Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
6,370.0 |
6,403.0 |
33.0 |
0.5% |
6,272.5 |
High |
6,414.0 |
6,435.0 |
21.0 |
0.3% |
6,414.0 |
Low |
6,370.0 |
6,399.5 |
29.5 |
0.5% |
6,247.0 |
Close |
6,401.5 |
6,425.5 |
24.0 |
0.4% |
6,401.5 |
Range |
44.0 |
35.5 |
-8.5 |
-19.3% |
167.0 |
ATR |
59.6 |
57.9 |
-1.7 |
-2.9% |
0.0 |
Volume |
206,653 |
299,549 |
92,896 |
45.0% |
500,577 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,526.5 |
6,511.5 |
6,445.0 |
|
R3 |
6,491.0 |
6,476.0 |
6,435.5 |
|
R2 |
6,455.5 |
6,455.5 |
6,432.0 |
|
R1 |
6,440.5 |
6,440.5 |
6,429.0 |
6,448.0 |
PP |
6,420.0 |
6,420.0 |
6,420.0 |
6,424.0 |
S1 |
6,405.0 |
6,405.0 |
6,422.0 |
6,412.5 |
S2 |
6,384.5 |
6,384.5 |
6,419.0 |
|
S3 |
6,349.0 |
6,369.5 |
6,415.5 |
|
S4 |
6,313.5 |
6,334.0 |
6,406.0 |
|
|
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 |
6,435.0 |
6,285.0 |
150.0 |
2.3% |
45.5 |
0.7% |
94% |
True |
False |
147,501 |
10 |
6,435.0 |
6,157.0 |
278.0 |
4.3% |
51.5 |
0.8% |
97% |
True |
False |
81,152 |
20 |
6,435.0 |
6,157.0 |
278.0 |
4.3% |
51.5 |
0.8% |
97% |
True |
False |
40,922 |
40 |
6,435.0 |
5,975.0 |
460.0 |
7.2% |
43.0 |
0.7% |
98% |
True |
False |
20,635 |
60 |
6,435.0 |
5,784.5 |
650.5 |
10.1% |
35.5 |
0.6% |
99% |
True |
False |
13,773 |
80 |
6,435.0 |
5,492.5 |
942.5 |
14.7% |
26.5 |
0.4% |
99% |
True |
False |
10,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,586.0 |
2.618 |
6,528.0 |
1.618 |
6,492.5 |
1.000 |
6,470.5 |
0.618 |
6,457.0 |
HIGH |
6,435.0 |
0.618 |
6,421.5 |
0.500 |
6,417.0 |
0.382 |
6,413.0 |
LOW |
6,399.5 |
0.618 |
6,377.5 |
1.000 |
6,364.0 |
1.618 |
6,342.0 |
2.618 |
6,306.5 |
4.250 |
6,248.5 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
6,423.0 |
6,415.0 |
PP |
6,420.0 |
6,405.0 |
S1 |
6,417.0 |
6,394.5 |
|