Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,553.00 |
1,556.50 |
3.50 |
0.2% |
1,514.75 |
High |
1,557.00 |
1,563.50 |
6.50 |
0.4% |
1,553.50 |
Low |
1,548.00 |
1,555.00 |
7.00 |
0.5% |
1,507.00 |
Close |
1,556.00 |
1,562.25 |
6.25 |
0.4% |
1,549.50 |
Range |
9.00 |
8.50 |
-0.50 |
-5.6% |
46.50 |
ATR |
14.64 |
14.21 |
-0.44 |
-3.0% |
0.00 |
Volume |
505,430 |
368,214 |
-137,216 |
-27.1% |
9,251,348 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,585.75 |
1,582.50 |
1,567.00 |
|
R3 |
1,577.25 |
1,574.00 |
1,564.50 |
|
R2 |
1,568.75 |
1,568.75 |
1,563.75 |
|
R1 |
1,565.50 |
1,565.50 |
1,563.00 |
1,567.00 |
PP |
1,560.25 |
1,560.25 |
1,560.25 |
1,561.00 |
S1 |
1,557.00 |
1,557.00 |
1,561.50 |
1,558.50 |
S2 |
1,551.75 |
1,551.75 |
1,560.75 |
|
S3 |
1,543.25 |
1,548.50 |
1,560.00 |
|
S4 |
1,534.75 |
1,540.00 |
1,557.50 |
|
|
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 |
1,563.50 |
1,540.25 |
23.25 |
1.5% |
10.50 |
0.7% |
95% |
True |
False |
712,252 |
10 |
1,563.50 |
1,499.50 |
64.00 |
4.1% |
12.50 |
0.8% |
98% |
True |
False |
1,422,071 |
20 |
1,563.50 |
1,481.75 |
81.75 |
5.2% |
15.75 |
1.0% |
98% |
True |
False |
1,790,037 |
40 |
1,563.50 |
1,460.00 |
103.50 |
6.6% |
14.25 |
0.9% |
99% |
True |
False |
1,667,122 |
60 |
1,563.50 |
1,382.25 |
181.25 |
11.6% |
15.50 |
1.0% |
99% |
True |
False |
1,598,658 |
80 |
1,563.50 |
1,333.75 |
229.75 |
14.7% |
15.25 |
1.0% |
99% |
True |
False |
1,240,983 |
100 |
1,563.50 |
1,333.75 |
229.75 |
14.7% |
16.50 |
1.0% |
99% |
True |
False |
993,192 |
120 |
1,563.50 |
1,333.75 |
229.75 |
14.7% |
16.00 |
1.0% |
99% |
True |
False |
827,960 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,599.50 |
2.618 |
1,585.75 |
1.618 |
1,577.25 |
1.000 |
1,572.00 |
0.618 |
1,568.75 |
HIGH |
1,563.50 |
0.618 |
1,560.25 |
0.500 |
1,559.25 |
0.382 |
1,558.25 |
LOW |
1,555.00 |
0.618 |
1,549.75 |
1.000 |
1,546.50 |
1.618 |
1,541.25 |
2.618 |
1,532.75 |
4.250 |
1,519.00 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,561.25 |
1,560.00 |
PP |
1,560.25 |
1,557.75 |
S1 |
1,559.25 |
1,555.50 |
|