Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
6,329.5 |
6,349.0 |
19.5 |
0.3% |
6,322.0 |
High |
6,377.0 |
6,354.5 |
-22.5 |
-0.4% |
6,377.0 |
Low |
6,291.0 |
6,315.5 |
24.5 |
0.4% |
6,219.5 |
Close |
6,364.0 |
6,328.5 |
-35.5 |
-0.6% |
6,364.0 |
Range |
86.0 |
39.0 |
-47.0 |
-54.7% |
157.5 |
ATR |
75.7 |
73.7 |
-1.9 |
-2.6% |
0.0 |
Volume |
86,935 |
161,134 |
74,199 |
85.3% |
523,095 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,450.0 |
6,428.0 |
6,350.0 |
|
R3 |
6,411.0 |
6,389.0 |
6,339.0 |
|
R2 |
6,372.0 |
6,372.0 |
6,335.5 |
|
R1 |
6,350.0 |
6,350.0 |
6,332.0 |
6,341.5 |
PP |
6,333.0 |
6,333.0 |
6,333.0 |
6,328.5 |
S1 |
6,311.0 |
6,311.0 |
6,325.0 |
6,302.5 |
S2 |
6,294.0 |
6,294.0 |
6,321.5 |
|
S3 |
6,255.0 |
6,272.0 |
6,318.0 |
|
S4 |
6,216.0 |
6,233.0 |
6,307.0 |
|
|
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% |
68.0 |
1.1% |
69% |
False |
False |
112,512 |
10 |
6,397.0 |
6,219.5 |
177.5 |
2.8% |
78.0 |
1.2% |
61% |
False |
False |
115,949 |
20 |
6,397.0 |
6,174.0 |
223.0 |
3.5% |
69.0 |
1.1% |
69% |
False |
False |
107,553 |
40 |
6,397.0 |
6,007.0 |
390.0 |
6.2% |
60.5 |
1.0% |
82% |
False |
False |
102,656 |
60 |
6,397.0 |
5,828.5 |
568.5 |
9.0% |
57.0 |
0.9% |
88% |
False |
False |
94,998 |
80 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
54.5 |
0.9% |
92% |
False |
False |
71,419 |
100 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
52.5 |
0.8% |
92% |
False |
False |
57,144 |
120 |
6,397.0 |
5,566.0 |
831.0 |
13.1% |
47.5 |
0.7% |
92% |
False |
False |
47,623 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,520.0 |
2.618 |
6,456.5 |
1.618 |
6,417.5 |
1.000 |
6,393.5 |
0.618 |
6,378.5 |
HIGH |
6,354.5 |
0.618 |
6,339.5 |
0.500 |
6,335.0 |
0.382 |
6,330.5 |
LOW |
6,315.5 |
0.618 |
6,291.5 |
1.000 |
6,276.5 |
1.618 |
6,252.5 |
2.618 |
6,213.5 |
4.250 |
6,150.0 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
6,335.0 |
6,334.0 |
PP |
6,333.0 |
6,332.0 |
S1 |
6,330.5 |
6,330.5 |
|