Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,985.0 |
7,981.0 |
-4.0 |
-0.1% |
7,665.5 |
High |
7,999.0 |
8,003.0 |
4.0 |
0.1% |
8,028.0 |
Low |
7,955.0 |
7,933.5 |
-21.5 |
-0.3% |
7,635.5 |
Close |
7,988.0 |
7,964.5 |
-23.5 |
-0.3% |
7,982.0 |
Range |
44.0 |
69.5 |
25.5 |
58.0% |
392.5 |
ATR |
111.4 |
108.4 |
-3.0 |
-2.7% |
0.0 |
Volume |
170,194 |
192,253 |
22,059 |
13.0% |
739,855 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,175.5 |
8,139.5 |
8,002.7 |
|
R3 |
8,106.0 |
8,070.0 |
7,983.6 |
|
R2 |
8,036.5 |
8,036.5 |
7,977.2 |
|
R1 |
8,000.5 |
8,000.5 |
7,970.9 |
7,983.8 |
PP |
7,967.0 |
7,967.0 |
7,967.0 |
7,958.6 |
S1 |
7,931.0 |
7,931.0 |
7,958.1 |
7,914.3 |
S2 |
7,897.5 |
7,897.5 |
7,951.8 |
|
S3 |
7,828.0 |
7,861.5 |
7,945.4 |
|
S4 |
7,758.5 |
7,792.0 |
7,926.3 |
|
|
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 |
7,851.0 |
177.0 |
2.2% |
74.9 |
0.9% |
64% |
False |
False |
156,654 |
10 |
8,028.0 |
7,564.0 |
464.0 |
5.8% |
101.5 |
1.3% |
86% |
False |
False |
149,994 |
20 |
8,028.0 |
7,559.5 |
468.5 |
5.9% |
108.8 |
1.4% |
86% |
False |
False |
141,033 |
40 |
8,028.0 |
7,536.5 |
491.5 |
6.2% |
100.5 |
1.3% |
87% |
False |
False |
124,374 |
60 |
8,028.0 |
7,463.5 |
564.5 |
7.1% |
86.9 |
1.1% |
89% |
False |
False |
106,682 |
80 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
84.7 |
1.1% |
94% |
False |
False |
80,525 |
100 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
86.2 |
1.1% |
94% |
False |
False |
64,658 |
120 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
84.9 |
1.1% |
94% |
False |
False |
54,189 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,298.4 |
2.618 |
8,185.0 |
1.618 |
8,115.5 |
1.000 |
8,072.5 |
0.618 |
8,046.0 |
HIGH |
8,003.0 |
0.618 |
7,976.5 |
0.500 |
7,968.3 |
0.382 |
7,960.0 |
LOW |
7,933.5 |
0.618 |
7,890.5 |
1.000 |
7,864.0 |
1.618 |
7,821.0 |
2.618 |
7,751.5 |
4.250 |
7,638.1 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,968.3 |
7,980.8 |
PP |
7,967.0 |
7,975.3 |
S1 |
7,965.8 |
7,969.9 |
|