Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
6,412.5 |
6,428.0 |
15.5 |
0.2% |
6,322.0 |
High |
6,452.5 |
6,450.0 |
-2.5 |
0.0% |
6,377.0 |
Low |
6,406.5 |
6,420.0 |
13.5 |
0.2% |
6,219.5 |
Close |
6,408.0 |
6,435.0 |
27.0 |
0.4% |
6,364.0 |
Range |
46.0 |
30.0 |
-16.0 |
-34.8% |
157.5 |
ATR |
73.5 |
71.3 |
-2.3 |
-3.1% |
0.0 |
Volume |
177,192 |
189,567 |
12,375 |
7.0% |
523,095 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,525.0 |
6,510.0 |
6,451.5 |
|
R3 |
6,495.0 |
6,480.0 |
6,443.0 |
|
R2 |
6,465.0 |
6,465.0 |
6,440.5 |
|
R1 |
6,450.0 |
6,450.0 |
6,438.0 |
6,457.5 |
PP |
6,435.0 |
6,435.0 |
6,435.0 |
6,439.0 |
S1 |
6,420.0 |
6,420.0 |
6,432.0 |
6,427.5 |
S2 |
6,405.0 |
6,405.0 |
6,429.5 |
|
S3 |
6,375.0 |
6,390.0 |
6,427.0 |
|
S4 |
6,345.0 |
6,360.0 |
6,418.5 |
|
|
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 |
6,452.5 |
6,291.0 |
161.5 |
2.5% |
56.0 |
0.9% |
89% |
False |
False |
147,158 |
10 |
6,452.5 |
6,219.5 |
233.0 |
3.6% |
70.0 |
1.1% |
92% |
False |
False |
131,533 |
20 |
6,452.5 |
6,203.5 |
249.0 |
3.9% |
66.0 |
1.0% |
93% |
False |
False |
114,783 |
40 |
6,452.5 |
6,035.0 |
417.5 |
6.5% |
61.5 |
1.0% |
96% |
False |
False |
108,616 |
60 |
6,452.5 |
5,828.5 |
624.0 |
9.7% |
58.0 |
0.9% |
97% |
False |
False |
102,637 |
80 |
6,452.5 |
5,566.0 |
886.5 |
13.8% |
54.5 |
0.9% |
98% |
False |
False |
77,511 |
100 |
6,452.5 |
5,566.0 |
886.5 |
13.8% |
52.5 |
0.8% |
98% |
False |
False |
62,021 |
120 |
6,452.5 |
5,566.0 |
886.5 |
13.8% |
48.5 |
0.8% |
98% |
False |
False |
51,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,577.5 |
2.618 |
6,528.5 |
1.618 |
6,498.5 |
1.000 |
6,480.0 |
0.618 |
6,468.5 |
HIGH |
6,450.0 |
0.618 |
6,438.5 |
0.500 |
6,435.0 |
0.382 |
6,431.5 |
LOW |
6,420.0 |
0.618 |
6,401.5 |
1.000 |
6,390.0 |
1.618 |
6,371.5 |
2.618 |
6,341.5 |
4.250 |
6,292.5 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
6,435.0 |
6,424.0 |
PP |
6,435.0 |
6,413.0 |
S1 |
6,435.0 |
6,402.0 |
|