Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
7,915.0 |
7,810.0 |
-105.0 |
-1.3% |
7,913.5 |
High |
7,931.5 |
7,857.5 |
-74.0 |
-0.9% |
8,047.5 |
Low |
7,757.5 |
7,786.0 |
28.5 |
0.4% |
7,858.5 |
Close |
7,807.0 |
7,800.5 |
-6.5 |
-0.1% |
7,927.0 |
Range |
174.0 |
71.5 |
-102.5 |
-58.9% |
189.0 |
ATR |
108.6 |
106.0 |
-2.7 |
-2.4% |
0.0 |
Volume |
142,364 |
93,368 |
-48,996 |
-34.4% |
589,848 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,029.2 |
7,986.3 |
7,839.8 |
|
R3 |
7,957.7 |
7,914.8 |
7,820.2 |
|
R2 |
7,886.2 |
7,886.2 |
7,813.6 |
|
R1 |
7,843.3 |
7,843.3 |
7,807.1 |
7,829.0 |
PP |
7,814.7 |
7,814.7 |
7,814.7 |
7,807.5 |
S1 |
7,771.8 |
7,771.8 |
7,793.9 |
7,757.5 |
S2 |
7,743.2 |
7,743.2 |
7,787.4 |
|
S3 |
7,671.7 |
7,700.3 |
7,780.8 |
|
S4 |
7,600.2 |
7,628.8 |
7,761.2 |
|
|
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% |
113.7 |
1.5% |
15% |
False |
False |
118,872 |
10 |
8,089.0 |
7,757.5 |
331.5 |
4.2% |
109.7 |
1.4% |
13% |
False |
False |
118,468 |
20 |
8,089.0 |
7,638.5 |
450.5 |
5.8% |
98.5 |
1.3% |
36% |
False |
False |
83,232 |
40 |
8,089.0 |
7,553.0 |
536.0 |
6.9% |
101.9 |
1.3% |
46% |
False |
False |
42,027 |
60 |
8,089.0 |
7,553.0 |
536.0 |
6.9% |
89.7 |
1.2% |
46% |
False |
False |
28,196 |
80 |
8,089.0 |
7,408.5 |
680.5 |
8.7% |
81.6 |
1.0% |
58% |
False |
False |
21,682 |
100 |
8,089.0 |
6,959.0 |
1,130.0 |
14.5% |
81.8 |
1.0% |
74% |
False |
False |
17,426 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,161.4 |
2.618 |
8,044.7 |
1.618 |
7,973.2 |
1.000 |
7,929.0 |
0.618 |
7,901.7 |
HIGH |
7,857.5 |
0.618 |
7,830.2 |
0.500 |
7,821.8 |
0.382 |
7,813.3 |
LOW |
7,786.0 |
0.618 |
7,741.8 |
1.000 |
7,714.5 |
1.618 |
7,670.3 |
2.618 |
7,598.8 |
4.250 |
7,482.1 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,821.8 |
7,844.5 |
PP |
7,814.7 |
7,829.8 |
S1 |
7,807.6 |
7,815.2 |
|