Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,946.0 |
7,985.0 |
39.0 |
0.5% |
7,665.5 |
High |
8,028.0 |
7,999.0 |
-29.0 |
-0.4% |
8,028.0 |
Low |
7,942.0 |
7,955.0 |
13.0 |
0.2% |
7,635.5 |
Close |
7,982.0 |
7,988.0 |
6.0 |
0.1% |
7,982.0 |
Range |
86.0 |
44.0 |
-42.0 |
-48.8% |
392.5 |
ATR |
116.6 |
111.4 |
-5.2 |
-4.4% |
0.0 |
Volume |
135,523 |
170,194 |
34,671 |
25.6% |
739,855 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,112.7 |
8,094.3 |
8,012.2 |
|
R3 |
8,068.7 |
8,050.3 |
8,000.1 |
|
R2 |
8,024.7 |
8,024.7 |
7,996.1 |
|
R1 |
8,006.3 |
8,006.3 |
7,992.0 |
8,015.5 |
PP |
7,980.7 |
7,980.7 |
7,980.7 |
7,985.3 |
S1 |
7,962.3 |
7,962.3 |
7,984.0 |
7,971.5 |
S2 |
7,936.7 |
7,936.7 |
7,979.9 |
|
S3 |
7,892.7 |
7,918.3 |
7,975.9 |
|
S4 |
7,848.7 |
7,874.3 |
7,963.8 |
|
|
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 |
7,737.5 |
290.5 |
3.6% |
90.4 |
1.1% |
86% |
False |
False |
148,091 |
10 |
8,028.0 |
7,564.0 |
464.0 |
5.8% |
103.8 |
1.3% |
91% |
False |
False |
145,951 |
20 |
8,028.0 |
7,559.5 |
468.5 |
5.9% |
109.4 |
1.4% |
91% |
False |
False |
136,336 |
40 |
8,028.0 |
7,536.5 |
491.5 |
6.2% |
99.9 |
1.3% |
92% |
False |
False |
122,145 |
60 |
8,028.0 |
7,463.5 |
564.5 |
7.1% |
86.9 |
1.1% |
93% |
False |
False |
103,511 |
80 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
85.9 |
1.1% |
96% |
False |
False |
78,149 |
100 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
86.0 |
1.1% |
96% |
False |
False |
62,737 |
120 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
84.9 |
1.1% |
96% |
False |
False |
52,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,186.0 |
2.618 |
8,114.2 |
1.618 |
8,070.2 |
1.000 |
8,043.0 |
0.618 |
8,026.2 |
HIGH |
7,999.0 |
0.618 |
7,982.2 |
0.500 |
7,977.0 |
0.382 |
7,971.8 |
LOW |
7,955.0 |
0.618 |
7,927.8 |
1.000 |
7,911.0 |
1.618 |
7,883.8 |
2.618 |
7,839.8 |
4.250 |
7,768.0 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,984.3 |
7,981.6 |
PP |
7,980.7 |
7,975.2 |
S1 |
7,977.0 |
7,968.8 |
|