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 |
7,745.0 |
7,671.5 |
-73.5 |
-0.9% |
7,714.5 |
High |
7,779.5 |
7,739.0 |
-40.5 |
-0.5% |
7,873.0 |
Low |
7,638.5 |
7,647.0 |
8.5 |
0.1% |
7,581.0 |
Close |
7,725.0 |
7,713.0 |
-12.0 |
-0.2% |
7,725.0 |
Range |
141.0 |
92.0 |
-49.0 |
-34.8% |
292.0 |
ATR |
112.4 |
111.0 |
-1.5 |
-1.3% |
0.0 |
Volume |
1,514 |
3,080 |
1,566 |
103.4% |
6,180 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,975.7 |
7,936.3 |
7,763.6 |
|
R3 |
7,883.7 |
7,844.3 |
7,738.3 |
|
R2 |
7,791.7 |
7,791.7 |
7,729.9 |
|
R1 |
7,752.3 |
7,752.3 |
7,721.4 |
7,772.0 |
PP |
7,699.7 |
7,699.7 |
7,699.7 |
7,709.5 |
S1 |
7,660.3 |
7,660.3 |
7,704.6 |
7,680.0 |
S2 |
7,607.7 |
7,607.7 |
7,696.1 |
|
S3 |
7,515.7 |
7,568.3 |
7,687.7 |
|
S4 |
7,423.7 |
7,476.3 |
7,662.4 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,602.3 |
8,455.7 |
7,885.6 |
|
R3 |
8,310.3 |
8,163.7 |
7,805.3 |
|
R2 |
8,018.3 |
8,018.3 |
7,778.5 |
|
R1 |
7,871.7 |
7,871.7 |
7,751.8 |
7,945.0 |
PP |
7,726.3 |
7,726.3 |
7,726.3 |
7,763.0 |
S1 |
7,579.7 |
7,579.7 |
7,698.2 |
7,653.0 |
S2 |
7,434.3 |
7,434.3 |
7,671.5 |
|
S3 |
7,142.3 |
7,287.7 |
7,644.7 |
|
S4 |
6,850.3 |
6,995.7 |
7,564.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,794.5 |
7,581.0 |
213.5 |
2.8% |
111.4 |
1.4% |
62% |
False |
False |
1,590 |
10 |
7,873.0 |
7,574.0 |
299.0 |
3.9% |
122.9 |
1.6% |
46% |
False |
False |
1,276 |
20 |
7,873.0 |
7,553.0 |
320.0 |
4.1% |
102.4 |
1.3% |
50% |
False |
False |
1,024 |
40 |
7,883.5 |
7,553.0 |
330.5 |
4.3% |
88.4 |
1.1% |
48% |
False |
False |
727 |
60 |
7,883.5 |
7,431.0 |
452.5 |
5.9% |
78.2 |
1.0% |
62% |
False |
False |
1,207 |
80 |
7,883.5 |
6,959.0 |
924.5 |
12.0% |
79.3 |
1.0% |
82% |
False |
False |
1,029 |
100 |
7,883.5 |
6,959.0 |
924.5 |
12.0% |
75.9 |
1.0% |
82% |
False |
False |
844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,130.0 |
2.618 |
7,979.9 |
1.618 |
7,887.9 |
1.000 |
7,831.0 |
0.618 |
7,795.9 |
HIGH |
7,739.0 |
0.618 |
7,703.9 |
0.500 |
7,693.0 |
0.382 |
7,682.1 |
LOW |
7,647.0 |
0.618 |
7,590.1 |
1.000 |
7,555.0 |
1.618 |
7,498.1 |
2.618 |
7,406.1 |
4.250 |
7,256.0 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,706.3 |
7,716.5 |
PP |
7,699.7 |
7,715.3 |
S1 |
7,693.0 |
7,714.2 |
|