Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,598.5 |
1,604.7 |
6.2 |
0.4% |
1,597.0 |
High |
1,608.1 |
1,606.6 |
-1.5 |
-0.1% |
1,616.5 |
Low |
1,590.3 |
1,593.6 |
3.3 |
0.2% |
1,589.6 |
Close |
1,606.2 |
1,594.8 |
-11.4 |
-0.7% |
1,606.1 |
Range |
17.8 |
13.0 |
-4.8 |
-27.0% |
26.9 |
ATR |
17.8 |
17.4 |
-0.3 |
-1.9% |
0.0 |
Volume |
50,450 |
4,717 |
-45,733 |
-90.7% |
738,842 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.3 |
1,629.1 |
1,602.0 |
|
R3 |
1,624.3 |
1,616.1 |
1,598.4 |
|
R2 |
1,611.3 |
1,611.3 |
1,597.2 |
|
R1 |
1,603.1 |
1,603.1 |
1,596.0 |
1,600.7 |
PP |
1,598.3 |
1,598.3 |
1,598.3 |
1,597.2 |
S1 |
1,590.1 |
1,590.1 |
1,593.6 |
1,587.7 |
S2 |
1,585.3 |
1,585.3 |
1,592.4 |
|
S3 |
1,572.3 |
1,577.1 |
1,591.2 |
|
S4 |
1,559.3 |
1,564.1 |
1,587.7 |
|
|
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 |
1,615.3 |
1,588.4 |
26.9 |
1.7% |
15.9 |
1.0% |
24% |
False |
False |
118,693 |
10 |
1,616.5 |
1,587.3 |
29.2 |
1.8% |
15.4 |
1.0% |
26% |
False |
False |
129,257 |
20 |
1,616.5 |
1,560.4 |
56.1 |
3.5% |
15.9 |
1.0% |
61% |
False |
False |
140,943 |
40 |
1,687.0 |
1,554.3 |
132.7 |
8.3% |
19.5 |
1.2% |
31% |
False |
False |
157,192 |
60 |
1,699.9 |
1,554.3 |
145.6 |
9.1% |
19.3 |
1.2% |
28% |
False |
False |
117,848 |
80 |
1,726.7 |
1,554.3 |
172.4 |
10.8% |
19.0 |
1.2% |
23% |
False |
False |
89,274 |
100 |
1,757.9 |
1,554.3 |
203.6 |
12.8% |
18.8 |
1.2% |
20% |
False |
False |
71,955 |
120 |
1,801.8 |
1,554.3 |
247.5 |
15.5% |
17.9 |
1.1% |
16% |
False |
False |
60,093 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,661.9 |
2.618 |
1,640.6 |
1.618 |
1,627.6 |
1.000 |
1,619.6 |
0.618 |
1,614.6 |
HIGH |
1,606.6 |
0.618 |
1,601.6 |
0.500 |
1,600.1 |
0.382 |
1,598.6 |
LOW |
1,593.6 |
0.618 |
1,585.6 |
1.000 |
1,580.6 |
1.618 |
1,572.6 |
2.618 |
1,559.6 |
4.250 |
1,538.4 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,600.1 |
1,599.2 |
PP |
1,598.3 |
1,597.7 |
S1 |
1,596.6 |
1,596.3 |
|