Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,509.25 |
1,520.75 |
11.50 |
0.8% |
1,508.75 |
High |
1,521.75 |
1,537.25 |
15.50 |
1.0% |
1,518.50 |
Low |
1,501.50 |
1,519.25 |
17.75 |
1.2% |
1,476.25 |
Close |
1,520.00 |
1,532.00 |
12.00 |
0.8% |
1,510.75 |
Range |
20.25 |
18.00 |
-2.25 |
-11.1% |
42.25 |
ATR |
16.65 |
16.75 |
0.10 |
0.6% |
0.00 |
Volume |
106,789 |
308,934 |
202,145 |
189.3% |
145,167 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,583.50 |
1,575.75 |
1,542.00 |
|
R3 |
1,565.50 |
1,557.75 |
1,537.00 |
|
R2 |
1,547.50 |
1,547.50 |
1,535.25 |
|
R1 |
1,539.75 |
1,539.75 |
1,533.75 |
1,543.50 |
PP |
1,529.50 |
1,529.50 |
1,529.50 |
1,531.50 |
S1 |
1,521.75 |
1,521.75 |
1,530.25 |
1,525.50 |
S2 |
1,511.50 |
1,511.50 |
1,528.75 |
|
S3 |
1,493.50 |
1,503.75 |
1,527.00 |
|
S4 |
1,475.50 |
1,485.75 |
1,522.00 |
|
|
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 |
1,537.25 |
1,484.25 |
53.00 |
3.5% |
20.25 |
1.3% |
90% |
True |
False |
104,012 |
10 |
1,537.25 |
1,476.25 |
61.00 |
4.0% |
20.75 |
1.4% |
91% |
True |
False |
58,971 |
20 |
1,537.25 |
1,476.25 |
61.00 |
4.0% |
16.25 |
1.1% |
91% |
True |
False |
31,641 |
40 |
1,537.25 |
1,440.00 |
97.25 |
6.3% |
13.75 |
0.9% |
95% |
True |
False |
16,843 |
60 |
1,537.25 |
1,375.75 |
161.50 |
10.5% |
14.50 |
0.9% |
97% |
True |
False |
11,568 |
80 |
1,537.25 |
1,331.25 |
206.00 |
13.4% |
14.50 |
0.9% |
97% |
True |
False |
8,735 |
100 |
1,537.25 |
1,331.25 |
206.00 |
13.4% |
14.00 |
0.9% |
97% |
True |
False |
7,002 |
120 |
1,537.25 |
1,331.25 |
206.00 |
13.4% |
12.50 |
0.8% |
97% |
True |
False |
5,848 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,613.75 |
2.618 |
1,584.25 |
1.618 |
1,566.25 |
1.000 |
1,555.25 |
0.618 |
1,548.25 |
HIGH |
1,537.25 |
0.618 |
1,530.25 |
0.500 |
1,528.25 |
0.382 |
1,526.25 |
LOW |
1,519.25 |
0.618 |
1,508.25 |
1.000 |
1,501.25 |
1.618 |
1,490.25 |
2.618 |
1,472.25 |
4.250 |
1,442.75 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,530.75 |
1,526.50 |
PP |
1,529.50 |
1,521.00 |
S1 |
1,528.25 |
1,515.50 |
|