Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,726.5 |
7,665.5 |
-61.0 |
-0.8% |
7,695.5 |
High |
7,768.5 |
7,734.0 |
-34.5 |
-0.4% |
7,864.0 |
Low |
7,627.5 |
7,635.5 |
8.0 |
0.1% |
7,564.0 |
Close |
7,714.0 |
7,701.5 |
-12.5 |
-0.2% |
7,714.0 |
Range |
141.0 |
98.5 |
-42.5 |
-30.1% |
300.0 |
ATR |
120.3 |
118.7 |
-1.6 |
-1.3% |
0.0 |
Volume |
118,586 |
169,590 |
51,004 |
43.0% |
714,419 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,985.8 |
7,942.2 |
7,755.7 |
|
R3 |
7,887.3 |
7,843.7 |
7,728.6 |
|
R2 |
7,788.8 |
7,788.8 |
7,719.6 |
|
R1 |
7,745.2 |
7,745.2 |
7,710.5 |
7,767.0 |
PP |
7,690.3 |
7,690.3 |
7,690.3 |
7,701.3 |
S1 |
7,646.7 |
7,646.7 |
7,692.5 |
7,668.5 |
S2 |
7,591.8 |
7,591.8 |
7,683.4 |
|
S3 |
7,493.3 |
7,548.2 |
7,674.4 |
|
S4 |
7,394.8 |
7,449.7 |
7,647.3 |
|
|
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 |
7,784.5 |
7,564.0 |
220.5 |
2.9% |
117.2 |
1.5% |
62% |
False |
False |
143,811 |
10 |
7,864.0 |
7,559.5 |
304.5 |
4.0% |
128.4 |
1.7% |
47% |
False |
False |
149,123 |
20 |
7,864.0 |
7,536.5 |
327.5 |
4.3% |
118.5 |
1.5% |
50% |
False |
False |
128,551 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.6% |
97.1 |
1.3% |
47% |
False |
False |
114,938 |
60 |
7,888.0 |
7,399.5 |
488.5 |
6.3% |
85.0 |
1.1% |
62% |
False |
False |
91,565 |
80 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
86.5 |
1.1% |
80% |
False |
False |
69,014 |
100 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
85.6 |
1.1% |
80% |
False |
False |
55,366 |
120 |
7,888.0 |
6,953.0 |
935.0 |
12.1% |
85.2 |
1.1% |
80% |
False |
False |
46,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,152.6 |
2.618 |
7,991.9 |
1.618 |
7,893.4 |
1.000 |
7,832.5 |
0.618 |
7,794.9 |
HIGH |
7,734.0 |
0.618 |
7,696.4 |
0.500 |
7,684.8 |
0.382 |
7,673.1 |
LOW |
7,635.5 |
0.618 |
7,574.6 |
1.000 |
7,537.0 |
1.618 |
7,476.1 |
2.618 |
7,377.6 |
4.250 |
7,216.9 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,695.9 |
7,706.0 |
PP |
7,690.3 |
7,704.5 |
S1 |
7,684.8 |
7,703.0 |
|