Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
4,964.0 |
4,978.0 |
14.0 |
0.3% |
5,137.0 |
High |
4,988.0 |
5,001.0 |
13.0 |
0.3% |
5,167.0 |
Low |
4,937.0 |
4,978.0 |
41.0 |
0.8% |
5,026.0 |
Close |
4,963.0 |
5,000.0 |
37.0 |
0.7% |
5,122.0 |
Range |
51.0 |
23.0 |
-28.0 |
-54.9% |
141.0 |
ATR |
61.3 |
59.7 |
-1.7 |
-2.7% |
0.0 |
Volume |
85,933 |
1,922 |
-84,011 |
-97.8% |
179,421 |
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,062.0 |
5,054.0 |
5,012.7 |
|
R3 |
5,039.0 |
5,031.0 |
5,006.3 |
|
R2 |
5,016.0 |
5,016.0 |
5,004.2 |
|
R1 |
5,008.0 |
5,008.0 |
5,002.1 |
5,012.0 |
PP |
4,993.0 |
4,993.0 |
4,993.0 |
4,995.0 |
S1 |
4,985.0 |
4,985.0 |
4,997.9 |
4,989.0 |
S2 |
4,970.0 |
4,970.0 |
4,995.8 |
|
S3 |
4,947.0 |
4,962.0 |
4,993.7 |
|
S4 |
4,924.0 |
4,939.0 |
4,987.4 |
|
|
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% |
60.8 |
1.2% |
33% |
False |
False |
77,785 |
10 |
5,167.0 |
4,937.0 |
230.0 |
4.6% |
56.4 |
1.1% |
27% |
False |
False |
54,687 |
20 |
5,167.0 |
4,937.0 |
230.0 |
4.6% |
53.2 |
1.1% |
27% |
False |
False |
40,988 |
40 |
5,167.0 |
4,745.0 |
422.0 |
8.4% |
45.3 |
0.9% |
60% |
False |
False |
32,423 |
60 |
5,167.0 |
4,593.0 |
574.0 |
11.5% |
41.2 |
0.8% |
71% |
False |
False |
27,793 |
80 |
5,167.0 |
4,405.0 |
762.0 |
15.2% |
35.4 |
0.7% |
78% |
False |
False |
25,147 |
100 |
5,167.0 |
4,315.0 |
852.0 |
17.0% |
30.7 |
0.6% |
80% |
False |
False |
20,127 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,098.8 |
2.618 |
5,061.2 |
1.618 |
5,038.2 |
1.000 |
5,024.0 |
0.618 |
5,015.2 |
HIGH |
5,001.0 |
0.618 |
4,992.2 |
0.500 |
4,989.5 |
0.382 |
4,986.8 |
LOW |
4,978.0 |
0.618 |
4,963.8 |
1.000 |
4,955.0 |
1.618 |
4,940.8 |
2.618 |
4,917.8 |
4.250 |
4,880.3 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
4,996.5 |
5,000.5 |
PP |
4,993.0 |
5,000.3 |
S1 |
4,989.5 |
5,000.2 |
|