Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,592.0 |
1,586.7 |
-5.3 |
-0.3% |
1,578.0 |
High |
1,598.8 |
1,592.2 |
-6.6 |
-0.4% |
1,585.8 |
Low |
1,584.4 |
1,575.2 |
-9.2 |
-0.6% |
1,560.4 |
Close |
1,588.4 |
1,590.7 |
2.3 |
0.1% |
1,576.9 |
Range |
14.4 |
17.0 |
2.6 |
18.1% |
25.4 |
ATR |
19.8 |
19.6 |
-0.2 |
-1.0% |
0.0 |
Volume |
141,795 |
144,163 |
2,368 |
1.7% |
795,019 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.0 |
1,630.9 |
1,600.1 |
|
R3 |
1,620.0 |
1,613.9 |
1,595.4 |
|
R2 |
1,603.0 |
1,603.0 |
1,593.8 |
|
R1 |
1,596.9 |
1,596.9 |
1,592.3 |
1,600.0 |
PP |
1,586.0 |
1,586.0 |
1,586.0 |
1,587.6 |
S1 |
1,579.9 |
1,579.9 |
1,589.1 |
1,583.0 |
S2 |
1,569.0 |
1,569.0 |
1,587.6 |
|
S3 |
1,552.0 |
1,562.9 |
1,586.0 |
|
S4 |
1,535.0 |
1,545.9 |
1,581.4 |
|
|
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 |
1,598.8 |
1,560.4 |
38.4 |
2.4% |
16.2 |
1.0% |
79% |
False |
False |
150,307 |
10 |
1,598.8 |
1,560.4 |
38.4 |
2.4% |
16.3 |
1.0% |
79% |
False |
False |
152,629 |
20 |
1,650.0 |
1,554.3 |
95.7 |
6.0% |
22.3 |
1.4% |
38% |
False |
False |
179,338 |
40 |
1,699.9 |
1,554.3 |
145.6 |
9.2% |
19.6 |
1.2% |
25% |
False |
False |
140,224 |
60 |
1,706.1 |
1,554.3 |
151.8 |
9.5% |
20.1 |
1.3% |
24% |
False |
False |
97,086 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
19.0 |
1.2% |
18% |
False |
False |
73,474 |
100 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
18.6 |
1.2% |
18% |
False |
False |
59,117 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.6% |
18.0 |
1.1% |
15% |
False |
False |
49,430 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,664.5 |
2.618 |
1,636.7 |
1.618 |
1,619.7 |
1.000 |
1,609.2 |
0.618 |
1,602.7 |
HIGH |
1,592.2 |
0.618 |
1,585.7 |
0.500 |
1,583.7 |
0.382 |
1,581.7 |
LOW |
1,575.2 |
0.618 |
1,564.7 |
1.000 |
1,558.2 |
1.618 |
1,547.7 |
2.618 |
1,530.7 |
4.250 |
1,503.0 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,588.4 |
1,589.5 |
PP |
1,586.0 |
1,588.2 |
S1 |
1,583.7 |
1,587.0 |
|