Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,526.75 |
1,539.00 |
12.25 |
0.8% |
1,515.50 |
High |
1,542.75 |
1,544.75 |
2.00 |
0.1% |
1,524.50 |
Low |
1,524.50 |
1,537.00 |
12.50 |
0.8% |
1,481.75 |
Close |
1,537.00 |
1,539.00 |
2.00 |
0.1% |
1,516.50 |
Range |
18.25 |
7.75 |
-10.50 |
-57.5% |
42.75 |
ATR |
17.29 |
16.61 |
-0.68 |
-3.9% |
0.00 |
Volume |
2,368,997 |
2,091,010 |
-277,987 |
-11.7% |
13,231,108 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.50 |
1,559.00 |
1,543.25 |
|
R3 |
1,555.75 |
1,551.25 |
1,541.25 |
|
R2 |
1,548.00 |
1,548.00 |
1,540.50 |
|
R1 |
1,543.50 |
1,543.50 |
1,539.75 |
1,543.00 |
PP |
1,540.25 |
1,540.25 |
1,540.25 |
1,540.00 |
S1 |
1,535.75 |
1,535.75 |
1,538.25 |
1,535.00 |
S2 |
1,532.50 |
1,532.50 |
1,537.50 |
|
S3 |
1,524.75 |
1,528.00 |
1,536.75 |
|
S4 |
1,517.00 |
1,520.25 |
1,534.75 |
|
|
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 |
1,544.75 |
1,499.50 |
45.25 |
2.9% |
16.25 |
1.1% |
87% |
True |
False |
2,237,144 |
10 |
1,544.75 |
1,481.75 |
63.00 |
4.1% |
19.75 |
1.3% |
91% |
True |
False |
2,394,667 |
20 |
1,544.75 |
1,481.75 |
63.00 |
4.1% |
16.00 |
1.0% |
91% |
True |
False |
1,973,302 |
40 |
1,544.75 |
1,446.00 |
98.75 |
6.4% |
14.25 |
0.9% |
94% |
True |
False |
1,729,861 |
60 |
1,544.75 |
1,382.25 |
162.50 |
10.6% |
15.75 |
1.0% |
96% |
True |
False |
1,564,540 |
80 |
1,544.75 |
1,333.75 |
211.00 |
13.7% |
16.00 |
1.0% |
97% |
True |
False |
1,175,792 |
100 |
1,544.75 |
1,333.75 |
211.00 |
13.7% |
16.75 |
1.1% |
97% |
True |
False |
940,912 |
120 |
1,544.75 |
1,333.75 |
211.00 |
13.7% |
16.25 |
1.0% |
97% |
True |
False |
784,357 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,577.75 |
2.618 |
1,565.00 |
1.618 |
1,557.25 |
1.000 |
1,552.50 |
0.618 |
1,549.50 |
HIGH |
1,544.75 |
0.618 |
1,541.75 |
0.500 |
1,541.00 |
0.382 |
1,540.00 |
LOW |
1,537.00 |
0.618 |
1,532.25 |
1.000 |
1,529.25 |
1.618 |
1,524.50 |
2.618 |
1,516.75 |
4.250 |
1,504.00 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,541.00 |
1,534.50 |
PP |
1,540.25 |
1,530.25 |
S1 |
1,539.50 |
1,526.00 |
|