Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
6,350.0 |
6,329.5 |
-20.5 |
-0.3% |
6,322.0 |
High |
6,368.0 |
6,377.0 |
9.0 |
0.1% |
6,377.0 |
Low |
6,315.0 |
6,291.0 |
-24.0 |
-0.4% |
6,219.5 |
Close |
6,358.5 |
6,364.0 |
5.5 |
0.1% |
6,364.0 |
Range |
53.0 |
86.0 |
33.0 |
62.3% |
157.5 |
ATR |
74.9 |
75.7 |
0.8 |
1.1% |
0.0 |
Volume |
112,865 |
86,935 |
-25,930 |
-23.0% |
523,095 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,602.0 |
6,569.0 |
6,411.5 |
|
R3 |
6,516.0 |
6,483.0 |
6,387.5 |
|
R2 |
6,430.0 |
6,430.0 |
6,380.0 |
|
R1 |
6,397.0 |
6,397.0 |
6,372.0 |
6,413.5 |
PP |
6,344.0 |
6,344.0 |
6,344.0 |
6,352.0 |
S1 |
6,311.0 |
6,311.0 |
6,356.0 |
6,327.5 |
S2 |
6,258.0 |
6,258.0 |
6,348.0 |
|
S3 |
6,172.0 |
6,225.0 |
6,340.5 |
|
S4 |
6,086.0 |
6,139.0 |
6,316.5 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,792.5 |
6,736.0 |
6,450.5 |
|
R3 |
6,635.0 |
6,578.5 |
6,407.5 |
|
R2 |
6,477.5 |
6,477.5 |
6,393.0 |
|
R1 |
6,421.0 |
6,421.0 |
6,378.5 |
6,449.0 |
PP |
6,320.0 |
6,320.0 |
6,320.0 |
6,334.5 |
S1 |
6,263.5 |
6,263.5 |
6,349.5 |
6,292.0 |
S2 |
6,162.5 |
6,162.5 |
6,335.0 |
|
S3 |
6,005.0 |
6,106.0 |
6,320.5 |
|
S4 |
5,847.5 |
5,948.5 |
6,277.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,377.0 |
6,219.5 |
157.5 |
2.5% |
90.0 |
1.4% |
92% |
True |
False |
104,619 |
10 |
6,397.0 |
6,219.5 |
177.5 |
2.8% |
77.0 |
1.2% |
81% |
False |
False |
109,375 |
20 |
6,397.0 |
6,174.0 |
223.0 |
3.5% |
73.0 |
1.2% |
85% |
False |
False |
104,805 |
40 |
6,397.0 |
6,007.0 |
390.0 |
6.1% |
60.5 |
1.0% |
92% |
False |
False |
100,569 |
60 |
6,397.0 |
5,828.5 |
568.5 |
8.9% |
57.0 |
0.9% |
94% |
False |
False |
92,393 |
80 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
55.5 |
0.9% |
96% |
False |
False |
69,404 |
100 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
52.0 |
0.8% |
96% |
False |
False |
55,532 |
120 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
47.0 |
0.7% |
96% |
False |
False |
46,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,742.5 |
2.618 |
6,602.0 |
1.618 |
6,516.0 |
1.000 |
6,463.0 |
0.618 |
6,430.0 |
HIGH |
6,377.0 |
0.618 |
6,344.0 |
0.500 |
6,334.0 |
0.382 |
6,324.0 |
LOW |
6,291.0 |
0.618 |
6,238.0 |
1.000 |
6,205.0 |
1.618 |
6,152.0 |
2.618 |
6,066.0 |
4.250 |
5,925.5 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
6,354.0 |
6,347.0 |
PP |
6,344.0 |
6,330.5 |
S1 |
6,334.0 |
6,313.5 |
|