Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,995.0 |
8,073.0 |
78.0 |
1.0% |
7,985.0 |
High |
8,061.5 |
8,077.5 |
16.0 |
0.2% |
8,077.5 |
Low |
7,986.0 |
8,044.0 |
58.0 |
0.7% |
7,933.5 |
Close |
8,055.5 |
8,055.0 |
-0.5 |
0.0% |
8,055.0 |
Range |
75.5 |
33.5 |
-42.0 |
-55.6% |
144.0 |
ATR |
102.9 |
98.0 |
-5.0 |
-4.8% |
0.0 |
Volume |
17,688 |
17,688 |
0 |
0.0% |
523,084 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,159.3 |
8,140.7 |
8,073.4 |
|
R3 |
8,125.8 |
8,107.2 |
8,064.2 |
|
R2 |
8,092.3 |
8,092.3 |
8,061.1 |
|
R1 |
8,073.7 |
8,073.7 |
8,058.1 |
8,066.3 |
PP |
8,058.8 |
8,058.8 |
8,058.8 |
8,055.1 |
S1 |
8,040.2 |
8,040.2 |
8,051.9 |
8,032.8 |
S2 |
8,025.3 |
8,025.3 |
8,048.9 |
|
S3 |
7,991.8 |
8,006.7 |
8,045.8 |
|
S4 |
7,958.3 |
7,973.2 |
8,036.6 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,454.0 |
8,398.5 |
8,134.2 |
|
R3 |
8,310.0 |
8,254.5 |
8,094.6 |
|
R2 |
8,166.0 |
8,166.0 |
8,081.4 |
|
R1 |
8,110.5 |
8,110.5 |
8,068.2 |
8,138.3 |
PP |
8,022.0 |
8,022.0 |
8,022.0 |
8,035.9 |
S1 |
7,966.5 |
7,966.5 |
8,041.8 |
7,994.3 |
S2 |
7,878.0 |
7,878.0 |
8,028.6 |
|
S3 |
7,734.0 |
7,822.5 |
8,015.4 |
|
S4 |
7,590.0 |
7,678.5 |
7,975.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,077.5 |
7,933.5 |
144.0 |
1.8% |
54.6 |
0.7% |
84% |
True |
False |
104,616 |
10 |
8,077.5 |
7,635.5 |
442.0 |
5.5% |
78.0 |
1.0% |
95% |
True |
False |
126,293 |
20 |
8,077.5 |
7,559.5 |
518.0 |
6.4% |
102.3 |
1.3% |
96% |
True |
False |
132,040 |
40 |
8,077.5 |
7,536.5 |
541.0 |
6.7% |
98.4 |
1.2% |
96% |
True |
False |
119,776 |
60 |
8,077.5 |
7,536.5 |
541.0 |
6.7% |
86.2 |
1.1% |
96% |
True |
False |
108,982 |
80 |
8,077.5 |
6,953.0 |
1,124.5 |
14.0% |
82.8 |
1.0% |
98% |
True |
False |
82,493 |
100 |
8,077.5 |
6,953.0 |
1,124.5 |
14.0% |
85.9 |
1.1% |
98% |
True |
False |
66,261 |
120 |
8,077.5 |
6,953.0 |
1,124.5 |
14.0% |
84.6 |
1.1% |
98% |
True |
False |
55,414 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,219.9 |
2.618 |
8,165.2 |
1.618 |
8,131.7 |
1.000 |
8,111.0 |
0.618 |
8,098.2 |
HIGH |
8,077.5 |
0.618 |
8,064.7 |
0.500 |
8,060.8 |
0.382 |
8,056.8 |
LOW |
8,044.0 |
0.618 |
8,023.3 |
1.000 |
8,010.5 |
1.618 |
7,989.8 |
2.618 |
7,956.3 |
4.250 |
7,901.6 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
8,060.8 |
8,039.7 |
PP |
8,058.8 |
8,024.3 |
S1 |
8,056.9 |
8,009.0 |
|