Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,915.0 |
8,014.5 |
99.5 |
1.3% |
7,913.5 |
High |
7,967.0 |
8,044.5 |
77.5 |
1.0% |
8,047.5 |
Low |
7,884.5 |
7,860.0 |
-24.5 |
-0.3% |
7,858.5 |
Close |
7,927.0 |
7,889.0 |
-38.0 |
-0.5% |
7,927.0 |
Range |
82.5 |
184.5 |
102.0 |
123.6% |
189.0 |
ATR |
101.3 |
107.2 |
5.9 |
5.9% |
0.0 |
Volume |
105,442 |
151,170 |
45,728 |
43.4% |
589,848 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,484.7 |
8,371.3 |
7,990.5 |
|
R3 |
8,300.2 |
8,186.8 |
7,939.7 |
|
R2 |
8,115.7 |
8,115.7 |
7,922.8 |
|
R1 |
8,002.3 |
8,002.3 |
7,905.9 |
7,966.8 |
PP |
7,931.2 |
7,931.2 |
7,931.2 |
7,913.4 |
S1 |
7,817.8 |
7,817.8 |
7,872.1 |
7,782.3 |
S2 |
7,746.7 |
7,746.7 |
7,855.2 |
|
S3 |
7,562.2 |
7,633.3 |
7,838.3 |
|
S4 |
7,377.7 |
7,448.8 |
7,787.5 |
|
|
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 |
7,860.0 |
187.5 |
2.4% |
107.7 |
1.4% |
15% |
False |
True |
124,829 |
10 |
8,089.0 |
7,858.5 |
230.5 |
2.9% |
99.1 |
1.3% |
13% |
False |
False |
113,142 |
20 |
8,089.0 |
7,581.0 |
508.0 |
6.4% |
99.6 |
1.3% |
61% |
False |
False |
66,512 |
40 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
98.9 |
1.3% |
63% |
False |
False |
33,615 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
87.4 |
1.1% |
63% |
False |
False |
22,586 |
80 |
8,089.0 |
7,291.0 |
798.0 |
10.1% |
80.2 |
1.0% |
75% |
False |
False |
17,472 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.3% |
81.2 |
1.0% |
82% |
False |
False |
14,056 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,828.6 |
2.618 |
8,527.5 |
1.618 |
8,343.0 |
1.000 |
8,229.0 |
0.618 |
8,158.5 |
HIGH |
8,044.5 |
0.618 |
7,974.0 |
0.500 |
7,952.3 |
0.382 |
7,930.5 |
LOW |
7,860.0 |
0.618 |
7,746.0 |
1.000 |
7,675.5 |
1.618 |
7,561.5 |
2.618 |
7,377.0 |
4.250 |
7,075.9 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,952.3 |
7,952.3 |
PP |
7,931.2 |
7,931.2 |
S1 |
7,910.1 |
7,910.1 |
|