Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
8,001.0 |
7,915.0 |
-86.0 |
-1.1% |
7,913.5 |
High |
8,013.5 |
7,967.0 |
-46.5 |
-0.6% |
8,047.5 |
Low |
7,898.0 |
7,884.5 |
-13.5 |
-0.2% |
7,858.5 |
Close |
7,939.5 |
7,927.0 |
-12.5 |
-0.2% |
7,927.0 |
Range |
115.5 |
82.5 |
-33.0 |
-28.6% |
189.0 |
ATR |
102.7 |
101.3 |
-1.4 |
-1.4% |
0.0 |
Volume |
130,932 |
105,442 |
-25,490 |
-19.5% |
589,848 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,173.7 |
8,132.8 |
7,972.4 |
|
R3 |
8,091.2 |
8,050.3 |
7,949.7 |
|
R2 |
8,008.7 |
8,008.7 |
7,942.1 |
|
R1 |
7,967.8 |
7,967.8 |
7,934.6 |
7,988.3 |
PP |
7,926.2 |
7,926.2 |
7,926.2 |
7,936.4 |
S1 |
7,885.3 |
7,885.3 |
7,919.4 |
7,905.8 |
S2 |
7,843.7 |
7,843.7 |
7,911.9 |
|
S3 |
7,761.2 |
7,802.8 |
7,904.3 |
|
S4 |
7,678.7 |
7,720.3 |
7,881.6 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,511.3 |
8,408.2 |
8,031.0 |
|
R3 |
8,322.3 |
8,219.2 |
7,979.0 |
|
R2 |
8,133.3 |
8,133.3 |
7,961.7 |
|
R1 |
8,030.2 |
8,030.2 |
7,944.3 |
8,081.8 |
PP |
7,944.3 |
7,944.3 |
7,944.3 |
7,970.1 |
S1 |
7,841.2 |
7,841.2 |
7,909.7 |
7,892.8 |
S2 |
7,755.3 |
7,755.3 |
7,892.4 |
|
S3 |
7,566.3 |
7,652.2 |
7,875.0 |
|
S4 |
7,377.3 |
7,463.2 |
7,823.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,047.5 |
7,858.5 |
189.0 |
2.4% |
105.8 |
1.3% |
36% |
False |
False |
117,969 |
10 |
8,089.0 |
7,858.5 |
230.5 |
2.9% |
84.9 |
1.1% |
30% |
False |
False |
104,978 |
20 |
8,089.0 |
7,581.0 |
508.0 |
6.4% |
101.8 |
1.3% |
68% |
False |
False |
59,019 |
40 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
95.2 |
1.2% |
70% |
False |
False |
29,865 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
85.2 |
1.1% |
70% |
False |
False |
20,070 |
80 |
8,089.0 |
7,291.0 |
798.0 |
10.1% |
78.1 |
1.0% |
80% |
False |
False |
15,588 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.3% |
79.7 |
1.0% |
86% |
False |
False |
12,545 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,317.6 |
2.618 |
8,183.0 |
1.618 |
8,100.5 |
1.000 |
8,049.5 |
0.618 |
8,018.0 |
HIGH |
7,967.0 |
0.618 |
7,935.5 |
0.500 |
7,925.8 |
0.382 |
7,916.0 |
LOW |
7,884.5 |
0.618 |
7,833.5 |
1.000 |
7,802.0 |
1.618 |
7,751.0 |
2.618 |
7,668.5 |
4.250 |
7,533.9 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,926.6 |
7,966.0 |
PP |
7,926.2 |
7,953.0 |
S1 |
7,925.8 |
7,940.0 |
|