Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,596.3 |
1,578.5 |
-17.8 |
-1.1% |
1,579.7 |
High |
1,602.5 |
1,586.9 |
-15.6 |
-1.0% |
1,619.7 |
Low |
1,574.3 |
1,564.0 |
-10.3 |
-0.7% |
1,564.0 |
Close |
1,578.1 |
1,572.3 |
-5.8 |
-0.4% |
1,572.3 |
Range |
28.2 |
22.9 |
-5.3 |
-18.8% |
55.7 |
ATR |
23.4 |
23.4 |
0.0 |
-0.2% |
0.0 |
Volume |
190,164 |
193,691 |
3,527 |
1.9% |
974,983 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.1 |
1,630.6 |
1,584.9 |
|
R3 |
1,620.2 |
1,607.7 |
1,578.6 |
|
R2 |
1,597.3 |
1,597.3 |
1,576.5 |
|
R1 |
1,584.8 |
1,584.8 |
1,574.4 |
1,579.6 |
PP |
1,574.4 |
1,574.4 |
1,574.4 |
1,571.8 |
S1 |
1,561.9 |
1,561.9 |
1,570.2 |
1,556.7 |
S2 |
1,551.5 |
1,551.5 |
1,568.1 |
|
S3 |
1,528.6 |
1,539.0 |
1,566.0 |
|
S4 |
1,505.7 |
1,516.1 |
1,559.7 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,752.4 |
1,718.1 |
1,602.9 |
|
R3 |
1,696.7 |
1,662.4 |
1,587.6 |
|
R2 |
1,641.0 |
1,641.0 |
1,582.5 |
|
R1 |
1,606.7 |
1,606.7 |
1,577.4 |
1,596.0 |
PP |
1,585.3 |
1,585.3 |
1,585.3 |
1,580.0 |
S1 |
1,551.0 |
1,551.0 |
1,567.2 |
1,540.3 |
S2 |
1,529.6 |
1,529.6 |
1,562.1 |
|
S3 |
1,473.9 |
1,495.3 |
1,557.0 |
|
S4 |
1,418.2 |
1,439.6 |
1,541.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,619.7 |
1,564.0 |
55.7 |
3.5% |
26.4 |
1.7% |
15% |
False |
True |
194,996 |
10 |
1,636.0 |
1,554.3 |
81.7 |
5.2% |
28.9 |
1.8% |
22% |
False |
False |
207,973 |
20 |
1,687.0 |
1,554.3 |
132.7 |
8.4% |
23.0 |
1.5% |
14% |
False |
False |
175,145 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.3% |
21.0 |
1.3% |
12% |
False |
False |
110,995 |
60 |
1,726.7 |
1,554.3 |
172.4 |
11.0% |
20.3 |
1.3% |
10% |
False |
False |
75,261 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
19.3 |
1.2% |
9% |
False |
False |
57,116 |
100 |
1,784.5 |
1,554.3 |
230.2 |
14.6% |
18.3 |
1.2% |
8% |
False |
False |
45,852 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
18.1 |
1.2% |
7% |
False |
False |
38,405 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.2 |
2.618 |
1,646.9 |
1.618 |
1,624.0 |
1.000 |
1,609.8 |
0.618 |
1,601.1 |
HIGH |
1,586.9 |
0.618 |
1,578.2 |
0.500 |
1,575.5 |
0.382 |
1,572.7 |
LOW |
1,564.0 |
0.618 |
1,549.8 |
1.000 |
1,541.1 |
1.618 |
1,526.9 |
2.618 |
1,504.0 |
4.250 |
1,466.7 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,575.5 |
1,589.2 |
PP |
1,574.4 |
1,583.6 |
S1 |
1,573.4 |
1,577.9 |
|