Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,755.5 |
7,869.5 |
114.0 |
1.5% |
7,714.5 |
High |
7,896.5 |
7,989.5 |
93.0 |
1.2% |
7,873.0 |
Low |
7,749.0 |
7,864.5 |
115.5 |
1.5% |
7,581.0 |
Close |
7,884.5 |
7,933.0 |
48.5 |
0.6% |
7,725.0 |
Range |
147.5 |
125.0 |
-22.5 |
-15.3% |
292.0 |
ATR |
116.1 |
116.8 |
0.6 |
0.5% |
0.0 |
Volume |
32,123 |
14,075 |
-18,048 |
-56.2% |
6,180 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,304.0 |
8,243.5 |
8,001.8 |
|
R3 |
8,179.0 |
8,118.5 |
7,967.4 |
|
R2 |
8,054.0 |
8,054.0 |
7,955.9 |
|
R1 |
7,993.5 |
7,993.5 |
7,944.5 |
8,023.8 |
PP |
7,929.0 |
7,929.0 |
7,929.0 |
7,944.1 |
S1 |
7,868.5 |
7,868.5 |
7,921.5 |
7,898.8 |
S2 |
7,804.0 |
7,804.0 |
7,910.1 |
|
S3 |
7,679.0 |
7,743.5 |
7,898.6 |
|
S4 |
7,554.0 |
7,618.5 |
7,864.3 |
|
|
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 |
7,989.5 |
7,638.5 |
351.0 |
4.4% |
117.9 |
1.5% |
84% |
True |
False |
10,497 |
10 |
7,989.5 |
7,574.0 |
415.5 |
5.2% |
127.6 |
1.6% |
86% |
True |
False |
5,817 |
20 |
7,989.5 |
7,574.0 |
415.5 |
5.2% |
106.2 |
1.3% |
86% |
True |
False |
3,237 |
40 |
7,989.5 |
7,553.0 |
436.5 |
5.5% |
92.6 |
1.2% |
87% |
True |
False |
1,839 |
60 |
7,989.5 |
7,470.5 |
519.0 |
6.5% |
81.1 |
1.0% |
89% |
True |
False |
1,964 |
80 |
7,989.5 |
6,959.0 |
1,030.5 |
13.0% |
79.3 |
1.0% |
95% |
True |
False |
1,598 |
100 |
7,989.5 |
6,959.0 |
1,030.5 |
13.0% |
77.5 |
1.0% |
95% |
True |
False |
1,305 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,520.8 |
2.618 |
8,316.8 |
1.618 |
8,191.8 |
1.000 |
8,114.5 |
0.618 |
8,066.8 |
HIGH |
7,989.5 |
0.618 |
7,941.8 |
0.500 |
7,927.0 |
0.382 |
7,912.3 |
LOW |
7,864.5 |
0.618 |
7,787.3 |
1.000 |
7,739.5 |
1.618 |
7,662.3 |
2.618 |
7,537.3 |
4.250 |
7,333.3 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,931.0 |
7,894.8 |
PP |
7,929.0 |
7,856.5 |
S1 |
7,927.0 |
7,818.3 |
|