Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,905.0 |
7,915.0 |
10.0 |
0.1% |
7,913.5 |
High |
7,927.5 |
7,931.5 |
4.0 |
0.1% |
8,047.5 |
Low |
7,871.5 |
7,757.5 |
-114.0 |
-1.4% |
7,858.5 |
Close |
7,894.5 |
7,807.0 |
-87.5 |
-1.1% |
7,927.0 |
Range |
56.0 |
174.0 |
118.0 |
210.7% |
189.0 |
ATR |
103.6 |
108.6 |
5.0 |
4.9% |
0.0 |
Volume |
102,018 |
142,364 |
40,346 |
39.5% |
589,848 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,354.0 |
8,254.5 |
7,902.7 |
|
R3 |
8,180.0 |
8,080.5 |
7,854.9 |
|
R2 |
8,006.0 |
8,006.0 |
7,838.9 |
|
R1 |
7,906.5 |
7,906.5 |
7,823.0 |
7,869.3 |
PP |
7,832.0 |
7,832.0 |
7,832.0 |
7,813.4 |
S1 |
7,732.5 |
7,732.5 |
7,791.1 |
7,695.3 |
S2 |
7,658.0 |
7,658.0 |
7,775.1 |
|
S3 |
7,484.0 |
7,558.5 |
7,759.2 |
|
S4 |
7,310.0 |
7,384.5 |
7,711.3 |
|
|
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 |
8,044.5 |
7,757.5 |
287.0 |
3.7% |
122.5 |
1.6% |
17% |
False |
True |
126,385 |
10 |
8,089.0 |
7,757.5 |
331.5 |
4.2% |
110.2 |
1.4% |
15% |
False |
True |
116,775 |
20 |
8,089.0 |
7,638.5 |
450.5 |
5.8% |
99.1 |
1.3% |
37% |
False |
False |
78,648 |
40 |
8,089.0 |
7,553.0 |
536.0 |
6.9% |
101.1 |
1.3% |
47% |
False |
False |
39,698 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.9% |
89.0 |
1.1% |
47% |
False |
False |
26,649 |
80 |
8,089.0 |
7,396.5 |
692.5 |
8.9% |
81.1 |
1.0% |
59% |
False |
False |
20,519 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.5% |
82.0 |
1.1% |
75% |
False |
False |
16,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,671.0 |
2.618 |
8,387.0 |
1.618 |
8,213.0 |
1.000 |
8,105.5 |
0.618 |
8,039.0 |
HIGH |
7,931.5 |
0.618 |
7,865.0 |
0.500 |
7,844.5 |
0.382 |
7,824.0 |
LOW |
7,757.5 |
0.618 |
7,650.0 |
1.000 |
7,583.5 |
1.618 |
7,476.0 |
2.618 |
7,302.0 |
4.250 |
7,018.0 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,844.5 |
7,901.0 |
PP |
7,832.0 |
7,869.7 |
S1 |
7,819.5 |
7,838.3 |
|