Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,547.25 |
1,556.75 |
9.50 |
0.6% |
1,514.75 |
High |
1,557.25 |
1,557.00 |
-0.25 |
0.0% |
1,553.50 |
Low |
1,545.50 |
1,547.50 |
2.00 |
0.1% |
1,507.00 |
Close |
1,556.00 |
1,552.50 |
-3.50 |
-0.2% |
1,549.50 |
Range |
11.75 |
9.50 |
-2.25 |
-19.1% |
46.50 |
ATR |
15.51 |
15.08 |
-0.43 |
-2.8% |
0.00 |
Volume |
755,669 |
795,044 |
39,375 |
5.2% |
9,251,348 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.75 |
1,576.25 |
1,557.75 |
|
R3 |
1,571.25 |
1,566.75 |
1,555.00 |
|
R2 |
1,561.75 |
1,561.75 |
1,554.25 |
|
R1 |
1,557.25 |
1,557.25 |
1,553.25 |
1,554.75 |
PP |
1,552.25 |
1,552.25 |
1,552.25 |
1,551.00 |
S1 |
1,547.75 |
1,547.75 |
1,551.75 |
1,545.25 |
S2 |
1,542.75 |
1,542.75 |
1,550.75 |
|
S3 |
1,533.25 |
1,538.25 |
1,550.00 |
|
S4 |
1,523.75 |
1,528.75 |
1,547.25 |
|
|
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 |
1,557.25 |
1,537.00 |
20.25 |
1.3% |
10.00 |
0.6% |
77% |
False |
False |
1,290,436 |
10 |
1,557.25 |
1,490.00 |
67.25 |
4.3% |
15.25 |
1.0% |
93% |
False |
False |
1,800,582 |
20 |
1,557.25 |
1,481.75 |
75.50 |
4.9% |
15.75 |
1.0% |
94% |
False |
False |
1,872,744 |
40 |
1,557.25 |
1,456.50 |
100.75 |
6.5% |
14.25 |
0.9% |
95% |
False |
False |
1,707,595 |
60 |
1,557.25 |
1,382.25 |
175.00 |
11.3% |
15.75 |
1.0% |
97% |
False |
False |
1,628,380 |
80 |
1,557.25 |
1,333.75 |
223.50 |
14.4% |
15.75 |
1.0% |
98% |
False |
False |
1,230,177 |
100 |
1,557.25 |
1,333.75 |
223.50 |
14.4% |
16.50 |
1.1% |
98% |
False |
False |
984,473 |
120 |
1,557.25 |
1,333.75 |
223.50 |
14.4% |
16.00 |
1.0% |
98% |
False |
False |
820,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,597.50 |
2.618 |
1,581.75 |
1.618 |
1,572.25 |
1.000 |
1,566.50 |
0.618 |
1,562.75 |
HIGH |
1,557.00 |
0.618 |
1,553.25 |
0.500 |
1,552.25 |
0.382 |
1,551.25 |
LOW |
1,547.50 |
0.618 |
1,541.75 |
1.000 |
1,538.00 |
1.618 |
1,532.25 |
2.618 |
1,522.75 |
4.250 |
1,507.00 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,552.50 |
1,551.25 |
PP |
1,552.25 |
1,550.00 |
S1 |
1,552.25 |
1,548.75 |
|