
False |
False |
27,200 |
80 |
5,167.0 |
4,390.0 |
777.0 |
15.6% |
34.6 |
0.7% |
77% |
False |
False |
24,049 |
100 |
5,167.0 |
4,315.0 |
852.0 |
17.1% |
30.0 |
0.6% |
79% |
False |
False |
19,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,391.3 |
2.618 |
5,265.6 |
1.618 |
5,188.6 |
1.000 |
5,141.0 |
0.618 |
5,111.6 |
HIGH |
5,064.0 |
0.618 |
5,034.6 |
0.500 |
5,025.5 |
0.382 |
5,016.4 |
LOW |
4,987.0 |
0.618 |
4,939.4 |
1.000 |
4,910.0 |
1.618 |
4,862.4 |
2.618 |
4,785.4 |
4.250 |
4,659.8 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
5,025.5 |
5,057.0 |
PP |
5,013.7 |
5,034.7 |
S1 |
5,001.8 |
5,012.3 |
|