Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,512.50 |
1,514.75 |
2.25 |
0.1% |
1,515.50 |
High |
1,519.00 |
1,527.50 |
8.50 |
0.6% |
1,524.50 |
Low |
1,499.50 |
1,507.00 |
7.50 |
0.5% |
1,481.75 |
Close |
1,516.50 |
1,525.75 |
9.25 |
0.6% |
1,516.50 |
Range |
19.50 |
20.50 |
1.00 |
5.1% |
42.75 |
ATR |
16.96 |
17.21 |
0.25 |
1.5% |
0.00 |
Volume |
2,545,008 |
1,980,880 |
-564,128 |
-22.2% |
13,231,108 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.50 |
1,574.25 |
1,537.00 |
|
R3 |
1,561.00 |
1,553.75 |
1,531.50 |
|
R2 |
1,540.50 |
1,540.50 |
1,529.50 |
|
R1 |
1,533.25 |
1,533.25 |
1,527.75 |
1,537.00 |
PP |
1,520.00 |
1,520.00 |
1,520.00 |
1,522.00 |
S1 |
1,512.75 |
1,512.75 |
1,523.75 |
1,516.50 |
S2 |
1,499.50 |
1,499.50 |
1,522.00 |
|
S3 |
1,479.00 |
1,492.25 |
1,520.00 |
|
S4 |
1,458.50 |
1,471.75 |
1,514.50 |
|
|
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 |
1,527.50 |
1,482.75 |
44.75 |
2.9% |
20.00 |
1.3% |
96% |
True |
False |
2,423,696 |
10 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
20.75 |
1.4% |
91% |
False |
False |
2,300,376 |
20 |
1,530.00 |
1,481.75 |
48.25 |
3.2% |
16.50 |
1.1% |
91% |
False |
False |
1,925,679 |
40 |
1,530.00 |
1,446.00 |
84.00 |
5.5% |
14.25 |
0.9% |
95% |
False |
False |
1,686,226 |
60 |
1,530.00 |
1,382.25 |
147.75 |
9.7% |
16.00 |
1.0% |
97% |
False |
False |
1,491,094 |
80 |
1,530.00 |
1,333.75 |
196.25 |
12.9% |
16.50 |
1.1% |
98% |
False |
False |
1,120,107 |
100 |
1,530.00 |
1,333.75 |
196.25 |
12.9% |
16.75 |
1.1% |
98% |
False |
False |
896,347 |
120 |
1,530.00 |
1,333.75 |
196.25 |
12.9% |
16.25 |
1.1% |
98% |
False |
False |
747,191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,614.50 |
2.618 |
1,581.25 |
1.618 |
1,560.75 |
1.000 |
1,548.00 |
0.618 |
1,540.25 |
HIGH |
1,527.50 |
0.618 |
1,519.75 |
0.500 |
1,517.25 |
0.382 |
1,514.75 |
LOW |
1,507.00 |
0.618 |
1,494.25 |
1.000 |
1,486.50 |
1.618 |
1,473.75 |
2.618 |
1,453.25 |
4.250 |
1,420.00 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,523.00 |
1,521.75 |
PP |
1,520.00 |
1,517.50 |
S1 |
1,517.25 |
1,513.50 |
|