Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,577.4 |
1,578.3 |
0.9 |
0.1% |
1,578.0 |
High |
1,583.1 |
1,582.5 |
-0.6 |
0.0% |
1,585.8 |
Low |
1,560.4 |
1,574.5 |
14.1 |
0.9% |
1,560.4 |
Close |
1,576.9 |
1,578.0 |
1.1 |
0.1% |
1,576.9 |
Range |
22.7 |
8.0 |
-14.7 |
-64.8% |
25.4 |
ATR |
21.2 |
20.3 |
-0.9 |
-4.5% |
0.0 |
Volume |
213,955 |
101,213 |
-112,742 |
-52.7% |
795,019 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,602.3 |
1,598.2 |
1,582.4 |
|
R3 |
1,594.3 |
1,590.2 |
1,580.2 |
|
R2 |
1,586.3 |
1,586.3 |
1,579.5 |
|
R1 |
1,582.2 |
1,582.2 |
1,578.7 |
1,580.3 |
PP |
1,578.3 |
1,578.3 |
1,578.3 |
1,577.4 |
S1 |
1,574.2 |
1,574.2 |
1,577.3 |
1,572.3 |
S2 |
1,570.3 |
1,570.3 |
1,576.5 |
|
S3 |
1,562.3 |
1,566.2 |
1,575.8 |
|
S4 |
1,554.3 |
1,558.2 |
1,573.6 |
|
|
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% |
14.8 |
0.9% |
69% |
False |
False |
154,665 |
10 |
1,619.7 |
1,560.4 |
59.3 |
3.8% |
20.0 |
1.3% |
30% |
False |
False |
170,710 |
20 |
1,670.3 |
1,554.3 |
116.0 |
7.4% |
22.5 |
1.4% |
20% |
False |
False |
178,999 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
19.7 |
1.2% |
16% |
False |
False |
130,843 |
60 |
1,726.7 |
1,554.3 |
172.4 |
10.9% |
20.0 |
1.3% |
14% |
False |
False |
89,925 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.9% |
19.0 |
1.2% |
12% |
False |
False |
68,126 |
100 |
1,758.5 |
1,554.3 |
204.2 |
12.9% |
18.4 |
1.2% |
12% |
False |
False |
54,776 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.7% |
17.9 |
1.1% |
10% |
False |
False |
45,814 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,616.5 |
2.618 |
1,603.4 |
1.618 |
1,595.4 |
1.000 |
1,590.5 |
0.618 |
1,587.4 |
HIGH |
1,582.5 |
0.618 |
1,579.4 |
0.500 |
1,578.5 |
0.382 |
1,577.6 |
LOW |
1,574.5 |
0.618 |
1,569.6 |
1.000 |
1,566.5 |
1.618 |
1,561.6 |
2.618 |
1,553.6 |
4.250 |
1,540.5 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,578.5 |
1,576.2 |
PP |
1,578.3 |
1,574.4 |
S1 |
1,578.2 |
1,572.7 |
|