Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,539.00 |
1,539.75 |
0.75 |
0.0% |
1,515.50 |
High |
1,544.75 |
1,545.50 |
0.75 |
0.0% |
1,524.50 |
Low |
1,537.00 |
1,537.50 |
0.50 |
0.0% |
1,481.75 |
Close |
1,539.00 |
1,542.75 |
3.75 |
0.2% |
1,516.50 |
Range |
7.75 |
8.00 |
0.25 |
3.2% |
42.75 |
ATR |
16.61 |
15.99 |
-0.61 |
-3.7% |
0.00 |
Volume |
2,091,010 |
1,673,556 |
-417,454 |
-20.0% |
13,231,108 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,566.00 |
1,562.25 |
1,547.25 |
|
R3 |
1,558.00 |
1,554.25 |
1,545.00 |
|
R2 |
1,550.00 |
1,550.00 |
1,544.25 |
|
R1 |
1,546.25 |
1,546.25 |
1,543.50 |
1,548.00 |
PP |
1,542.00 |
1,542.00 |
1,542.00 |
1,542.75 |
S1 |
1,538.25 |
1,538.25 |
1,542.00 |
1,540.00 |
S2 |
1,534.00 |
1,534.00 |
1,541.25 |
|
S3 |
1,526.00 |
1,530.25 |
1,540.50 |
|
S4 |
1,518.00 |
1,522.25 |
1,538.25 |
|
|
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 |
1,545.50 |
1,499.50 |
46.00 |
3.0% |
14.75 |
1.0% |
94% |
True |
False |
2,131,890 |
10 |
1,545.50 |
1,481.75 |
63.75 |
4.1% |
19.00 |
1.2% |
96% |
True |
False |
2,310,935 |
20 |
1,545.50 |
1,481.75 |
63.75 |
4.1% |
16.00 |
1.0% |
96% |
True |
False |
1,969,294 |
40 |
1,545.50 |
1,451.25 |
94.25 |
6.1% |
14.25 |
0.9% |
97% |
True |
False |
1,737,525 |
60 |
1,545.50 |
1,382.25 |
163.25 |
10.6% |
15.75 |
1.0% |
98% |
True |
False |
1,591,304 |
80 |
1,545.50 |
1,333.75 |
211.75 |
13.7% |
16.00 |
1.0% |
99% |
True |
False |
1,196,663 |
100 |
1,545.50 |
1,333.75 |
211.75 |
13.7% |
16.50 |
1.1% |
99% |
True |
False |
957,638 |
120 |
1,545.50 |
1,333.75 |
211.75 |
13.7% |
16.00 |
1.0% |
99% |
True |
False |
798,303 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,579.50 |
2.618 |
1,566.50 |
1.618 |
1,558.50 |
1.000 |
1,553.50 |
0.618 |
1,550.50 |
HIGH |
1,545.50 |
0.618 |
1,542.50 |
0.500 |
1,541.50 |
0.382 |
1,540.50 |
LOW |
1,537.50 |
0.618 |
1,532.50 |
1.000 |
1,529.50 |
1.618 |
1,524.50 |
2.618 |
1,516.50 |
4.250 |
1,503.50 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,542.25 |
1,540.25 |
PP |
1,542.00 |
1,537.50 |
S1 |
1,541.50 |
1,535.00 |
|