Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,977.0 |
7,995.0 |
18.0 |
0.2% |
7,665.5 |
High |
7,991.0 |
8,061.5 |
70.5 |
0.9% |
8,028.0 |
Low |
7,940.5 |
7,986.0 |
45.5 |
0.6% |
7,635.5 |
Close |
7,976.0 |
8,055.5 |
79.5 |
1.0% |
7,982.0 |
Range |
50.5 |
75.5 |
25.0 |
49.5% |
392.5 |
ATR |
104.3 |
102.9 |
-1.3 |
-1.3% |
0.0 |
Volume |
125,261 |
17,688 |
-107,573 |
-85.9% |
739,855 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,260.8 |
8,233.7 |
8,097.0 |
|
R3 |
8,185.3 |
8,158.2 |
8,076.3 |
|
R2 |
8,109.8 |
8,109.8 |
8,069.3 |
|
R1 |
8,082.7 |
8,082.7 |
8,062.4 |
8,096.3 |
PP |
8,034.3 |
8,034.3 |
8,034.3 |
8,041.1 |
S1 |
8,007.2 |
8,007.2 |
8,048.6 |
8,020.8 |
S2 |
7,958.8 |
7,958.8 |
8,041.7 |
|
S3 |
7,883.3 |
7,931.7 |
8,034.7 |
|
S4 |
7,807.8 |
7,856.2 |
8,014.0 |
|
|
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 |
8,061.5 |
7,933.5 |
128.0 |
1.6% |
65.1 |
0.8% |
95% |
True |
False |
128,183 |
10 |
8,061.5 |
7,627.5 |
434.0 |
5.4% |
88.7 |
1.1% |
99% |
True |
False |
136,383 |
20 |
8,061.5 |
7,559.5 |
502.0 |
6.2% |
106.8 |
1.3% |
99% |
True |
False |
136,726 |
40 |
8,061.5 |
7,536.5 |
525.0 |
6.5% |
98.9 |
1.2% |
99% |
True |
False |
122,177 |
60 |
8,061.5 |
7,536.5 |
525.0 |
6.5% |
86.5 |
1.1% |
99% |
True |
False |
108,889 |
80 |
8,061.5 |
6,953.0 |
1,108.5 |
13.8% |
84.2 |
1.0% |
99% |
True |
False |
82,300 |
100 |
8,061.5 |
6,953.0 |
1,108.5 |
13.8% |
85.8 |
1.1% |
99% |
True |
False |
66,085 |
120 |
8,061.5 |
6,953.0 |
1,108.5 |
13.8% |
85.0 |
1.1% |
99% |
True |
False |
55,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,382.4 |
2.618 |
8,259.2 |
1.618 |
8,183.7 |
1.000 |
8,137.0 |
0.618 |
8,108.2 |
HIGH |
8,061.5 |
0.618 |
8,032.7 |
0.500 |
8,023.8 |
0.382 |
8,014.8 |
LOW |
7,986.0 |
0.618 |
7,939.3 |
1.000 |
7,910.5 |
1.618 |
7,863.8 |
2.618 |
7,788.3 |
4.250 |
7,665.1 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
8,044.9 |
8,036.2 |
PP |
8,034.3 |
8,016.8 |
S1 |
8,023.8 |
7,997.5 |
|