Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,936.5 |
7,946.0 |
9.5 |
0.1% |
7,665.5 |
High |
7,958.0 |
8,028.0 |
70.0 |
0.9% |
8,028.0 |
Low |
7,909.5 |
7,942.0 |
32.5 |
0.4% |
7,635.5 |
Close |
7,932.0 |
7,982.0 |
50.0 |
0.6% |
7,982.0 |
Range |
48.5 |
86.0 |
37.5 |
77.3% |
392.5 |
ATR |
118.2 |
116.6 |
-1.6 |
-1.3% |
0.0 |
Volume |
147,895 |
135,523 |
-12,372 |
-8.4% |
739,855 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,242.0 |
8,198.0 |
8,029.3 |
|
R3 |
8,156.0 |
8,112.0 |
8,005.7 |
|
R2 |
8,070.0 |
8,070.0 |
7,997.8 |
|
R1 |
8,026.0 |
8,026.0 |
7,989.9 |
8,048.0 |
PP |
7,984.0 |
7,984.0 |
7,984.0 |
7,995.0 |
S1 |
7,940.0 |
7,940.0 |
7,974.1 |
7,962.0 |
S2 |
7,898.0 |
7,898.0 |
7,966.2 |
|
S3 |
7,812.0 |
7,854.0 |
7,958.4 |
|
S4 |
7,726.0 |
7,768.0 |
7,934.7 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,059.3 |
8,913.2 |
8,197.9 |
|
R3 |
8,666.8 |
8,520.7 |
8,089.9 |
|
R2 |
8,274.3 |
8,274.3 |
8,054.0 |
|
R1 |
8,128.2 |
8,128.2 |
8,018.0 |
8,201.3 |
PP |
7,881.8 |
7,881.8 |
7,881.8 |
7,918.4 |
S1 |
7,735.7 |
7,735.7 |
7,946.0 |
7,808.8 |
S2 |
7,489.3 |
7,489.3 |
7,910.0 |
|
S3 |
7,096.8 |
7,343.2 |
7,874.1 |
|
S4 |
6,704.3 |
6,950.7 |
7,766.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,028.0 |
7,635.5 |
392.5 |
4.9% |
101.3 |
1.3% |
88% |
True |
False |
147,971 |
10 |
8,028.0 |
7,564.0 |
464.0 |
5.8% |
122.5 |
1.5% |
90% |
True |
False |
145,427 |
20 |
8,028.0 |
7,559.5 |
468.5 |
5.9% |
111.2 |
1.4% |
90% |
True |
False |
132,092 |
40 |
8,028.0 |
7,536.5 |
491.5 |
6.2% |
101.1 |
1.3% |
91% |
True |
False |
120,116 |
60 |
8,028.0 |
7,463.5 |
564.5 |
7.1% |
87.7 |
1.1% |
92% |
True |
False |
100,814 |
80 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
86.6 |
1.1% |
96% |
True |
False |
76,032 |
100 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
86.7 |
1.1% |
96% |
True |
False |
61,036 |
120 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
85.5 |
1.1% |
96% |
True |
False |
51,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,393.5 |
2.618 |
8,253.1 |
1.618 |
8,167.1 |
1.000 |
8,114.0 |
0.618 |
8,081.1 |
HIGH |
8,028.0 |
0.618 |
7,995.1 |
0.500 |
7,985.0 |
0.382 |
7,974.9 |
LOW |
7,942.0 |
0.618 |
7,888.9 |
1.000 |
7,856.0 |
1.618 |
7,802.9 |
2.618 |
7,716.9 |
4.250 |
7,576.5 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,985.0 |
7,967.8 |
PP |
7,984.0 |
7,953.7 |
S1 |
7,983.0 |
7,939.5 |
|