Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
5,049.0 |
4,964.0 |
-85.0 |
-1.7% |
5,137.0 |
High |
5,064.0 |
4,988.0 |
-76.0 |
-1.5% |
5,167.0 |
Low |
4,987.0 |
4,937.0 |
-50.0 |
-1.0% |
5,026.0 |
Close |
4,990.0 |
4,963.0 |
-27.0 |
-0.5% |
5,122.0 |
Range |
77.0 |
51.0 |
-26.0 |
-33.8% |
141.0 |
ATR |
62.0 |
61.3 |
-0.6 |
-1.0% |
0.0 |
Volume |
161,977 |
85,933 |
-76,044 |
-46.9% |
179,421 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,115.7 |
5,090.3 |
4,991.1 |
|
R3 |
5,064.7 |
5,039.3 |
4,977.0 |
|
R2 |
5,013.7 |
5,013.7 |
4,972.4 |
|
R1 |
4,988.3 |
4,988.3 |
4,967.7 |
4,975.5 |
PP |
4,962.7 |
4,962.7 |
4,962.7 |
4,956.3 |
S1 |
4,937.3 |
4,937.3 |
4,958.3 |
4,924.5 |
S2 |
4,911.7 |
4,911.7 |
4,953.7 |
|
S3 |
4,860.7 |
4,886.3 |
4,949.0 |
|
S4 |
4,809.7 |
4,835.3 |
4,935.0 |
|
|
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 |
5,127.0 |
4,937.0 |
190.0 |
3.8% |
72.2 |
1.5% |
14% |
False |
True |
86,644 |
10 |
5,167.0 |
4,937.0 |
230.0 |
4.6% |
59.3 |
1.2% |
11% |
False |
True |
57,052 |
20 |
5,167.0 |
4,937.0 |
230.0 |
4.6% |
57.1 |
1.2% |
11% |
False |
True |
43,107 |
40 |
5,167.0 |
4,745.0 |
422.0 |
8.5% |
45.2 |
0.9% |
52% |
False |
False |
32,871 |
60 |
5,167.0 |
4,589.0 |
578.0 |
11.6% |
41.6 |
0.8% |
65% |
False |
False |
28,189 |
80 |
5,167.0 |
4,390.0 |
777.0 |
15.7% |
35.2 |
0.7% |
74% |
False |
False |
25,123 |
100 |
5,167.0 |
4,315.0 |
852.0 |
17.2% |
30.5 |
0.6% |
76% |
False |
False |
20,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,204.8 |
2.618 |
5,121.5 |
1.618 |
5,070.5 |
1.000 |
5,039.0 |
0.618 |
5,019.5 |
HIGH |
4,988.0 |
0.618 |
4,968.5 |
0.500 |
4,962.5 |
0.382 |
4,956.5 |
LOW |
4,937.0 |
0.618 |
4,905.5 |
1.000 |
4,886.0 |
1.618 |
4,854.5 |
2.618 |
4,803.5 |
4.250 |
4,720.3 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4,962.8 |
5,003.0 |
PP |
4,962.7 |
4,989.7 |
S1 |
4,962.5 |
4,976.3 |
|