Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,514.75 |
1,526.75 |
12.00 |
0.8% |
1,515.50 |
High |
1,527.50 |
1,542.75 |
15.25 |
1.0% |
1,524.50 |
Low |
1,507.00 |
1,524.50 |
17.50 |
1.2% |
1,481.75 |
Close |
1,525.75 |
1,537.00 |
11.25 |
0.7% |
1,516.50 |
Range |
20.50 |
18.25 |
-2.25 |
-11.0% |
42.75 |
ATR |
17.21 |
17.29 |
0.07 |
0.4% |
0.00 |
Volume |
1,980,880 |
2,368,997 |
388,117 |
19.6% |
13,231,108 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,589.50 |
1,581.50 |
1,547.00 |
|
R3 |
1,571.25 |
1,563.25 |
1,542.00 |
|
R2 |
1,553.00 |
1,553.00 |
1,540.25 |
|
R1 |
1,545.00 |
1,545.00 |
1,538.75 |
1,549.00 |
PP |
1,534.75 |
1,534.75 |
1,534.75 |
1,536.75 |
S1 |
1,526.75 |
1,526.75 |
1,535.25 |
1,530.75 |
S2 |
1,516.50 |
1,516.50 |
1,533.75 |
|
S3 |
1,498.25 |
1,508.50 |
1,532.00 |
|
S4 |
1,480.00 |
1,490.25 |
1,527.00 |
|
|
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 |
1,542.75 |
1,490.00 |
52.75 |
3.4% |
20.75 |
1.3% |
89% |
True |
False |
2,310,729 |
10 |
1,542.75 |
1,481.75 |
61.00 |
4.0% |
21.25 |
1.4% |
91% |
True |
False |
2,387,439 |
20 |
1,542.75 |
1,481.75 |
61.00 |
4.0% |
16.50 |
1.1% |
91% |
True |
False |
1,955,850 |
40 |
1,542.75 |
1,446.00 |
96.75 |
6.3% |
14.50 |
0.9% |
94% |
True |
False |
1,707,581 |
60 |
1,542.75 |
1,382.25 |
160.50 |
10.4% |
16.00 |
1.0% |
96% |
True |
False |
1,530,073 |
80 |
1,542.75 |
1,333.75 |
209.00 |
13.6% |
16.50 |
1.1% |
97% |
True |
False |
1,149,661 |
100 |
1,542.75 |
1,333.75 |
209.00 |
13.6% |
16.75 |
1.1% |
97% |
True |
False |
920,024 |
120 |
1,542.75 |
1,333.75 |
209.00 |
13.6% |
16.25 |
1.1% |
97% |
True |
False |
766,932 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,620.25 |
2.618 |
1,590.50 |
1.618 |
1,572.25 |
1.000 |
1,561.00 |
0.618 |
1,554.00 |
HIGH |
1,542.75 |
0.618 |
1,535.75 |
0.500 |
1,533.50 |
0.382 |
1,531.50 |
LOW |
1,524.50 |
0.618 |
1,513.25 |
1.000 |
1,506.25 |
1.618 |
1,495.00 |
2.618 |
1,476.75 |
4.250 |
1,447.00 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,536.00 |
1,531.75 |
PP |
1,534.75 |
1,526.50 |
S1 |
1,533.50 |
1,521.00 |
|