Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,533.50 |
1,535.00 |
1.50 |
0.1% |
1,508.75 |
High |
1,540.00 |
1,540.50 |
0.50 |
0.0% |
1,518.50 |
Low |
1,532.00 |
1,532.50 |
0.50 |
0.0% |
1,476.25 |
Close |
1,534.25 |
1,537.75 |
3.50 |
0.2% |
1,510.75 |
Range |
8.00 |
8.00 |
0.00 |
0.0% |
42.25 |
ATR |
16.12 |
15.54 |
-0.58 |
-3.6% |
0.00 |
Volume |
559,400 |
871,884 |
312,484 |
55.9% |
145,167 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,561.00 |
1,557.25 |
1,542.25 |
|
R3 |
1,553.00 |
1,549.25 |
1,540.00 |
|
R2 |
1,545.00 |
1,545.00 |
1,539.25 |
|
R1 |
1,541.25 |
1,541.25 |
1,538.50 |
1,543.00 |
PP |
1,537.00 |
1,537.00 |
1,537.00 |
1,537.75 |
S1 |
1,533.25 |
1,533.25 |
1,537.00 |
1,535.00 |
S2 |
1,529.00 |
1,529.00 |
1,536.25 |
|
S3 |
1,521.00 |
1,525.25 |
1,535.50 |
|
S4 |
1,513.00 |
1,517.25 |
1,533.25 |
|
|
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 |
1,540.50 |
1,494.00 |
46.50 |
3.0% |
14.75 |
1.0% |
94% |
True |
False |
381,905 |
10 |
1,540.50 |
1,476.25 |
64.25 |
4.2% |
18.75 |
1.2% |
96% |
True |
False |
200,982 |
20 |
1,540.50 |
1,476.25 |
64.25 |
4.2% |
15.50 |
1.0% |
96% |
True |
False |
102,697 |
40 |
1,540.50 |
1,445.00 |
95.50 |
6.2% |
13.75 |
0.9% |
97% |
True |
False |
52,561 |
60 |
1,540.50 |
1,375.75 |
164.75 |
10.7% |
14.50 |
0.9% |
98% |
True |
False |
35,406 |
80 |
1,540.50 |
1,331.25 |
209.25 |
13.6% |
14.00 |
0.9% |
99% |
True |
False |
26,622 |
100 |
1,540.50 |
1,331.25 |
209.25 |
13.6% |
14.00 |
0.9% |
99% |
True |
False |
21,314 |
120 |
1,540.50 |
1,331.25 |
209.25 |
13.6% |
12.75 |
0.8% |
99% |
True |
False |
17,775 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,574.50 |
2.618 |
1,561.50 |
1.618 |
1,553.50 |
1.000 |
1,548.50 |
0.618 |
1,545.50 |
HIGH |
1,540.50 |
0.618 |
1,537.50 |
0.500 |
1,536.50 |
0.382 |
1,535.50 |
LOW |
1,532.50 |
0.618 |
1,527.50 |
1.000 |
1,524.50 |
1.618 |
1,519.50 |
2.618 |
1,511.50 |
4.250 |
1,498.50 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,537.25 |
1,535.00 |
PP |
1,537.00 |
1,532.50 |
S1 |
1,536.50 |
1,530.00 |
|