Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,981.0 |
7,977.0 |
-4.0 |
-0.1% |
7,665.5 |
High |
8,003.0 |
7,991.0 |
-12.0 |
-0.1% |
8,028.0 |
Low |
7,933.5 |
7,940.5 |
7.0 |
0.1% |
7,635.5 |
Close |
7,964.5 |
7,976.0 |
11.5 |
0.1% |
7,982.0 |
Range |
69.5 |
50.5 |
-19.0 |
-27.3% |
392.5 |
ATR |
108.4 |
104.3 |
-4.1 |
-3.8% |
0.0 |
Volume |
192,253 |
125,261 |
-66,992 |
-34.8% |
739,855 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,120.7 |
8,098.8 |
8,003.8 |
|
R3 |
8,070.2 |
8,048.3 |
7,989.9 |
|
R2 |
8,019.7 |
8,019.7 |
7,985.3 |
|
R1 |
7,997.8 |
7,997.8 |
7,980.6 |
7,983.5 |
PP |
7,969.2 |
7,969.2 |
7,969.2 |
7,962.0 |
S1 |
7,947.3 |
7,947.3 |
7,971.4 |
7,933.0 |
S2 |
7,918.7 |
7,918.7 |
7,966.7 |
|
S3 |
7,868.2 |
7,896.8 |
7,962.1 |
|
S4 |
7,817.7 |
7,846.3 |
7,948.2 |
|
|
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 |
7,909.5 |
118.5 |
1.5% |
59.7 |
0.7% |
56% |
False |
False |
154,225 |
10 |
8,028.0 |
7,627.5 |
400.5 |
5.0% |
90.5 |
1.1% |
87% |
False |
False |
150,782 |
20 |
8,028.0 |
7,559.5 |
468.5 |
5.9% |
107.5 |
1.3% |
89% |
False |
False |
142,395 |
40 |
8,028.0 |
7,536.5 |
491.5 |
6.2% |
99.6 |
1.2% |
89% |
False |
False |
124,374 |
60 |
8,028.0 |
7,530.5 |
497.5 |
6.2% |
86.5 |
1.1% |
90% |
False |
False |
108,690 |
80 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
84.6 |
1.1% |
95% |
False |
False |
82,087 |
100 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
86.0 |
1.1% |
95% |
False |
False |
65,909 |
120 |
8,028.0 |
6,953.0 |
1,075.0 |
13.5% |
85.0 |
1.1% |
95% |
False |
False |
55,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,205.6 |
2.618 |
8,123.2 |
1.618 |
8,072.7 |
1.000 |
8,041.5 |
0.618 |
8,022.2 |
HIGH |
7,991.0 |
0.618 |
7,971.7 |
0.500 |
7,965.8 |
0.382 |
7,959.8 |
LOW |
7,940.5 |
0.618 |
7,909.3 |
1.000 |
7,890.0 |
1.618 |
7,858.8 |
2.618 |
7,808.3 |
4.250 |
7,725.9 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,972.6 |
7,973.4 |
PP |
7,969.2 |
7,970.8 |
S1 |
7,965.8 |
7,968.3 |
|