Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,510.00 |
1,506.25 |
-3.75 |
-0.2% |
1,508.75 |
High |
1,518.50 |
1,513.00 |
-5.50 |
-0.4% |
1,518.50 |
Low |
1,503.00 |
1,494.00 |
-9.00 |
-0.6% |
1,476.25 |
Close |
1,507.50 |
1,510.75 |
3.25 |
0.2% |
1,510.75 |
Range |
15.50 |
19.00 |
3.50 |
22.6% |
42.25 |
ATR |
16.17 |
16.37 |
0.20 |
1.2% |
0.00 |
Volume |
15,475 |
62,521 |
47,046 |
304.0% |
145,167 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.00 |
1,555.75 |
1,521.25 |
|
R3 |
1,544.00 |
1,536.75 |
1,516.00 |
|
R2 |
1,525.00 |
1,525.00 |
1,514.25 |
|
R1 |
1,517.75 |
1,517.75 |
1,512.50 |
1,521.50 |
PP |
1,506.00 |
1,506.00 |
1,506.00 |
1,507.75 |
S1 |
1,498.75 |
1,498.75 |
1,509.00 |
1,502.50 |
S2 |
1,487.00 |
1,487.00 |
1,507.25 |
|
S3 |
1,468.00 |
1,479.75 |
1,505.50 |
|
S4 |
1,449.00 |
1,460.75 |
1,500.25 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,628.50 |
1,612.00 |
1,534.00 |
|
R3 |
1,586.25 |
1,569.75 |
1,522.25 |
|
R2 |
1,544.00 |
1,544.00 |
1,518.50 |
|
R1 |
1,527.50 |
1,527.50 |
1,514.50 |
1,535.75 |
PP |
1,501.75 |
1,501.75 |
1,501.75 |
1,506.00 |
S1 |
1,485.25 |
1,485.25 |
1,507.00 |
1,493.50 |
S2 |
1,459.50 |
1,459.50 |
1,503.00 |
|
S3 |
1,417.25 |
1,443.00 |
1,499.25 |
|
S4 |
1,375.00 |
1,400.75 |
1,487.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,518.50 |
1,476.25 |
42.25 |
2.8% |
24.00 |
1.6% |
82% |
False |
False |
29,033 |
10 |
1,523.75 |
1,476.25 |
47.50 |
3.1% |
19.25 |
1.3% |
73% |
False |
False |
17,793 |
20 |
1,523.75 |
1,476.25 |
47.50 |
3.1% |
15.75 |
1.0% |
73% |
False |
False |
11,078 |
40 |
1,523.75 |
1,440.00 |
83.75 |
5.5% |
13.50 |
0.9% |
84% |
False |
False |
6,544 |
60 |
1,523.75 |
1,375.75 |
148.00 |
9.8% |
14.25 |
0.9% |
91% |
False |
False |
4,657 |
80 |
1,523.75 |
1,331.25 |
192.50 |
12.7% |
14.25 |
0.9% |
93% |
False |
False |
3,539 |
100 |
1,523.75 |
1,331.25 |
192.50 |
12.7% |
13.75 |
0.9% |
93% |
False |
False |
2,847 |
120 |
1,523.75 |
1,331.25 |
192.50 |
12.7% |
12.25 |
0.8% |
93% |
False |
False |
2,383 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,593.75 |
2.618 |
1,562.75 |
1.618 |
1,543.75 |
1.000 |
1,532.00 |
0.618 |
1,524.75 |
HIGH |
1,513.00 |
0.618 |
1,505.75 |
0.500 |
1,503.50 |
0.382 |
1,501.25 |
LOW |
1,494.00 |
0.618 |
1,482.25 |
1.000 |
1,475.00 |
1.618 |
1,463.25 |
2.618 |
1,444.25 |
4.250 |
1,413.25 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,508.25 |
1,507.50 |
PP |
1,506.00 |
1,504.50 |
S1 |
1,503.50 |
1,501.50 |
|