Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,605.7 |
1,614.0 |
8.3 |
0.5% |
1,597.0 |
High |
1,616.5 |
1,615.3 |
-1.2 |
-0.1% |
1,616.5 |
Low |
1,603.6 |
1,602.6 |
-1.0 |
-0.1% |
1,589.6 |
Close |
1,613.8 |
1,606.1 |
-7.7 |
-0.5% |
1,606.1 |
Range |
12.9 |
12.7 |
-0.2 |
-1.6% |
26.9 |
ATR |
18.2 |
17.8 |
-0.4 |
-2.1% |
0.0 |
Volume |
130,590 |
138,726 |
8,136 |
6.2% |
738,842 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.1 |
1,638.8 |
1,613.1 |
|
R3 |
1,633.4 |
1,626.1 |
1,609.6 |
|
R2 |
1,620.7 |
1,620.7 |
1,608.4 |
|
R1 |
1,613.4 |
1,613.4 |
1,607.3 |
1,610.7 |
PP |
1,608.0 |
1,608.0 |
1,608.0 |
1,606.7 |
S1 |
1,600.7 |
1,600.7 |
1,604.9 |
1,598.0 |
S2 |
1,595.3 |
1,595.3 |
1,603.8 |
|
S3 |
1,582.6 |
1,588.0 |
1,602.6 |
|
S4 |
1,569.9 |
1,575.3 |
1,599.1 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.8 |
1,672.3 |
1,620.9 |
|
R3 |
1,657.9 |
1,645.4 |
1,613.5 |
|
R2 |
1,631.0 |
1,631.0 |
1,611.0 |
|
R1 |
1,618.5 |
1,618.5 |
1,608.6 |
1,624.8 |
PP |
1,604.1 |
1,604.1 |
1,604.1 |
1,607.2 |
S1 |
1,591.6 |
1,591.6 |
1,603.6 |
1,597.9 |
S2 |
1,577.2 |
1,577.2 |
1,601.2 |
|
S3 |
1,550.3 |
1,564.7 |
1,598.7 |
|
S4 |
1,523.4 |
1,537.8 |
1,591.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,616.5 |
1,589.6 |
26.9 |
1.7% |
15.3 |
1.0% |
61% |
False |
False |
147,768 |
10 |
1,616.5 |
1,574.5 |
42.0 |
2.6% |
14.6 |
0.9% |
75% |
False |
False |
137,541 |
20 |
1,619.7 |
1,560.4 |
59.3 |
3.7% |
18.0 |
1.1% |
77% |
False |
False |
157,270 |
40 |
1,687.0 |
1,554.3 |
132.7 |
8.3% |
19.3 |
1.2% |
39% |
False |
False |
156,728 |
60 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.3 |
1.2% |
36% |
False |
False |
110,503 |
80 |
1,755.9 |
1,554.3 |
201.6 |
12.6% |
19.2 |
1.2% |
26% |
False |
False |
83,806 |
100 |
1,757.9 |
1,554.3 |
203.6 |
12.7% |
18.5 |
1.1% |
25% |
False |
False |
67,430 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.4% |
17.8 |
1.1% |
21% |
False |
False |
56,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,669.3 |
2.618 |
1,648.5 |
1.618 |
1,635.8 |
1.000 |
1,628.0 |
0.618 |
1,623.1 |
HIGH |
1,615.3 |
0.618 |
1,610.4 |
0.500 |
1,609.0 |
0.382 |
1,607.5 |
LOW |
1,602.6 |
0.618 |
1,594.8 |
1.000 |
1,589.9 |
1.618 |
1,582.1 |
2.618 |
1,569.4 |
4.250 |
1,548.6 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,609.0 |
1,608.1 |
PP |
1,608.0 |
1,607.4 |
S1 |
1,607.1 |
1,606.8 |
|