Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,516.25 |
1,512.50 |
-3.75 |
-0.2% |
1,515.50 |
High |
1,524.50 |
1,519.00 |
-5.50 |
-0.4% |
1,524.50 |
Low |
1,508.75 |
1,499.50 |
-9.25 |
-0.6% |
1,481.75 |
Close |
1,513.25 |
1,516.50 |
3.25 |
0.2% |
1,516.50 |
Range |
15.75 |
19.50 |
3.75 |
23.8% |
42.75 |
ATR |
16.77 |
16.96 |
0.20 |
1.2% |
0.00 |
Volume |
2,199,825 |
2,545,008 |
345,183 |
15.7% |
13,231,108 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,570.25 |
1,562.75 |
1,527.25 |
|
R3 |
1,550.75 |
1,543.25 |
1,521.75 |
|
R2 |
1,531.25 |
1,531.25 |
1,520.00 |
|
R1 |
1,523.75 |
1,523.75 |
1,518.25 |
1,527.50 |
PP |
1,511.75 |
1,511.75 |
1,511.75 |
1,513.50 |
S1 |
1,504.25 |
1,504.25 |
1,514.75 |
1,508.00 |
S2 |
1,492.25 |
1,492.25 |
1,513.00 |
|
S3 |
1,472.75 |
1,484.75 |
1,511.25 |
|
S4 |
1,453.25 |
1,465.25 |
1,505.75 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.75 |
1,619.00 |
1,540.00 |
|
R3 |
1,593.00 |
1,576.25 |
1,528.25 |
|
R2 |
1,550.25 |
1,550.25 |
1,524.25 |
|
R1 |
1,533.50 |
1,533.50 |
1,520.50 |
1,542.00 |
PP |
1,507.50 |
1,507.50 |
1,507.50 |
1,511.75 |
S1 |
1,490.75 |
1,490.75 |
1,512.50 |
1,499.00 |
S2 |
1,464.75 |
1,464.75 |
1,508.75 |
|
S3 |
1,422.00 |
1,448.00 |
1,504.75 |
|
S4 |
1,379.25 |
1,405.25 |
1,493.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,524.50 |
1,481.75 |
42.75 |
2.8% |
24.50 |
1.6% |
81% |
False |
False |
2,646,221 |
10 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
19.75 |
1.3% |
72% |
False |
False |
2,275,574 |
20 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
16.25 |
1.1% |
72% |
False |
False |
1,915,621 |
40 |
1,530.00 |
1,446.00 |
84.00 |
5.5% |
14.00 |
0.9% |
84% |
False |
False |
1,676,660 |
60 |
1,530.00 |
1,382.25 |
147.75 |
9.7% |
15.75 |
1.0% |
91% |
False |
False |
1,458,676 |
80 |
1,530.00 |
1,333.75 |
196.25 |
12.9% |
16.50 |
1.1% |
93% |
False |
False |
1,095,360 |
100 |
1,530.00 |
1,333.75 |
196.25 |
12.9% |
16.50 |
1.1% |
93% |
False |
False |
876,547 |
120 |
1,530.00 |
1,333.75 |
196.25 |
12.9% |
16.00 |
1.1% |
93% |
False |
False |
730,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,602.00 |
2.618 |
1,570.00 |
1.618 |
1,550.50 |
1.000 |
1,538.50 |
0.618 |
1,531.00 |
HIGH |
1,519.00 |
0.618 |
1,511.50 |
0.500 |
1,509.25 |
0.382 |
1,507.00 |
LOW |
1,499.50 |
0.618 |
1,487.50 |
1.000 |
1,480.00 |
1.618 |
1,468.00 |
2.618 |
1,448.50 |
4.250 |
1,416.50 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,514.00 |
1,513.50 |
PP |
1,511.75 |
1,510.25 |
S1 |
1,509.25 |
1,507.25 |
|