Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,538.00 |
1,543.00 |
5.00 |
0.3% |
1,509.25 |
High |
1,547.75 |
1,551.75 |
4.00 |
0.3% |
1,547.75 |
Low |
1,535.25 |
1,540.50 |
5.25 |
0.3% |
1,501.50 |
Close |
1,544.50 |
1,550.50 |
6.00 |
0.4% |
1,544.50 |
Range |
12.50 |
11.25 |
-1.25 |
-10.0% |
46.25 |
ATR |
15.32 |
15.03 |
-0.29 |
-1.9% |
0.00 |
Volume |
1,915,186 |
1,605,005 |
-310,181 |
-16.2% |
3,762,193 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.25 |
1,577.25 |
1,556.75 |
|
R3 |
1,570.00 |
1,566.00 |
1,553.50 |
|
R2 |
1,558.75 |
1,558.75 |
1,552.50 |
|
R1 |
1,554.75 |
1,554.75 |
1,551.50 |
1,556.75 |
PP |
1,547.50 |
1,547.50 |
1,547.50 |
1,548.50 |
S1 |
1,543.50 |
1,543.50 |
1,549.50 |
1,545.50 |
S2 |
1,536.25 |
1,536.25 |
1,548.50 |
|
S3 |
1,525.00 |
1,532.25 |
1,547.50 |
|
S4 |
1,513.75 |
1,521.00 |
1,544.25 |
|
|
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 |
1,551.75 |
1,519.25 |
32.50 |
2.1% |
11.50 |
0.7% |
96% |
True |
False |
1,052,081 |
10 |
1,551.75 |
1,477.00 |
74.75 |
4.8% |
15.50 |
1.0% |
98% |
True |
False |
550,134 |
20 |
1,551.75 |
1,476.25 |
75.50 |
4.9% |
15.25 |
1.0% |
98% |
True |
False |
277,979 |
40 |
1,551.75 |
1,450.50 |
101.25 |
6.5% |
13.75 |
0.9% |
99% |
True |
False |
140,456 |
60 |
1,551.75 |
1,375.75 |
176.00 |
11.4% |
14.50 |
0.9% |
99% |
True |
False |
94,075 |
80 |
1,551.75 |
1,331.25 |
220.50 |
14.2% |
13.75 |
0.9% |
99% |
True |
False |
70,623 |
100 |
1,551.75 |
1,331.25 |
220.50 |
14.2% |
14.00 |
0.9% |
99% |
True |
False |
56,510 |
120 |
1,551.75 |
1,331.25 |
220.50 |
14.2% |
12.75 |
0.8% |
99% |
True |
False |
47,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,599.50 |
2.618 |
1,581.25 |
1.618 |
1,570.00 |
1.000 |
1,563.00 |
0.618 |
1,558.75 |
HIGH |
1,551.75 |
0.618 |
1,547.50 |
0.500 |
1,546.00 |
0.382 |
1,544.75 |
LOW |
1,540.50 |
0.618 |
1,533.50 |
1.000 |
1,529.25 |
1.618 |
1,522.25 |
2.618 |
1,511.00 |
4.250 |
1,492.75 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,549.00 |
1,547.75 |
PP |
1,547.50 |
1,545.00 |
S1 |
1,546.00 |
1,542.00 |
|