Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,556.75 |
1,553.00 |
-3.75 |
-0.2% |
1,514.75 |
High |
1,557.00 |
1,557.00 |
0.00 |
0.0% |
1,553.50 |
Low |
1,547.50 |
1,548.00 |
0.50 |
0.0% |
1,507.00 |
Close |
1,552.50 |
1,556.00 |
3.50 |
0.2% |
1,549.50 |
Range |
9.50 |
9.00 |
-0.50 |
-5.3% |
46.50 |
ATR |
15.08 |
14.64 |
-0.43 |
-2.9% |
0.00 |
Volume |
795,044 |
505,430 |
-289,614 |
-36.4% |
9,251,348 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.75 |
1,577.25 |
1,561.00 |
|
R3 |
1,571.75 |
1,568.25 |
1,558.50 |
|
R2 |
1,562.75 |
1,562.75 |
1,557.75 |
|
R1 |
1,559.25 |
1,559.25 |
1,556.75 |
1,561.00 |
PP |
1,553.75 |
1,553.75 |
1,553.75 |
1,554.50 |
S1 |
1,550.25 |
1,550.25 |
1,555.25 |
1,552.00 |
S2 |
1,544.75 |
1,544.75 |
1,554.25 |
|
S3 |
1,535.75 |
1,541.25 |
1,553.50 |
|
S4 |
1,526.75 |
1,532.25 |
1,551.00 |
|
|
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 |
1,537.50 |
19.75 |
1.3% |
10.25 |
0.7% |
94% |
False |
False |
973,320 |
10 |
1,557.25 |
1,499.50 |
57.75 |
3.7% |
13.25 |
0.9% |
98% |
False |
False |
1,605,232 |
20 |
1,557.25 |
1,481.75 |
75.50 |
4.9% |
15.75 |
1.0% |
98% |
False |
False |
1,835,087 |
40 |
1,557.25 |
1,456.50 |
100.75 |
6.5% |
14.25 |
0.9% |
99% |
False |
False |
1,691,018 |
60 |
1,557.25 |
1,382.25 |
175.00 |
11.2% |
15.50 |
1.0% |
99% |
False |
False |
1,620,671 |
80 |
1,557.25 |
1,333.75 |
223.50 |
14.4% |
15.50 |
1.0% |
99% |
False |
False |
1,236,464 |
100 |
1,557.25 |
1,333.75 |
223.50 |
14.4% |
16.50 |
1.1% |
99% |
False |
False |
989,519 |
120 |
1,557.25 |
1,333.75 |
223.50 |
14.4% |
16.00 |
1.0% |
99% |
False |
False |
824,907 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,595.25 |
2.618 |
1,580.50 |
1.618 |
1,571.50 |
1.000 |
1,566.00 |
0.618 |
1,562.50 |
HIGH |
1,557.00 |
0.618 |
1,553.50 |
0.500 |
1,552.50 |
0.382 |
1,551.50 |
LOW |
1,548.00 |
0.618 |
1,542.50 |
1.000 |
1,539.00 |
1.618 |
1,533.50 |
2.618 |
1,524.50 |
4.250 |
1,509.75 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,554.75 |
1,554.50 |
PP |
1,553.75 |
1,553.00 |
S1 |
1,552.50 |
1,551.50 |
|