Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,999.5 |
7,989.0 |
-10.5 |
-0.1% |
7,671.5 |
High |
8,016.5 |
8,001.5 |
-15.0 |
-0.2% |
8,043.5 |
Low |
7,947.0 |
7,952.5 |
5.5 |
0.1% |
7,647.0 |
Close |
7,977.5 |
7,986.5 |
9.0 |
0.1% |
7,997.0 |
Range |
69.5 |
49.0 |
-20.5 |
-29.5% |
396.5 |
ATR |
103.2 |
99.3 |
-3.9 |
-3.8% |
0.0 |
Volume |
88,998 |
119,051 |
30,053 |
33.8% |
124,433 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,127.2 |
8,105.8 |
8,013.5 |
|
R3 |
8,078.2 |
8,056.8 |
8,000.0 |
|
R2 |
8,029.2 |
8,029.2 |
7,995.5 |
|
R1 |
8,007.8 |
8,007.8 |
7,991.0 |
7,994.0 |
PP |
7,980.2 |
7,980.2 |
7,980.2 |
7,973.3 |
S1 |
7,958.8 |
7,958.8 |
7,982.0 |
7,945.0 |
S2 |
7,931.2 |
7,931.2 |
7,977.5 |
|
S3 |
7,882.2 |
7,909.8 |
7,973.0 |
|
S4 |
7,833.2 |
7,860.8 |
7,959.6 |
|
|
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 |
7,926.5 |
117.0 |
1.5% |
58.2 |
0.7% |
51% |
False |
False |
70,545 |
10 |
8,043.5 |
7,638.5 |
405.0 |
5.1% |
88.1 |
1.1% |
86% |
False |
False |
40,521 |
20 |
8,043.5 |
7,574.0 |
469.5 |
5.9% |
102.2 |
1.3% |
88% |
False |
False |
20,630 |
40 |
8,043.5 |
7,553.0 |
490.5 |
6.1% |
91.3 |
1.1% |
88% |
False |
False |
10,634 |
60 |
8,043.5 |
7,553.0 |
490.5 |
6.1% |
80.1 |
1.0% |
88% |
False |
False |
7,724 |
80 |
8,043.5 |
6,959.0 |
1,084.5 |
13.6% |
76.4 |
1.0% |
95% |
False |
False |
5,970 |
100 |
8,043.5 |
6,959.0 |
1,084.5 |
13.6% |
77.2 |
1.0% |
95% |
False |
False |
4,829 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,209.8 |
2.618 |
8,129.8 |
1.618 |
8,080.8 |
1.000 |
8,050.5 |
0.618 |
8,031.8 |
HIGH |
8,001.5 |
0.618 |
7,982.8 |
0.500 |
7,977.0 |
0.382 |
7,971.2 |
LOW |
7,952.5 |
0.618 |
7,922.2 |
1.000 |
7,903.5 |
1.618 |
7,873.2 |
2.618 |
7,824.2 |
4.250 |
7,744.3 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,983.3 |
7,984.9 |
PP |
7,980.2 |
7,983.3 |
S1 |
7,977.0 |
7,981.8 |
|