Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
6,382.0 |
6,379.0 |
-3.0 |
0.0% |
6,403.0 |
High |
6,407.0 |
6,420.5 |
13.5 |
0.2% |
6,481.5 |
Low |
6,345.0 |
6,364.0 |
19.0 |
0.3% |
6,369.0 |
Close |
6,376.0 |
6,385.0 |
9.0 |
0.1% |
6,415.5 |
Range |
62.0 |
56.5 |
-5.5 |
-8.9% |
112.5 |
ATR |
65.2 |
64.5 |
-0.6 |
-0.9% |
0.0 |
Volume |
101,530 |
98,754 |
-2,776 |
-2.7% |
838,091 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,559.5 |
6,528.5 |
6,416.0 |
|
R3 |
6,503.0 |
6,472.0 |
6,400.5 |
|
R2 |
6,446.5 |
6,446.5 |
6,395.5 |
|
R1 |
6,415.5 |
6,415.5 |
6,390.0 |
6,431.0 |
PP |
6,390.0 |
6,390.0 |
6,390.0 |
6,397.5 |
S1 |
6,359.0 |
6,359.0 |
6,380.0 |
6,374.5 |
S2 |
6,333.5 |
6,333.5 |
6,374.5 |
|
S3 |
6,277.0 |
6,302.5 |
6,369.5 |
|
S4 |
6,220.5 |
6,246.0 |
6,354.0 |
|
|
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% |
78.5 |
1.2% |
53% |
False |
False |
101,822 |
10 |
6,481.5 |
6,275.0 |
206.5 |
3.2% |
61.0 |
1.0% |
53% |
False |
False |
143,517 |
20 |
6,481.5 |
6,157.0 |
324.5 |
5.1% |
61.0 |
1.0% |
70% |
False |
False |
82,008 |
40 |
6,481.5 |
6,104.0 |
377.5 |
5.9% |
52.0 |
0.8% |
74% |
False |
False |
41,288 |
60 |
6,481.5 |
5,793.5 |
688.0 |
10.8% |
42.5 |
0.7% |
86% |
False |
False |
27,578 |
80 |
6,481.5 |
5,671.0 |
810.5 |
12.7% |
33.0 |
0.5% |
88% |
False |
False |
20,690 |
100 |
6,481.5 |
5,492.5 |
989.0 |
15.5% |
26.5 |
0.4% |
90% |
False |
False |
16,552 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,660.5 |
2.618 |
6,568.5 |
1.618 |
6,512.0 |
1.000 |
6,477.0 |
0.618 |
6,455.5 |
HIGH |
6,420.5 |
0.618 |
6,399.0 |
0.500 |
6,392.0 |
0.382 |
6,385.5 |
LOW |
6,364.0 |
0.618 |
6,329.0 |
1.000 |
6,307.5 |
1.618 |
6,272.5 |
2.618 |
6,216.0 |
4.250 |
6,124.0 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
6,392.0 |
6,372.5 |
PP |
6,390.0 |
6,360.0 |
S1 |
6,387.5 |
6,348.0 |
|