Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,535.00 |
1,538.00 |
3.00 |
0.2% |
1,509.25 |
High |
1,540.50 |
1,547.75 |
7.25 |
0.5% |
1,547.75 |
Low |
1,532.50 |
1,535.25 |
2.75 |
0.2% |
1,501.50 |
Close |
1,537.75 |
1,544.50 |
6.75 |
0.4% |
1,544.50 |
Range |
8.00 |
12.50 |
4.50 |
56.3% |
46.25 |
ATR |
15.54 |
15.32 |
-0.22 |
-1.4% |
0.00 |
Volume |
871,884 |
1,915,186 |
1,043,302 |
119.7% |
3,762,193 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,580.00 |
1,574.75 |
1,551.50 |
|
R3 |
1,567.50 |
1,562.25 |
1,548.00 |
|
R2 |
1,555.00 |
1,555.00 |
1,546.75 |
|
R1 |
1,549.75 |
1,549.75 |
1,545.75 |
1,552.50 |
PP |
1,542.50 |
1,542.50 |
1,542.50 |
1,543.75 |
S1 |
1,537.25 |
1,537.25 |
1,543.25 |
1,540.00 |
S2 |
1,530.00 |
1,530.00 |
1,542.25 |
|
S3 |
1,517.50 |
1,524.75 |
1,541.00 |
|
S4 |
1,505.00 |
1,512.25 |
1,537.50 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,670.00 |
1,653.50 |
1,570.00 |
|
R3 |
1,623.75 |
1,607.25 |
1,557.25 |
|
R2 |
1,577.50 |
1,577.50 |
1,553.00 |
|
R1 |
1,561.00 |
1,561.00 |
1,548.75 |
1,569.25 |
PP |
1,531.25 |
1,531.25 |
1,531.25 |
1,535.50 |
S1 |
1,514.75 |
1,514.75 |
1,540.25 |
1,523.00 |
S2 |
1,485.00 |
1,485.00 |
1,536.00 |
|
S3 |
1,438.75 |
1,468.50 |
1,531.75 |
|
S4 |
1,392.50 |
1,422.25 |
1,519.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,547.75 |
1,501.50 |
46.25 |
3.0% |
13.25 |
0.9% |
93% |
True |
False |
752,438 |
10 |
1,547.75 |
1,476.25 |
71.50 |
4.6% |
18.75 |
1.2% |
95% |
True |
False |
390,736 |
20 |
1,547.75 |
1,476.25 |
71.50 |
4.6% |
15.25 |
1.0% |
95% |
True |
False |
198,262 |
40 |
1,547.75 |
1,448.25 |
99.50 |
6.4% |
14.00 |
0.9% |
97% |
True |
False |
100,427 |
60 |
1,547.75 |
1,375.75 |
172.00 |
11.1% |
14.50 |
0.9% |
98% |
True |
False |
67,325 |
80 |
1,547.75 |
1,331.25 |
216.50 |
14.0% |
13.75 |
0.9% |
98% |
True |
False |
50,561 |
100 |
1,547.75 |
1,331.25 |
216.50 |
14.0% |
14.00 |
0.9% |
98% |
True |
False |
40,461 |
120 |
1,547.75 |
1,331.25 |
216.50 |
14.0% |
12.75 |
0.8% |
98% |
True |
False |
33,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,601.00 |
2.618 |
1,580.50 |
1.618 |
1,568.00 |
1.000 |
1,560.25 |
0.618 |
1,555.50 |
HIGH |
1,547.75 |
0.618 |
1,543.00 |
0.500 |
1,541.50 |
0.382 |
1,540.00 |
LOW |
1,535.25 |
0.618 |
1,527.50 |
1.000 |
1,522.75 |
1.618 |
1,515.00 |
2.618 |
1,502.50 |
4.250 |
1,482.00 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,543.50 |
1,543.00 |
PP |
1,542.50 |
1,541.50 |
S1 |
1,541.50 |
1,540.00 |
|