Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,671.5 |
7,755.5 |
84.0 |
1.1% |
7,714.5 |
High |
7,739.0 |
7,896.5 |
157.5 |
2.0% |
7,873.0 |
Low |
7,647.0 |
7,749.0 |
102.0 |
1.3% |
7,581.0 |
Close |
7,713.0 |
7,884.5 |
171.5 |
2.2% |
7,725.0 |
Range |
92.0 |
147.5 |
55.5 |
60.3% |
292.0 |
ATR |
111.0 |
116.1 |
5.2 |
4.7% |
0.0 |
Volume |
3,080 |
32,123 |
29,043 |
943.0% |
6,180 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,285.8 |
8,232.7 |
7,965.6 |
|
R3 |
8,138.3 |
8,085.2 |
7,925.1 |
|
R2 |
7,990.8 |
7,990.8 |
7,911.5 |
|
R1 |
7,937.7 |
7,937.7 |
7,898.0 |
7,964.3 |
PP |
7,843.3 |
7,843.3 |
7,843.3 |
7,856.6 |
S1 |
7,790.2 |
7,790.2 |
7,871.0 |
7,816.8 |
S2 |
7,695.8 |
7,695.8 |
7,857.5 |
|
S3 |
7,548.3 |
7,642.7 |
7,843.9 |
|
S4 |
7,400.8 |
7,495.2 |
7,803.4 |
|
|
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 |
7,896.5 |
7,581.0 |
315.5 |
4.0% |
123.6 |
1.6% |
96% |
True |
False |
7,926 |
10 |
7,896.5 |
7,574.0 |
322.5 |
4.1% |
122.4 |
1.6% |
96% |
True |
False |
4,457 |
20 |
7,896.5 |
7,553.0 |
343.5 |
4.4% |
107.6 |
1.4% |
97% |
True |
False |
2,551 |
40 |
7,896.5 |
7,553.0 |
343.5 |
4.4% |
90.5 |
1.1% |
97% |
True |
False |
1,491 |
60 |
7,896.5 |
7,446.5 |
450.0 |
5.7% |
79.9 |
1.0% |
97% |
True |
False |
1,740 |
80 |
7,896.5 |
6,959.0 |
937.5 |
11.9% |
80.3 |
1.0% |
99% |
True |
False |
1,428 |
100 |
7,896.5 |
6,959.0 |
937.5 |
11.9% |
76.6 |
1.0% |
99% |
True |
False |
1,164 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,523.4 |
2.618 |
8,282.7 |
1.618 |
8,135.2 |
1.000 |
8,044.0 |
0.618 |
7,987.7 |
HIGH |
7,896.5 |
0.618 |
7,840.2 |
0.500 |
7,822.8 |
0.382 |
7,805.3 |
LOW |
7,749.0 |
0.618 |
7,657.8 |
1.000 |
7,601.5 |
1.618 |
7,510.3 |
2.618 |
7,362.8 |
4.250 |
7,122.1 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,863.9 |
7,845.5 |
PP |
7,843.3 |
7,806.5 |
S1 |
7,822.8 |
7,767.5 |
|