Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
6,356.0 |
6,382.0 |
26.0 |
0.4% |
6,403.0 |
High |
6,407.5 |
6,407.0 |
-0.5 |
0.0% |
6,481.5 |
Low |
6,275.0 |
6,345.0 |
70.0 |
1.1% |
6,369.0 |
Close |
6,397.0 |
6,376.0 |
-21.0 |
-0.3% |
6,415.5 |
Range |
132.5 |
62.0 |
-70.5 |
-53.2% |
112.5 |
ATR |
65.4 |
65.2 |
-0.2 |
-0.4% |
0.0 |
Volume |
89,693 |
101,530 |
11,837 |
13.2% |
838,091 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,562.0 |
6,531.0 |
6,410.0 |
|
R3 |
6,500.0 |
6,469.0 |
6,393.0 |
|
R2 |
6,438.0 |
6,438.0 |
6,387.5 |
|
R1 |
6,407.0 |
6,407.0 |
6,381.5 |
6,391.5 |
PP |
6,376.0 |
6,376.0 |
6,376.0 |
6,368.0 |
S1 |
6,345.0 |
6,345.0 |
6,370.5 |
6,329.5 |
S2 |
6,314.0 |
6,314.0 |
6,364.5 |
|
S3 |
6,252.0 |
6,283.0 |
6,359.0 |
|
S4 |
6,190.0 |
6,221.0 |
6,342.0 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,759.5 |
6,700.0 |
6,477.5 |
|
R3 |
6,647.0 |
6,587.5 |
6,446.5 |
|
R2 |
6,534.5 |
6,534.5 |
6,436.0 |
|
R1 |
6,475.0 |
6,475.0 |
6,426.0 |
6,505.0 |
PP |
6,422.0 |
6,422.0 |
6,422.0 |
6,437.0 |
S1 |
6,362.5 |
6,362.5 |
6,405.0 |
6,392.0 |
S2 |
6,309.5 |
6,309.5 |
6,395.0 |
|
S3 |
6,197.0 |
6,250.0 |
6,384.5 |
|
S4 |
6,084.5 |
6,137.5 |
6,353.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,481.5 |
6,275.0 |
206.5 |
3.2% |
79.0 |
1.2% |
49% |
False |
False |
106,628 |
10 |
6,481.5 |
6,275.0 |
206.5 |
3.2% |
59.5 |
0.9% |
49% |
False |
False |
143,503 |
20 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
60.5 |
0.9% |
67% |
False |
False |
77,282 |
40 |
6,481.5 |
6,095.5 |
386.0 |
6.1% |
50.5 |
0.8% |
73% |
False |
False |
38,823 |
60 |
6,481.5 |
5,793.5 |
688.0 |
10.8% |
42.5 |
0.7% |
85% |
False |
False |
25,932 |
80 |
6,481.5 |
5,671.0 |
810.5 |
12.7% |
32.0 |
0.5% |
87% |
False |
False |
19,455 |
100 |
6,481.5 |
5,492.5 |
989.0 |
15.5% |
26.0 |
0.4% |
89% |
False |
False |
15,565 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,670.5 |
2.618 |
6,569.5 |
1.618 |
6,507.5 |
1.000 |
6,469.0 |
0.618 |
6,445.5 |
HIGH |
6,407.0 |
0.618 |
6,383.5 |
0.500 |
6,376.0 |
0.382 |
6,368.5 |
LOW |
6,345.0 |
0.618 |
6,306.5 |
1.000 |
6,283.0 |
1.618 |
6,244.5 |
2.618 |
6,182.5 |
4.250 |
6,081.5 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
6,376.0 |
6,378.0 |
PP |
6,376.0 |
6,377.5 |
S1 |
6,376.0 |
6,377.0 |
|