Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
8,080.0 |
7,913.5 |
-166.5 |
-2.1% |
8,000.0 |
High |
8,089.0 |
8,033.5 |
-55.5 |
-0.7% |
8,089.0 |
Low |
8,007.0 |
7,858.5 |
-148.5 |
-1.9% |
7,947.0 |
Close |
8,053.0 |
8,024.5 |
-28.5 |
-0.4% |
8,053.0 |
Range |
82.0 |
175.0 |
93.0 |
113.4% |
142.0 |
ATR |
97.3 |
104.2 |
6.9 |
7.1% |
0.0 |
Volume |
105,918 |
116,870 |
10,952 |
10.3% |
459,932 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,497.2 |
8,435.8 |
8,120.8 |
|
R3 |
8,322.2 |
8,260.8 |
8,072.6 |
|
R2 |
8,147.2 |
8,147.2 |
8,056.6 |
|
R1 |
8,085.8 |
8,085.8 |
8,040.5 |
8,116.5 |
PP |
7,972.2 |
7,972.2 |
7,972.2 |
7,987.5 |
S1 |
7,910.8 |
7,910.8 |
8,008.5 |
7,941.5 |
S2 |
7,797.2 |
7,797.2 |
7,992.4 |
|
S3 |
7,622.2 |
7,735.8 |
7,976.4 |
|
S4 |
7,447.2 |
7,560.8 |
7,928.3 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,455.7 |
8,396.3 |
8,131.1 |
|
R3 |
8,313.7 |
8,254.3 |
8,092.1 |
|
R2 |
8,171.7 |
8,171.7 |
8,079.0 |
|
R1 |
8,112.3 |
8,112.3 |
8,066.0 |
8,142.0 |
PP |
8,029.7 |
8,029.7 |
8,029.7 |
8,044.5 |
S1 |
7,970.3 |
7,970.3 |
8,040.0 |
8,000.0 |
S2 |
7,887.7 |
7,887.7 |
8,027.0 |
|
S3 |
7,745.7 |
7,828.3 |
8,014.0 |
|
S4 |
7,603.7 |
7,686.3 |
7,974.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,089.0 |
7,858.5 |
230.5 |
2.9% |
90.4 |
1.1% |
72% |
False |
True |
101,455 |
10 |
8,089.0 |
7,749.0 |
340.0 |
4.2% |
89.7 |
1.1% |
81% |
False |
False |
69,815 |
20 |
8,089.0 |
7,574.0 |
515.0 |
6.4% |
106.3 |
1.3% |
87% |
False |
False |
35,545 |
40 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
95.6 |
1.2% |
88% |
False |
False |
18,092 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.7% |
82.9 |
1.0% |
88% |
False |
False |
12,594 |
80 |
8,089.0 |
7,117.0 |
972.0 |
12.1% |
77.0 |
1.0% |
93% |
False |
False |
9,687 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.1% |
78.8 |
1.0% |
94% |
False |
False |
7,820 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,777.3 |
2.618 |
8,491.7 |
1.618 |
8,316.7 |
1.000 |
8,208.5 |
0.618 |
8,141.7 |
HIGH |
8,033.5 |
0.618 |
7,966.7 |
0.500 |
7,946.0 |
0.382 |
7,925.4 |
LOW |
7,858.5 |
0.618 |
7,750.4 |
1.000 |
7,683.5 |
1.618 |
7,575.4 |
2.618 |
7,400.4 |
4.250 |
7,114.8 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,998.3 |
8,007.6 |
PP |
7,972.2 |
7,990.7 |
S1 |
7,946.0 |
7,973.8 |
|