Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,539.75 |
1,542.75 |
3.00 |
0.2% |
1,514.75 |
High |
1,545.50 |
1,553.50 |
8.00 |
0.5% |
1,553.50 |
Low |
1,537.50 |
1,540.25 |
2.75 |
0.2% |
1,507.00 |
Close |
1,542.75 |
1,549.50 |
6.75 |
0.4% |
1,549.50 |
Range |
8.00 |
13.25 |
5.25 |
65.6% |
46.50 |
ATR |
15.99 |
15.80 |
-0.20 |
-1.2% |
0.00 |
Volume |
1,673,556 |
1,136,905 |
-536,651 |
-32.1% |
9,251,348 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,587.50 |
1,581.75 |
1,556.75 |
|
R3 |
1,574.25 |
1,568.50 |
1,553.25 |
|
R2 |
1,561.00 |
1,561.00 |
1,552.00 |
|
R1 |
1,555.25 |
1,555.25 |
1,550.75 |
1,558.00 |
PP |
1,547.75 |
1,547.75 |
1,547.75 |
1,549.25 |
S1 |
1,542.00 |
1,542.00 |
1,548.25 |
1,545.00 |
S2 |
1,534.50 |
1,534.50 |
1,547.00 |
|
S3 |
1,521.25 |
1,528.75 |
1,545.75 |
|
S4 |
1,508.00 |
1,515.50 |
1,542.25 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,676.25 |
1,659.25 |
1,575.00 |
|
R3 |
1,629.75 |
1,612.75 |
1,562.25 |
|
R2 |
1,583.25 |
1,583.25 |
1,558.00 |
|
R1 |
1,566.25 |
1,566.25 |
1,553.75 |
1,574.75 |
PP |
1,536.75 |
1,536.75 |
1,536.75 |
1,541.00 |
S1 |
1,519.75 |
1,519.75 |
1,545.25 |
1,528.25 |
S2 |
1,490.25 |
1,490.25 |
1,541.00 |
|
S3 |
1,443.75 |
1,473.25 |
1,536.75 |
|
S4 |
1,397.25 |
1,426.75 |
1,524.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,553.50 |
1,507.00 |
46.50 |
3.0% |
13.50 |
0.9% |
91% |
True |
False |
1,850,269 |
10 |
1,553.50 |
1,481.75 |
71.75 |
4.6% |
19.00 |
1.2% |
94% |
True |
False |
2,248,245 |
20 |
1,553.50 |
1,481.75 |
71.75 |
4.6% |
15.75 |
1.0% |
94% |
True |
False |
1,928,105 |
40 |
1,553.50 |
1,454.75 |
98.75 |
6.4% |
14.50 |
0.9% |
96% |
True |
False |
1,736,106 |
60 |
1,553.50 |
1,382.25 |
171.25 |
11.1% |
15.75 |
1.0% |
98% |
True |
False |
1,609,149 |
80 |
1,553.50 |
1,333.75 |
219.75 |
14.2% |
15.75 |
1.0% |
98% |
True |
False |
1,210,824 |
100 |
1,553.50 |
1,333.75 |
219.75 |
14.2% |
16.50 |
1.1% |
98% |
True |
False |
968,998 |
120 |
1,553.50 |
1,333.75 |
219.75 |
14.2% |
16.00 |
1.0% |
98% |
True |
False |
807,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,609.75 |
2.618 |
1,588.25 |
1.618 |
1,575.00 |
1.000 |
1,566.75 |
0.618 |
1,561.75 |
HIGH |
1,553.50 |
0.618 |
1,548.50 |
0.500 |
1,547.00 |
0.382 |
1,545.25 |
LOW |
1,540.25 |
0.618 |
1,532.00 |
1.000 |
1,527.00 |
1.618 |
1,518.75 |
2.618 |
1,505.50 |
4.250 |
1,484.00 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,548.50 |
1,548.00 |
PP |
1,547.75 |
1,546.75 |
S1 |
1,547.00 |
1,545.25 |
|