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 |
7,960.0 |
8,000.0 |
40.0 |
0.5% |
7,671.5 |
High |
8,043.5 |
8,012.5 |
-31.0 |
-0.4% |
8,043.5 |
Low |
7,959.0 |
7,970.0 |
11.0 |
0.1% |
7,647.0 |
Close |
7,997.0 |
8,002.0 |
5.0 |
0.1% |
7,997.0 |
Range |
84.5 |
42.5 |
-42.0 |
-49.7% |
396.5 |
ATR |
110.7 |
105.8 |
-4.9 |
-4.4% |
0.0 |
Volume |
42,875 |
69,524 |
26,649 |
62.2% |
124,433 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,122.3 |
8,104.7 |
8,025.4 |
|
R3 |
8,079.8 |
8,062.2 |
8,013.7 |
|
R2 |
8,037.3 |
8,037.3 |
8,009.8 |
|
R1 |
8,019.7 |
8,019.7 |
8,005.9 |
8,028.5 |
PP |
7,994.8 |
7,994.8 |
7,994.8 |
7,999.3 |
S1 |
7,977.2 |
7,977.2 |
7,998.1 |
7,986.0 |
S2 |
7,952.3 |
7,952.3 |
7,994.2 |
|
S3 |
7,909.8 |
7,934.7 |
7,990.3 |
|
S4 |
7,867.3 |
7,892.2 |
7,978.6 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,085.3 |
8,937.7 |
8,215.1 |
|
R3 |
8,688.8 |
8,541.2 |
8,106.0 |
|
R2 |
8,292.3 |
8,292.3 |
8,069.7 |
|
R1 |
8,144.7 |
8,144.7 |
8,033.3 |
8,218.5 |
PP |
7,895.8 |
7,895.8 |
7,895.8 |
7,932.8 |
S1 |
7,748.2 |
7,748.2 |
7,960.7 |
7,822.0 |
S2 |
7,499.3 |
7,499.3 |
7,924.3 |
|
S3 |
7,102.8 |
7,351.7 |
7,888.0 |
|
S4 |
6,706.3 |
6,955.2 |
7,778.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,043.5 |
7,749.0 |
294.5 |
3.7% |
89.0 |
1.1% |
86% |
False |
False |
38,175 |
10 |
8,043.5 |
7,581.0 |
462.5 |
5.8% |
100.2 |
1.3% |
91% |
False |
False |
19,882 |
20 |
8,043.5 |
7,574.0 |
469.5 |
5.9% |
103.5 |
1.3% |
91% |
False |
False |
10,319 |
40 |
8,043.5 |
7,553.0 |
490.5 |
6.1% |
92.0 |
1.1% |
92% |
False |
False |
5,441 |
60 |
8,043.5 |
7,539.0 |
504.5 |
6.3% |
80.2 |
1.0% |
92% |
False |
False |
4,326 |
80 |
8,043.5 |
6,959.0 |
1,084.5 |
13.6% |
77.5 |
1.0% |
96% |
False |
False |
3,397 |
100 |
8,043.5 |
6,959.0 |
1,084.5 |
13.6% |
77.1 |
1.0% |
96% |
False |
False |
2,749 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,193.1 |
2.618 |
8,123.8 |
1.618 |
8,081.3 |
1.000 |
8,055.0 |
0.618 |
8,038.8 |
HIGH |
8,012.5 |
0.618 |
7,996.3 |
0.500 |
7,991.3 |
0.382 |
7,986.2 |
LOW |
7,970.0 |
0.618 |
7,943.7 |
1.000 |
7,927.5 |
1.618 |
7,901.2 |
2.618 |
7,858.7 |
4.250 |
7,789.4 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
7,998.4 |
7,996.3 |
PP |
7,994.8 |
7,990.7 |
S1 |
7,991.3 |
7,985.0 |
|