Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,947.0 |
7,960.0 |
13.0 |
0.2% |
7,671.5 |
High |
7,972.0 |
8,043.5 |
71.5 |
0.9% |
8,043.5 |
Low |
7,926.5 |
7,959.0 |
32.5 |
0.4% |
7,647.0 |
Close |
7,946.0 |
7,997.0 |
51.0 |
0.6% |
7,997.0 |
Range |
45.5 |
84.5 |
39.0 |
85.7% |
396.5 |
ATR |
111.7 |
110.7 |
-1.0 |
-0.9% |
0.0 |
Volume |
32,280 |
42,875 |
10,595 |
32.8% |
124,433 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,253.3 |
8,209.7 |
8,043.5 |
|
R3 |
8,168.8 |
8,125.2 |
8,020.2 |
|
R2 |
8,084.3 |
8,084.3 |
8,012.5 |
|
R1 |
8,040.7 |
8,040.7 |
8,004.7 |
8,062.5 |
PP |
7,999.8 |
7,999.8 |
7,999.8 |
8,010.8 |
S1 |
7,956.2 |
7,956.2 |
7,989.3 |
7,978.0 |
S2 |
7,915.3 |
7,915.3 |
7,981.5 |
|
S3 |
7,830.8 |
7,871.7 |
7,973.8 |
|
S4 |
7,746.3 |
7,787.2 |
7,950.5 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,085.3 |
8,937.7 |
8,215.1 |
|
R3 |
8,688.8 |
8,541.2 |
8,106.0 |
|
R2 |
8,292.3 |
8,292.3 |
8,069.7 |
|
R1 |
8,144.7 |
8,144.7 |
8,033.3 |
8,218.5 |
PP |
7,895.8 |
7,895.8 |
7,895.8 |
7,932.8 |
S1 |
7,748.2 |
7,748.2 |
7,960.7 |
7,822.0 |
S2 |
7,499.3 |
7,499.3 |
7,924.3 |
|
S3 |
7,102.8 |
7,351.7 |
7,888.0 |
|
S4 |
6,706.3 |
6,955.2 |
7,778.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,043.5 |
7,647.0 |
396.5 |
5.0% |
98.9 |
1.2% |
88% |
True |
False |
24,886 |
10 |
8,043.5 |
7,581.0 |
462.5 |
5.8% |
118.7 |
1.5% |
90% |
True |
False |
13,061 |
20 |
8,043.5 |
7,574.0 |
469.5 |
5.9% |
105.1 |
1.3% |
90% |
True |
False |
6,871 |
40 |
8,043.5 |
7,553.0 |
490.5 |
6.1% |
92.8 |
1.2% |
91% |
True |
False |
3,712 |
60 |
8,043.5 |
7,470.5 |
573.0 |
7.2% |
80.8 |
1.0% |
92% |
True |
False |
3,174 |
80 |
8,043.5 |
6,959.0 |
1,084.5 |
13.6% |
77.7 |
1.0% |
96% |
True |
False |
2,532 |
100 |
8,043.5 |
6,959.0 |
1,084.5 |
13.6% |
77.1 |
1.0% |
96% |
True |
False |
2,054 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,402.6 |
2.618 |
8,264.7 |
1.618 |
8,180.2 |
1.000 |
8,128.0 |
0.618 |
8,095.7 |
HIGH |
8,043.5 |
0.618 |
8,011.2 |
0.500 |
8,001.3 |
0.382 |
7,991.3 |
LOW |
7,959.0 |
0.618 |
7,906.8 |
1.000 |
7,874.5 |
1.618 |
7,822.3 |
2.618 |
7,737.8 |
4.250 |
7,599.9 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
8,001.3 |
7,982.7 |
PP |
7,999.8 |
7,968.3 |
S1 |
7,998.4 |
7,954.0 |
|