Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,506.25 |
1,509.25 |
3.00 |
0.2% |
1,508.75 |
High |
1,513.00 |
1,521.75 |
8.75 |
0.6% |
1,518.50 |
Low |
1,494.00 |
1,501.50 |
7.50 |
0.5% |
1,476.25 |
Close |
1,510.75 |
1,520.00 |
9.25 |
0.6% |
1,510.75 |
Range |
19.00 |
20.25 |
1.25 |
6.6% |
42.25 |
ATR |
16.37 |
16.65 |
0.28 |
1.7% |
0.00 |
Volume |
62,521 |
106,789 |
44,268 |
70.8% |
145,167 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,575.25 |
1,567.75 |
1,531.25 |
|
R3 |
1,555.00 |
1,547.50 |
1,525.50 |
|
R2 |
1,534.75 |
1,534.75 |
1,523.75 |
|
R1 |
1,527.25 |
1,527.25 |
1,521.75 |
1,531.00 |
PP |
1,514.50 |
1,514.50 |
1,514.50 |
1,516.25 |
S1 |
1,507.00 |
1,507.00 |
1,518.25 |
1,510.75 |
S2 |
1,494.25 |
1,494.25 |
1,516.25 |
|
S3 |
1,474.00 |
1,486.75 |
1,514.50 |
|
S4 |
1,453.75 |
1,466.50 |
1,508.75 |
|
|
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 |
1,521.75 |
1,477.00 |
44.75 |
2.9% |
19.50 |
1.3% |
96% |
True |
False |
48,187 |
10 |
1,523.75 |
1,476.25 |
47.50 |
3.1% |
20.25 |
1.3% |
92% |
False |
False |
28,337 |
20 |
1,523.75 |
1,476.25 |
47.50 |
3.1% |
16.00 |
1.1% |
92% |
False |
False |
16,327 |
40 |
1,523.75 |
1,440.00 |
83.75 |
5.5% |
13.75 |
0.9% |
96% |
False |
False |
9,131 |
60 |
1,523.75 |
1,375.75 |
148.00 |
9.7% |
14.50 |
1.0% |
97% |
False |
False |
6,428 |
80 |
1,523.75 |
1,331.25 |
192.50 |
12.7% |
14.50 |
0.9% |
98% |
False |
False |
4,874 |
100 |
1,523.75 |
1,331.25 |
192.50 |
12.7% |
14.00 |
0.9% |
98% |
False |
False |
3,915 |
120 |
1,523.75 |
1,331.25 |
192.50 |
12.7% |
12.50 |
0.8% |
98% |
False |
False |
3,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,607.75 |
2.618 |
1,574.75 |
1.618 |
1,554.50 |
1.000 |
1,542.00 |
0.618 |
1,534.25 |
HIGH |
1,521.75 |
0.618 |
1,514.00 |
0.500 |
1,511.50 |
0.382 |
1,509.25 |
LOW |
1,501.50 |
0.618 |
1,489.00 |
1.000 |
1,481.25 |
1.618 |
1,468.75 |
2.618 |
1,448.50 |
4.250 |
1,415.50 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,517.25 |
1,516.00 |
PP |
1,514.50 |
1,512.00 |
S1 |
1,511.50 |
1,508.00 |
|