Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,556.50 |
1,561.25 |
4.75 |
0.3% |
1,547.25 |
High |
1,563.50 |
1,565.00 |
1.50 |
0.1% |
1,565.00 |
Low |
1,555.00 |
1,557.08 |
2.08 |
0.1% |
1,545.50 |
Close |
1,562.25 |
1,557.08 |
-5.17 |
-0.3% |
1,557.08 |
Range |
8.50 |
7.92 |
-0.58 |
-6.8% |
19.50 |
ATR |
14.21 |
13.76 |
-0.45 |
-3.2% |
0.00 |
Volume |
368,214 |
66,574 |
-301,640 |
-81.9% |
2,490,931 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,583.50 |
1,578.25 |
1,561.50 |
|
R3 |
1,575.50 |
1,570.25 |
1,559.25 |
|
R2 |
1,567.75 |
1,567.75 |
1,558.50 |
|
R1 |
1,562.25 |
1,562.25 |
1,557.75 |
1,561.00 |
PP |
1,559.75 |
1,559.75 |
1,559.75 |
1,559.00 |
S1 |
1,554.50 |
1,554.50 |
1,556.25 |
1,553.00 |
S2 |
1,551.75 |
1,551.75 |
1,555.75 |
|
S3 |
1,544.00 |
1,546.50 |
1,555.00 |
|
S4 |
1,536.00 |
1,538.50 |
1,552.75 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,614.25 |
1,605.25 |
1,567.75 |
|
R3 |
1,594.75 |
1,585.75 |
1,562.50 |
|
R2 |
1,575.25 |
1,575.25 |
1,560.75 |
|
R1 |
1,566.25 |
1,566.25 |
1,558.75 |
1,570.75 |
PP |
1,555.75 |
1,555.75 |
1,555.75 |
1,558.25 |
S1 |
1,546.75 |
1,546.75 |
1,555.25 |
1,551.25 |
S2 |
1,536.25 |
1,536.25 |
1,553.50 |
|
S3 |
1,516.75 |
1,527.25 |
1,551.75 |
|
S4 |
1,497.25 |
1,507.75 |
1,546.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,565.00 |
1,545.50 |
19.50 |
1.3% |
9.25 |
0.6% |
59% |
True |
False |
498,186 |
10 |
1,565.00 |
1,507.00 |
58.00 |
3.7% |
11.50 |
0.7% |
86% |
True |
False |
1,174,227 |
20 |
1,565.00 |
1,481.75 |
83.25 |
5.3% |
15.50 |
1.0% |
90% |
True |
False |
1,724,901 |
40 |
1,565.00 |
1,460.50 |
104.50 |
6.7% |
14.25 |
0.9% |
92% |
True |
False |
1,637,969 |
60 |
1,565.00 |
1,382.25 |
182.75 |
11.7% |
15.25 |
1.0% |
96% |
True |
False |
1,565,477 |
80 |
1,565.00 |
1,353.75 |
211.25 |
13.6% |
15.25 |
1.0% |
96% |
True |
False |
1,241,726 |
100 |
1,565.00 |
1,333.75 |
231.25 |
14.9% |
16.25 |
1.0% |
97% |
True |
False |
993,836 |
120 |
1,565.00 |
1,333.75 |
231.25 |
14.9% |
16.00 |
1.0% |
97% |
True |
False |
828,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,598.75 |
2.618 |
1,585.75 |
1.618 |
1,577.75 |
1.000 |
1,573.00 |
0.618 |
1,570.00 |
HIGH |
1,565.00 |
0.618 |
1,562.00 |
0.500 |
1,561.00 |
0.382 |
1,560.00 |
LOW |
1,557.00 |
0.618 |
1,552.25 |
1.000 |
1,549.25 |
1.618 |
1,544.25 |
2.618 |
1,536.25 |
4.250 |
1,523.50 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,561.00 |
1,557.00 |
PP |
1,559.75 |
1,556.75 |
S1 |
1,558.50 |
1,556.50 |
|