Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,722.5 |
7,726.5 |
4.0 |
0.1% |
7,695.5 |
High |
7,784.5 |
7,768.5 |
-16.0 |
-0.2% |
7,864.0 |
Low |
7,691.0 |
7,627.5 |
-63.5 |
-0.8% |
7,564.0 |
Close |
7,750.5 |
7,714.0 |
-36.5 |
-0.5% |
7,714.0 |
Range |
93.5 |
141.0 |
47.5 |
50.8% |
300.0 |
ATR |
118.7 |
120.3 |
1.6 |
1.3% |
0.0 |
Volume |
161,675 |
118,586 |
-43,089 |
-26.7% |
714,419 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,126.3 |
8,061.2 |
7,791.6 |
|
R3 |
7,985.3 |
7,920.2 |
7,752.8 |
|
R2 |
7,844.3 |
7,844.3 |
7,739.9 |
|
R1 |
7,779.2 |
7,779.2 |
7,726.9 |
7,741.3 |
PP |
7,703.3 |
7,703.3 |
7,703.3 |
7,684.4 |
S1 |
7,638.2 |
7,638.2 |
7,701.1 |
7,600.3 |
S2 |
7,562.3 |
7,562.3 |
7,688.2 |
|
S3 |
7,421.3 |
7,497.2 |
7,675.2 |
|
S4 |
7,280.3 |
7,356.2 |
7,636.5 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,614.0 |
8,464.0 |
7,879.0 |
|
R3 |
8,314.0 |
8,164.0 |
7,796.5 |
|
R2 |
8,014.0 |
8,014.0 |
7,769.0 |
|
R1 |
7,864.0 |
7,864.0 |
7,741.5 |
7,939.0 |
PP |
7,714.0 |
7,714.0 |
7,714.0 |
7,751.5 |
S1 |
7,564.0 |
7,564.0 |
7,686.5 |
7,639.0 |
S2 |
7,414.0 |
7,414.0 |
7,659.0 |
|
S3 |
7,114.0 |
7,264.0 |
7,631.5 |
|
S4 |
6,814.0 |
6,964.0 |
7,549.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,864.0 |
7,564.0 |
300.0 |
3.9% |
143.7 |
1.9% |
50% |
False |
False |
142,883 |
10 |
7,864.0 |
7,559.5 |
304.5 |
3.9% |
126.7 |
1.6% |
51% |
False |
False |
137,786 |
20 |
7,864.0 |
7,536.5 |
327.5 |
4.2% |
117.2 |
1.5% |
54% |
False |
False |
127,978 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
95.6 |
1.2% |
50% |
False |
False |
112,767 |
60 |
7,888.0 |
7,377.0 |
511.0 |
6.6% |
84.1 |
1.1% |
66% |
False |
False |
88,748 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
86.6 |
1.1% |
81% |
False |
False |
66,919 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
85.5 |
1.1% |
81% |
False |
False |
53,676 |
120 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
85.9 |
1.1% |
81% |
False |
False |
45,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,367.8 |
2.618 |
8,137.6 |
1.618 |
7,996.6 |
1.000 |
7,909.5 |
0.618 |
7,855.6 |
HIGH |
7,768.5 |
0.618 |
7,714.6 |
0.500 |
7,698.0 |
0.382 |
7,681.4 |
LOW |
7,627.5 |
0.618 |
7,540.4 |
1.000 |
7,486.5 |
1.618 |
7,399.4 |
2.618 |
7,258.4 |
4.250 |
7,028.3 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,708.7 |
7,700.8 |
PP |
7,703.3 |
7,687.5 |
S1 |
7,698.0 |
7,674.3 |
|