Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,748.5 |
7,854.0 |
105.5 |
1.4% |
7,695.5 |
High |
7,884.5 |
7,977.5 |
93.0 |
1.2% |
7,864.0 |
Low |
7,737.5 |
7,851.0 |
113.5 |
1.5% |
7,564.0 |
Close |
7,872.5 |
7,919.5 |
47.0 |
0.6% |
7,714.0 |
Range |
147.0 |
126.5 |
-20.5 |
-13.9% |
300.0 |
ATR |
123.3 |
123.6 |
0.2 |
0.2% |
0.0 |
Volume |
149,441 |
137,406 |
-12,035 |
-8.1% |
714,419 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,295.5 |
8,234.0 |
7,989.1 |
|
R3 |
8,169.0 |
8,107.5 |
7,954.3 |
|
R2 |
8,042.5 |
8,042.5 |
7,942.7 |
|
R1 |
7,981.0 |
7,981.0 |
7,931.1 |
8,011.8 |
PP |
7,916.0 |
7,916.0 |
7,916.0 |
7,931.4 |
S1 |
7,854.5 |
7,854.5 |
7,907.9 |
7,885.3 |
S2 |
7,789.5 |
7,789.5 |
7,896.3 |
|
S3 |
7,663.0 |
7,728.0 |
7,884.7 |
|
S4 |
7,536.5 |
7,601.5 |
7,849.9 |
|
|
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 |
7,977.5 |
7,627.5 |
350.0 |
4.4% |
121.3 |
1.5% |
83% |
True |
False |
147,339 |
10 |
7,977.5 |
7,559.5 |
418.0 |
5.3% |
132.2 |
1.7% |
86% |
True |
False |
150,270 |
20 |
7,977.5 |
7,536.5 |
441.0 |
5.6% |
117.3 |
1.5% |
87% |
True |
False |
129,389 |
40 |
7,977.5 |
7,536.5 |
441.0 |
5.6% |
100.8 |
1.3% |
87% |
True |
False |
117,922 |
60 |
7,977.5 |
7,419.0 |
558.5 |
7.1% |
87.6 |
1.1% |
90% |
True |
False |
96,301 |
80 |
7,977.5 |
6,953.0 |
1,024.5 |
12.9% |
88.5 |
1.1% |
94% |
True |
False |
72,570 |
100 |
7,977.5 |
6,953.0 |
1,024.5 |
12.9% |
86.9 |
1.1% |
94% |
True |
False |
58,228 |
120 |
7,977.5 |
6,953.0 |
1,024.5 |
12.9% |
86.4 |
1.1% |
94% |
True |
False |
48,870 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,515.1 |
2.618 |
8,308.7 |
1.618 |
8,182.2 |
1.000 |
8,104.0 |
0.618 |
8,055.7 |
HIGH |
7,977.5 |
0.618 |
7,929.2 |
0.500 |
7,914.3 |
0.382 |
7,899.3 |
LOW |
7,851.0 |
0.618 |
7,772.8 |
1.000 |
7,724.5 |
1.618 |
7,646.3 |
2.618 |
7,519.8 |
4.250 |
7,313.4 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,917.8 |
7,881.8 |
PP |
7,916.0 |
7,844.2 |
S1 |
7,914.3 |
7,806.5 |
|