Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,589.4 |
1,597.0 |
7.6 |
0.5% |
1,578.3 |
High |
1,597.9 |
1,610.4 |
12.5 |
0.8% |
1,598.8 |
Low |
1,587.3 |
1,589.6 |
2.3 |
0.1% |
1,574.5 |
Close |
1,592.6 |
1,604.6 |
12.0 |
0.8% |
1,592.6 |
Range |
10.6 |
20.8 |
10.2 |
96.2% |
24.3 |
ATR |
19.0 |
19.1 |
0.1 |
0.7% |
0.0 |
Volume |
98,990 |
176,071 |
77,081 |
77.9% |
636,572 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.9 |
1,655.1 |
1,616.0 |
|
R3 |
1,643.1 |
1,634.3 |
1,610.3 |
|
R2 |
1,622.3 |
1,622.3 |
1,608.4 |
|
R1 |
1,613.5 |
1,613.5 |
1,606.5 |
1,617.9 |
PP |
1,601.5 |
1,601.5 |
1,601.5 |
1,603.8 |
S1 |
1,592.7 |
1,592.7 |
1,602.7 |
1,597.1 |
S2 |
1,580.7 |
1,580.7 |
1,600.8 |
|
S3 |
1,559.9 |
1,571.9 |
1,598.9 |
|
S4 |
1,539.1 |
1,551.1 |
1,593.2 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,661.5 |
1,651.4 |
1,606.0 |
|
R3 |
1,637.2 |
1,627.1 |
1,599.3 |
|
R2 |
1,612.9 |
1,612.9 |
1,597.1 |
|
R1 |
1,602.8 |
1,602.8 |
1,594.8 |
1,607.9 |
PP |
1,588.6 |
1,588.6 |
1,588.6 |
1,591.2 |
S1 |
1,578.5 |
1,578.5 |
1,590.4 |
1,583.6 |
S2 |
1,564.3 |
1,564.3 |
1,588.1 |
|
S3 |
1,540.0 |
1,554.2 |
1,585.9 |
|
S4 |
1,515.7 |
1,529.9 |
1,579.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,610.4 |
1,575.2 |
35.2 |
2.2% |
16.3 |
1.0% |
84% |
True |
False |
142,286 |
10 |
1,610.4 |
1,560.4 |
50.0 |
3.1% |
15.6 |
1.0% |
88% |
True |
False |
148,475 |
20 |
1,619.7 |
1,554.3 |
65.4 |
4.1% |
21.0 |
1.3% |
77% |
False |
False |
171,451 |
40 |
1,698.0 |
1,554.3 |
143.7 |
9.0% |
19.3 |
1.2% |
35% |
False |
False |
145,689 |
60 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.7 |
1.2% |
35% |
False |
False |
101,535 |
80 |
1,757.9 |
1,554.3 |
203.6 |
12.7% |
19.1 |
1.2% |
25% |
False |
False |
76,859 |
100 |
1,757.9 |
1,554.3 |
203.6 |
12.7% |
18.5 |
1.2% |
25% |
False |
False |
61,845 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.4% |
18.0 |
1.1% |
20% |
False |
False |
51,701 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,698.8 |
2.618 |
1,664.9 |
1.618 |
1,644.1 |
1.000 |
1,631.2 |
0.618 |
1,623.3 |
HIGH |
1,610.4 |
0.618 |
1,602.5 |
0.500 |
1,600.0 |
0.382 |
1,597.5 |
LOW |
1,589.6 |
0.618 |
1,576.7 |
1.000 |
1,568.8 |
1.618 |
1,555.9 |
2.618 |
1,535.1 |
4.250 |
1,501.2 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,603.1 |
1,600.7 |
PP |
1,601.5 |
1,596.7 |
S1 |
1,600.0 |
1,592.8 |
|