Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,543.00 |
1,551.50 |
8.50 |
0.6% |
1,509.25 |
High |
1,551.75 |
1,551.50 |
-0.25 |
0.0% |
1,547.75 |
Low |
1,540.50 |
1,541.75 |
1.25 |
0.1% |
1,501.50 |
Close |
1,550.50 |
1,546.75 |
-3.75 |
-0.2% |
1,544.50 |
Range |
11.25 |
9.75 |
-1.50 |
-13.3% |
46.25 |
ATR |
15.03 |
14.66 |
-0.38 |
-2.5% |
0.00 |
Volume |
1,605,005 |
2,086,724 |
481,719 |
30.0% |
3,762,193 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,576.00 |
1,571.00 |
1,552.00 |
|
R3 |
1,566.25 |
1,561.25 |
1,549.50 |
|
R2 |
1,556.50 |
1,556.50 |
1,548.50 |
|
R1 |
1,551.50 |
1,551.50 |
1,547.75 |
1,549.00 |
PP |
1,546.75 |
1,546.75 |
1,546.75 |
1,545.50 |
S1 |
1,541.75 |
1,541.75 |
1,545.75 |
1,539.50 |
S2 |
1,537.00 |
1,537.00 |
1,545.00 |
|
S3 |
1,527.25 |
1,532.00 |
1,544.00 |
|
S4 |
1,517.50 |
1,522.25 |
1,541.50 |
|
|
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 |
1,551.75 |
1,532.00 |
19.75 |
1.3% |
10.00 |
0.6% |
75% |
False |
False |
1,407,639 |
10 |
1,551.75 |
1,484.25 |
67.50 |
4.4% |
15.00 |
1.0% |
93% |
False |
False |
755,826 |
20 |
1,551.75 |
1,476.25 |
75.50 |
4.9% |
15.50 |
1.0% |
93% |
False |
False |
382,161 |
40 |
1,551.75 |
1,450.50 |
101.25 |
6.5% |
13.75 |
0.9% |
95% |
False |
False |
192,601 |
60 |
1,551.75 |
1,375.75 |
176.00 |
11.4% |
14.50 |
0.9% |
97% |
False |
False |
128,824 |
80 |
1,551.75 |
1,331.25 |
220.50 |
14.3% |
13.75 |
0.9% |
98% |
False |
False |
96,707 |
100 |
1,551.75 |
1,331.25 |
220.50 |
14.3% |
14.00 |
0.9% |
98% |
False |
False |
77,376 |
120 |
1,551.75 |
1,331.25 |
220.50 |
14.3% |
13.00 |
0.8% |
98% |
False |
False |
64,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,593.00 |
2.618 |
1,577.00 |
1.618 |
1,567.25 |
1.000 |
1,561.25 |
0.618 |
1,557.50 |
HIGH |
1,551.50 |
0.618 |
1,547.75 |
0.500 |
1,546.50 |
0.382 |
1,545.50 |
LOW |
1,541.75 |
0.618 |
1,535.75 |
1.000 |
1,532.00 |
1.618 |
1,526.00 |
2.618 |
1,516.25 |
4.250 |
1,500.25 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,546.75 |
1,545.75 |
PP |
1,546.75 |
1,544.50 |
S1 |
1,546.50 |
1,543.50 |
|