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 |
7,869.5 |
7,947.0 |
77.5 |
1.0% |
7,714.5 |
High |
7,989.5 |
7,972.0 |
-17.5 |
-0.2% |
7,873.0 |
Low |
7,864.5 |
7,926.5 |
62.0 |
0.8% |
7,581.0 |
Close |
7,933.0 |
7,946.0 |
13.0 |
0.2% |
7,725.0 |
Range |
125.0 |
45.5 |
-79.5 |
-63.6% |
292.0 |
ATR |
116.8 |
111.7 |
-5.1 |
-4.4% |
0.0 |
Volume |
14,075 |
32,280 |
18,205 |
129.3% |
6,180 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,084.7 |
8,060.8 |
7,971.0 |
|
R3 |
8,039.2 |
8,015.3 |
7,958.5 |
|
R2 |
7,993.7 |
7,993.7 |
7,954.3 |
|
R1 |
7,969.8 |
7,969.8 |
7,950.2 |
7,959.0 |
PP |
7,948.2 |
7,948.2 |
7,948.2 |
7,942.8 |
S1 |
7,924.3 |
7,924.3 |
7,941.8 |
7,913.5 |
S2 |
7,902.7 |
7,902.7 |
7,937.7 |
|
S3 |
7,857.2 |
7,878.8 |
7,933.5 |
|
S4 |
7,811.7 |
7,833.3 |
7,921.0 |
|
|
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% |
110.2 |
1.4% |
88% |
False |
False |
16,614 |
10 |
7,989.5 |
7,581.0 |
408.5 |
5.1% |
118.6 |
1.5% |
89% |
False |
False |
8,856 |
20 |
7,989.5 |
7,574.0 |
415.5 |
5.2% |
104.3 |
1.3% |
90% |
False |
False |
4,736 |
40 |
7,989.5 |
7,553.0 |
436.5 |
5.5% |
91.7 |
1.2% |
90% |
False |
False |
2,642 |
60 |
7,989.5 |
7,470.5 |
519.0 |
6.5% |
80.4 |
1.0% |
92% |
False |
False |
2,470 |
80 |
7,989.5 |
6,959.0 |
1,030.5 |
13.0% |
78.6 |
1.0% |
96% |
False |
False |
2,000 |
100 |
7,989.5 |
6,959.0 |
1,030.5 |
13.0% |
76.9 |
1.0% |
96% |
False |
False |
1,627 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,165.4 |
2.618 |
8,091.1 |
1.618 |
8,045.6 |
1.000 |
8,017.5 |
0.618 |
8,000.1 |
HIGH |
7,972.0 |
0.618 |
7,954.6 |
0.500 |
7,949.3 |
0.382 |
7,943.9 |
LOW |
7,926.5 |
0.618 |
7,898.4 |
1.000 |
7,881.0 |
1.618 |
7,852.9 |
2.618 |
7,807.4 |
4.250 |
7,733.1 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,949.3 |
7,920.4 |
PP |
7,948.2 |
7,894.8 |
S1 |
7,947.1 |
7,869.3 |
|