Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,583.8 |
1,577.4 |
-6.4 |
-0.4% |
1,578.0 |
High |
1,584.9 |
1,583.1 |
-1.8 |
-0.1% |
1,585.8 |
Low |
1,574.0 |
1,560.4 |
-13.6 |
-0.9% |
1,560.4 |
Close |
1,575.1 |
1,576.9 |
1.8 |
0.1% |
1,576.9 |
Range |
10.9 |
22.7 |
11.8 |
108.3% |
25.4 |
ATR |
21.1 |
21.2 |
0.1 |
0.5% |
0.0 |
Volume |
141,571 |
213,955 |
72,384 |
51.1% |
795,019 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.6 |
1,631.9 |
1,589.4 |
|
R3 |
1,618.9 |
1,609.2 |
1,583.1 |
|
R2 |
1,596.2 |
1,596.2 |
1,581.1 |
|
R1 |
1,586.5 |
1,586.5 |
1,579.0 |
1,580.0 |
PP |
1,573.5 |
1,573.5 |
1,573.5 |
1,570.2 |
S1 |
1,563.8 |
1,563.8 |
1,574.8 |
1,557.3 |
S2 |
1,550.8 |
1,550.8 |
1,572.7 |
|
S3 |
1,528.1 |
1,541.1 |
1,570.7 |
|
S4 |
1,505.4 |
1,518.4 |
1,564.4 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,650.6 |
1,639.1 |
1,590.9 |
|
R3 |
1,625.2 |
1,613.7 |
1,583.9 |
|
R2 |
1,599.8 |
1,599.8 |
1,581.6 |
|
R1 |
1,588.3 |
1,588.3 |
1,579.2 |
1,581.4 |
PP |
1,574.4 |
1,574.4 |
1,574.4 |
1,570.9 |
S1 |
1,562.9 |
1,562.9 |
1,574.6 |
1,556.0 |
S2 |
1,549.0 |
1,549.0 |
1,572.2 |
|
S3 |
1,523.6 |
1,537.5 |
1,569.9 |
|
S4 |
1,498.2 |
1,512.1 |
1,562.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,585.8 |
1,560.4 |
25.4 |
1.6% |
16.4 |
1.0% |
65% |
False |
True |
159,003 |
10 |
1,619.7 |
1,560.4 |
59.3 |
3.8% |
21.4 |
1.4% |
28% |
False |
True |
177,000 |
20 |
1,674.3 |
1,554.3 |
120.0 |
7.6% |
22.6 |
1.4% |
19% |
False |
False |
178,676 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
20.1 |
1.3% |
16% |
False |
False |
128,904 |
60 |
1,726.7 |
1,554.3 |
172.4 |
10.9% |
20.0 |
1.3% |
13% |
False |
False |
88,259 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
19.0 |
1.2% |
11% |
False |
False |
66,896 |
100 |
1,758.5 |
1,554.3 |
204.2 |
12.9% |
18.5 |
1.2% |
11% |
False |
False |
53,771 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
18.0 |
1.1% |
9% |
False |
False |
44,987 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,679.6 |
2.618 |
1,642.5 |
1.618 |
1,619.8 |
1.000 |
1,605.8 |
0.618 |
1,597.1 |
HIGH |
1,583.1 |
0.618 |
1,574.4 |
0.500 |
1,571.8 |
0.382 |
1,569.1 |
LOW |
1,560.4 |
0.618 |
1,546.4 |
1.000 |
1,537.7 |
1.618 |
1,523.7 |
2.618 |
1,501.0 |
4.250 |
1,463.9 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,575.2 |
1,575.5 |
PP |
1,573.5 |
1,574.1 |
S1 |
1,571.8 |
1,572.7 |
|