Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
8,014.5 |
7,905.0 |
-109.5 |
-1.4% |
7,913.5 |
High |
8,044.5 |
7,927.5 |
-117.0 |
-1.5% |
8,047.5 |
Low |
7,860.0 |
7,871.5 |
11.5 |
0.1% |
7,858.5 |
Close |
7,889.0 |
7,894.5 |
5.5 |
0.1% |
7,927.0 |
Range |
184.5 |
56.0 |
-128.5 |
-69.6% |
189.0 |
ATR |
107.2 |
103.6 |
-3.7 |
-3.4% |
0.0 |
Volume |
151,170 |
102,018 |
-49,152 |
-32.5% |
589,848 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,065.8 |
8,036.2 |
7,925.3 |
|
R3 |
8,009.8 |
7,980.2 |
7,909.9 |
|
R2 |
7,953.8 |
7,953.8 |
7,904.8 |
|
R1 |
7,924.2 |
7,924.2 |
7,899.6 |
7,911.0 |
PP |
7,897.8 |
7,897.8 |
7,897.8 |
7,891.3 |
S1 |
7,868.2 |
7,868.2 |
7,889.4 |
7,855.0 |
S2 |
7,841.8 |
7,841.8 |
7,884.2 |
|
S3 |
7,785.8 |
7,812.2 |
7,879.1 |
|
S4 |
7,729.8 |
7,756.2 |
7,863.7 |
|
|
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% |
102.4 |
1.3% |
18% |
False |
False |
119,575 |
10 |
8,089.0 |
7,858.5 |
230.5 |
2.9% |
97.7 |
1.2% |
16% |
False |
False |
114,444 |
20 |
8,089.0 |
7,581.0 |
508.0 |
6.4% |
98.1 |
1.2% |
62% |
False |
False |
71,591 |
40 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
98.9 |
1.3% |
64% |
False |
False |
36,155 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.8% |
87.5 |
1.1% |
64% |
False |
False |
24,284 |
80 |
8,089.0 |
7,291.0 |
798.0 |
10.1% |
80.2 |
1.0% |
76% |
False |
False |
18,743 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.3% |
81.0 |
1.0% |
83% |
False |
False |
15,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,165.5 |
2.618 |
8,074.1 |
1.618 |
8,018.1 |
1.000 |
7,983.5 |
0.618 |
7,962.1 |
HIGH |
7,927.5 |
0.618 |
7,906.1 |
0.500 |
7,899.5 |
0.382 |
7,892.9 |
LOW |
7,871.5 |
0.618 |
7,836.9 |
1.000 |
7,815.5 |
1.618 |
7,780.9 |
2.618 |
7,724.9 |
4.250 |
7,633.5 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,899.5 |
7,952.3 |
PP |
7,897.8 |
7,933.0 |
S1 |
7,896.2 |
7,913.8 |
|