Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
6,354.5 |
6,370.0 |
15.5 |
0.2% |
6,272.5 |
High |
6,383.5 |
6,414.0 |
30.5 |
0.5% |
6,414.0 |
Low |
6,354.0 |
6,370.0 |
16.0 |
0.3% |
6,247.0 |
Close |
6,370.0 |
6,401.5 |
31.5 |
0.5% |
6,401.5 |
Range |
29.5 |
44.0 |
14.5 |
49.2% |
167.0 |
ATR |
60.8 |
59.6 |
-1.2 |
-2.0% |
0.0 |
Volume |
100,454 |
206,653 |
106,199 |
105.7% |
500,577 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,527.0 |
6,508.5 |
6,425.5 |
|
R3 |
6,483.0 |
6,464.5 |
6,413.5 |
|
R2 |
6,439.0 |
6,439.0 |
6,409.5 |
|
R1 |
6,420.5 |
6,420.5 |
6,405.5 |
6,430.0 |
PP |
6,395.0 |
6,395.0 |
6,395.0 |
6,400.0 |
S1 |
6,376.5 |
6,376.5 |
6,397.5 |
6,386.0 |
S2 |
6,351.0 |
6,351.0 |
6,393.5 |
|
S3 |
6,307.0 |
6,332.5 |
6,389.5 |
|
S4 |
6,263.0 |
6,288.5 |
6,377.5 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,855.0 |
6,795.5 |
6,493.5 |
|
R3 |
6,688.0 |
6,628.5 |
6,447.5 |
|
R2 |
6,521.0 |
6,521.0 |
6,432.0 |
|
R1 |
6,461.5 |
6,461.5 |
6,417.0 |
6,491.0 |
PP |
6,354.0 |
6,354.0 |
6,354.0 |
6,369.0 |
S1 |
6,294.5 |
6,294.5 |
6,386.0 |
6,324.0 |
S2 |
6,187.0 |
6,187.0 |
6,371.0 |
|
S3 |
6,020.0 |
6,127.5 |
6,355.5 |
|
S4 |
5,853.0 |
5,960.5 |
6,309.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,414.0 |
6,247.0 |
167.0 |
2.6% |
44.5 |
0.7% |
93% |
True |
False |
100,115 |
10 |
6,414.0 |
6,157.0 |
257.0 |
4.0% |
61.5 |
1.0% |
95% |
True |
False |
51,199 |
20 |
6,414.0 |
6,149.5 |
264.5 |
4.1% |
51.5 |
0.8% |
95% |
True |
False |
26,006 |
40 |
6,414.0 |
5,975.0 |
439.0 |
6.9% |
43.0 |
0.7% |
97% |
True |
False |
13,154 |
60 |
6,414.0 |
5,784.5 |
629.5 |
9.8% |
35.0 |
0.5% |
98% |
True |
False |
8,781 |
80 |
6,414.0 |
5,492.5 |
921.5 |
14.4% |
26.0 |
0.4% |
99% |
True |
False |
6,589 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,601.0 |
2.618 |
6,529.0 |
1.618 |
6,485.0 |
1.000 |
6,458.0 |
0.618 |
6,441.0 |
HIGH |
6,414.0 |
0.618 |
6,397.0 |
0.500 |
6,392.0 |
0.382 |
6,387.0 |
LOW |
6,370.0 |
0.618 |
6,343.0 |
1.000 |
6,326.0 |
1.618 |
6,299.0 |
2.618 |
6,255.0 |
4.250 |
6,183.0 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
6,398.5 |
6,393.5 |
PP |
6,395.0 |
6,385.0 |
S1 |
6,392.0 |
6,377.0 |
|