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 |
6,484.5 |
6,536.0 |
51.5 |
0.8% |
6,468.5 |
High |
6,536.0 |
6,552.0 |
16.0 |
0.2% |
6,552.0 |
Low |
6,475.5 |
6,502.0 |
26.5 |
0.4% |
6,435.5 |
Close |
6,532.0 |
6,503.0 |
-29.0 |
-0.4% |
6,503.0 |
Range |
60.5 |
50.0 |
-10.5 |
-17.4% |
116.5 |
ATR |
65.4 |
64.3 |
-1.1 |
-1.7% |
0.0 |
Volume |
16,450 |
16,450 |
0 |
0.0% |
826,310 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,669.0 |
6,636.0 |
6,530.5 |
|
R3 |
6,619.0 |
6,586.0 |
6,517.0 |
|
R2 |
6,569.0 |
6,569.0 |
6,512.0 |
|
R1 |
6,536.0 |
6,536.0 |
6,507.5 |
6,527.5 |
PP |
6,519.0 |
6,519.0 |
6,519.0 |
6,515.0 |
S1 |
6,486.0 |
6,486.0 |
6,498.5 |
6,477.5 |
S2 |
6,469.0 |
6,469.0 |
6,494.0 |
|
S3 |
6,419.0 |
6,436.0 |
6,489.0 |
|
S4 |
6,369.0 |
6,386.0 |
6,475.5 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,846.5 |
6,791.0 |
6,567.0 |
|
R3 |
6,730.0 |
6,674.5 |
6,535.0 |
|
R2 |
6,613.5 |
6,613.5 |
6,524.5 |
|
R1 |
6,558.0 |
6,558.0 |
6,513.5 |
6,586.0 |
PP |
6,497.0 |
6,497.0 |
6,497.0 |
6,510.5 |
S1 |
6,441.5 |
6,441.5 |
6,492.5 |
6,469.0 |
S2 |
6,380.5 |
6,380.5 |
6,481.5 |
|
S3 |
6,264.0 |
6,325.0 |
6,471.0 |
|
S4 |
6,147.5 |
6,208.5 |
6,439.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,552.0 |
6,435.5 |
116.5 |
1.8% |
51.5 |
0.8% |
58% |
True |
False |
165,262 |
10 |
6,552.0 |
6,315.5 |
236.5 |
3.6% |
49.5 |
0.8% |
79% |
True |
False |
173,722 |
20 |
6,552.0 |
6,219.5 |
332.5 |
5.1% |
63.0 |
1.0% |
85% |
True |
False |
141,549 |
40 |
6,552.0 |
6,107.0 |
445.0 |
6.8% |
62.0 |
1.0% |
89% |
True |
False |
121,827 |
60 |
6,552.0 |
5,828.5 |
723.5 |
11.1% |
59.5 |
0.9% |
93% |
True |
False |
108,016 |
80 |
6,552.0 |
5,696.0 |
856.0 |
13.2% |
53.5 |
0.8% |
94% |
True |
False |
91,105 |
100 |
6,552.0 |
5,566.0 |
986.0 |
15.2% |
53.5 |
0.8% |
95% |
True |
False |
72,903 |
120 |
6,552.0 |
5,566.0 |
986.0 |
15.2% |
50.0 |
0.8% |
95% |
True |
False |
60,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,764.5 |
2.618 |
6,683.0 |
1.618 |
6,633.0 |
1.000 |
6,602.0 |
0.618 |
6,583.0 |
HIGH |
6,552.0 |
0.618 |
6,533.0 |
0.500 |
6,527.0 |
0.382 |
6,521.0 |
LOW |
6,502.0 |
0.618 |
6,471.0 |
1.000 |
6,452.0 |
1.618 |
6,421.0 |
2.618 |
6,371.0 |
4.250 |
6,289.5 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
6,527.0 |
6,500.0 |
PP |
6,519.0 |
6,497.0 |
S1 |
6,511.0 |
6,494.0 |
|