Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,854.0 |
7,936.5 |
82.5 |
1.1% |
7,695.5 |
High |
7,977.5 |
7,958.0 |
-19.5 |
-0.2% |
7,864.0 |
Low |
7,851.0 |
7,909.5 |
58.5 |
0.7% |
7,564.0 |
Close |
7,919.5 |
7,932.0 |
12.5 |
0.2% |
7,714.0 |
Range |
126.5 |
48.5 |
-78.0 |
-61.7% |
300.0 |
ATR |
123.6 |
118.2 |
-5.4 |
-4.3% |
0.0 |
Volume |
137,406 |
147,895 |
10,489 |
7.6% |
714,419 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,078.7 |
8,053.8 |
7,958.7 |
|
R3 |
8,030.2 |
8,005.3 |
7,945.3 |
|
R2 |
7,981.7 |
7,981.7 |
7,940.9 |
|
R1 |
7,956.8 |
7,956.8 |
7,936.4 |
7,945.0 |
PP |
7,933.2 |
7,933.2 |
7,933.2 |
7,927.3 |
S1 |
7,908.3 |
7,908.3 |
7,927.6 |
7,896.5 |
S2 |
7,884.7 |
7,884.7 |
7,923.1 |
|
S3 |
7,836.2 |
7,859.8 |
7,918.7 |
|
S4 |
7,787.7 |
7,811.3 |
7,905.3 |
|
|
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 |
7,977.5 |
7,627.5 |
350.0 |
4.4% |
112.3 |
1.4% |
87% |
False |
False |
144,583 |
10 |
7,977.5 |
7,564.0 |
413.5 |
5.2% |
123.2 |
1.6% |
89% |
False |
False |
152,999 |
20 |
7,977.5 |
7,559.5 |
418.0 |
5.3% |
111.8 |
1.4% |
89% |
False |
False |
129,882 |
40 |
7,977.5 |
7,536.5 |
441.0 |
5.6% |
100.2 |
1.3% |
90% |
False |
False |
119,518 |
60 |
7,977.5 |
7,436.0 |
541.5 |
6.8% |
87.6 |
1.1% |
92% |
False |
False |
98,599 |
80 |
7,977.5 |
6,953.0 |
1,024.5 |
12.9% |
88.0 |
1.1% |
96% |
False |
False |
74,387 |
100 |
7,977.5 |
6,953.0 |
1,024.5 |
12.9% |
86.4 |
1.1% |
96% |
False |
False |
59,682 |
120 |
7,977.5 |
6,953.0 |
1,024.5 |
12.9% |
85.7 |
1.1% |
96% |
False |
False |
50,088 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,164.1 |
2.618 |
8,085.0 |
1.618 |
8,036.5 |
1.000 |
8,006.5 |
0.618 |
7,988.0 |
HIGH |
7,958.0 |
0.618 |
7,939.5 |
0.500 |
7,933.8 |
0.382 |
7,928.0 |
LOW |
7,909.5 |
0.618 |
7,879.5 |
1.000 |
7,861.0 |
1.618 |
7,831.0 |
2.618 |
7,782.5 |
4.250 |
7,703.4 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,933.8 |
7,907.2 |
PP |
7,933.2 |
7,882.3 |
S1 |
7,932.6 |
7,857.5 |
|