Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,580.4 |
1,592.0 |
11.6 |
0.7% |
1,578.0 |
High |
1,597.6 |
1,598.8 |
1.2 |
0.1% |
1,585.8 |
Low |
1,578.8 |
1,584.4 |
5.6 |
0.4% |
1,560.4 |
Close |
1,591.7 |
1,588.4 |
-3.3 |
-0.2% |
1,576.9 |
Range |
18.8 |
14.4 |
-4.4 |
-23.4% |
25.4 |
ATR |
20.2 |
19.8 |
-0.4 |
-2.1% |
0.0 |
Volume |
150,411 |
141,795 |
-8,616 |
-5.7% |
795,019 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.7 |
1,625.5 |
1,596.3 |
|
R3 |
1,619.3 |
1,611.1 |
1,592.4 |
|
R2 |
1,604.9 |
1,604.9 |
1,591.0 |
|
R1 |
1,596.7 |
1,596.7 |
1,589.7 |
1,593.6 |
PP |
1,590.5 |
1,590.5 |
1,590.5 |
1,589.0 |
S1 |
1,582.3 |
1,582.3 |
1,587.1 |
1,579.2 |
S2 |
1,576.1 |
1,576.1 |
1,585.8 |
|
S3 |
1,561.7 |
1,567.9 |
1,584.4 |
|
S4 |
1,547.3 |
1,553.5 |
1,580.5 |
|
|
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 |
1,598.8 |
1,560.4 |
38.4 |
2.4% |
15.0 |
0.9% |
73% |
True |
False |
149,789 |
10 |
1,602.5 |
1,560.4 |
42.1 |
2.7% |
17.4 |
1.1% |
67% |
False |
False |
157,229 |
20 |
1,655.0 |
1,554.3 |
100.7 |
6.3% |
22.2 |
1.4% |
34% |
False |
False |
178,672 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
19.6 |
1.2% |
23% |
False |
False |
136,986 |
60 |
1,706.1 |
1,554.3 |
151.8 |
9.6% |
20.0 |
1.3% |
22% |
False |
False |
94,745 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
19.1 |
1.2% |
17% |
False |
False |
71,701 |
100 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
18.5 |
1.2% |
17% |
False |
False |
57,682 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.6% |
18.0 |
1.1% |
14% |
False |
False |
48,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,660.0 |
2.618 |
1,636.5 |
1.618 |
1,622.1 |
1.000 |
1,613.2 |
0.618 |
1,607.7 |
HIGH |
1,598.8 |
0.618 |
1,593.3 |
0.500 |
1,591.6 |
0.382 |
1,589.9 |
LOW |
1,584.4 |
0.618 |
1,575.5 |
1.000 |
1,570.0 |
1.618 |
1,561.1 |
2.618 |
1,546.7 |
4.250 |
1,523.2 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,591.6 |
1,587.8 |
PP |
1,590.5 |
1,587.2 |
S1 |
1,589.5 |
1,586.7 |
|