Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,665.5 |
7,748.5 |
83.0 |
1.1% |
7,695.5 |
High |
7,734.0 |
7,884.5 |
150.5 |
1.9% |
7,864.0 |
Low |
7,635.5 |
7,737.5 |
102.0 |
1.3% |
7,564.0 |
Close |
7,701.5 |
7,872.5 |
171.0 |
2.2% |
7,714.0 |
Range |
98.5 |
147.0 |
48.5 |
49.2% |
300.0 |
ATR |
118.7 |
123.3 |
4.6 |
3.9% |
0.0 |
Volume |
169,590 |
149,441 |
-20,149 |
-11.9% |
714,419 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,272.5 |
8,219.5 |
7,953.4 |
|
R3 |
8,125.5 |
8,072.5 |
7,912.9 |
|
R2 |
7,978.5 |
7,978.5 |
7,899.5 |
|
R1 |
7,925.5 |
7,925.5 |
7,886.0 |
7,952.0 |
PP |
7,831.5 |
7,831.5 |
7,831.5 |
7,844.8 |
S1 |
7,778.5 |
7,778.5 |
7,859.0 |
7,805.0 |
S2 |
7,684.5 |
7,684.5 |
7,845.6 |
|
S3 |
7,537.5 |
7,631.5 |
7,832.1 |
|
S4 |
7,390.5 |
7,484.5 |
7,791.7 |
|
|
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 |
7,884.5 |
7,564.0 |
320.5 |
4.1% |
128.0 |
1.6% |
96% |
True |
False |
143,334 |
10 |
7,884.5 |
7,559.5 |
325.0 |
4.1% |
127.5 |
1.6% |
96% |
True |
False |
152,542 |
20 |
7,884.5 |
7,536.5 |
348.0 |
4.4% |
114.1 |
1.4% |
97% |
True |
False |
130,242 |
40 |
7,888.0 |
7,536.5 |
351.5 |
4.5% |
99.2 |
1.3% |
96% |
False |
False |
116,844 |
60 |
7,888.0 |
7,419.0 |
469.0 |
6.0% |
86.6 |
1.1% |
97% |
False |
False |
94,048 |
80 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
87.4 |
1.1% |
98% |
False |
False |
70,872 |
100 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
86.2 |
1.1% |
98% |
False |
False |
56,857 |
120 |
7,888.0 |
6,953.0 |
935.0 |
11.9% |
85.7 |
1.1% |
98% |
False |
False |
47,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,509.3 |
2.618 |
8,269.3 |
1.618 |
8,122.3 |
1.000 |
8,031.5 |
0.618 |
7,975.3 |
HIGH |
7,884.5 |
0.618 |
7,828.3 |
0.500 |
7,811.0 |
0.382 |
7,793.7 |
LOW |
7,737.5 |
0.618 |
7,646.7 |
1.000 |
7,590.5 |
1.618 |
7,499.7 |
2.618 |
7,352.7 |
4.250 |
7,112.8 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,852.0 |
7,833.7 |
PP |
7,831.5 |
7,794.8 |
S1 |
7,811.0 |
7,756.0 |
|