Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,520.75 |
1,533.50 |
12.75 |
0.8% |
1,508.75 |
High |
1,537.25 |
1,540.00 |
2.75 |
0.2% |
1,518.50 |
Low |
1,519.25 |
1,532.00 |
12.75 |
0.8% |
1,476.25 |
Close |
1,532.00 |
1,534.25 |
2.25 |
0.1% |
1,510.75 |
Range |
18.00 |
8.00 |
-10.00 |
-55.6% |
42.25 |
ATR |
16.75 |
16.12 |
-0.62 |
-3.7% |
0.00 |
Volume |
308,934 |
559,400 |
250,466 |
81.1% |
145,167 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,559.50 |
1,554.75 |
1,538.75 |
|
R3 |
1,551.50 |
1,546.75 |
1,536.50 |
|
R2 |
1,543.50 |
1,543.50 |
1,535.75 |
|
R1 |
1,538.75 |
1,538.75 |
1,535.00 |
1,541.00 |
PP |
1,535.50 |
1,535.50 |
1,535.50 |
1,536.50 |
S1 |
1,530.75 |
1,530.75 |
1,533.50 |
1,533.00 |
S2 |
1,527.50 |
1,527.50 |
1,532.75 |
|
S3 |
1,519.50 |
1,522.75 |
1,532.00 |
|
S4 |
1,511.50 |
1,514.75 |
1,529.75 |
|
|
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 |
1,540.00 |
1,494.00 |
46.00 |
3.0% |
16.25 |
1.1% |
88% |
True |
False |
210,623 |
10 |
1,540.00 |
1,476.25 |
63.75 |
4.2% |
19.25 |
1.3% |
91% |
True |
False |
114,519 |
20 |
1,540.00 |
1,476.25 |
63.75 |
4.2% |
15.50 |
1.0% |
91% |
True |
False |
59,204 |
40 |
1,540.00 |
1,440.00 |
100.00 |
6.5% |
13.75 |
0.9% |
94% |
True |
False |
30,803 |
60 |
1,540.00 |
1,375.75 |
164.25 |
10.7% |
14.50 |
0.9% |
96% |
True |
False |
20,875 |
80 |
1,540.00 |
1,331.25 |
208.75 |
13.6% |
14.00 |
0.9% |
97% |
True |
False |
15,727 |
100 |
1,540.00 |
1,331.25 |
208.75 |
13.6% |
14.00 |
0.9% |
97% |
True |
False |
12,595 |
120 |
1,540.00 |
1,331.25 |
208.75 |
13.6% |
12.50 |
0.8% |
97% |
True |
False |
10,509 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,574.00 |
2.618 |
1,561.00 |
1.618 |
1,553.00 |
1.000 |
1,548.00 |
0.618 |
1,545.00 |
HIGH |
1,540.00 |
0.618 |
1,537.00 |
0.500 |
1,536.00 |
0.382 |
1,535.00 |
LOW |
1,532.00 |
0.618 |
1,527.00 |
1.000 |
1,524.00 |
1.618 |
1,519.00 |
2.618 |
1,511.00 |
4.250 |
1,498.00 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,536.00 |
1,529.75 |
PP |
1,535.50 |
1,525.25 |
S1 |
1,534.75 |
1,520.75 |
|