Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,547.75 |
1,550.75 |
3.00 |
0.2% |
1,509.25 |
High |
1,551.25 |
1,557.25 |
6.00 |
0.4% |
1,547.75 |
Low |
1,542.25 |
1,549.00 |
6.75 |
0.4% |
1,501.50 |
Close |
1,550.00 |
1,556.00 |
6.00 |
0.4% |
1,544.50 |
Range |
9.00 |
8.25 |
-0.75 |
-8.3% |
46.25 |
ATR |
14.25 |
13.82 |
-0.43 |
-3.0% |
0.00 |
Volume |
1,653,624 |
1,528,894 |
-124,730 |
-7.5% |
3,762,193 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,578.75 |
1,575.75 |
1,560.50 |
|
R3 |
1,570.50 |
1,567.50 |
1,558.25 |
|
R2 |
1,562.25 |
1,562.25 |
1,557.50 |
|
R1 |
1,559.25 |
1,559.25 |
1,556.75 |
1,560.75 |
PP |
1,554.00 |
1,554.00 |
1,554.00 |
1,555.00 |
S1 |
1,551.00 |
1,551.00 |
1,555.25 |
1,552.50 |
S2 |
1,545.75 |
1,545.75 |
1,554.50 |
|
S3 |
1,537.50 |
1,542.75 |
1,553.75 |
|
S4 |
1,529.25 |
1,534.50 |
1,551.50 |
|
|
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 |
1,557.25 |
1,535.25 |
22.00 |
1.4% |
10.25 |
0.7% |
94% |
True |
False |
1,757,886 |
10 |
1,557.25 |
1,494.00 |
63.25 |
4.1% |
12.50 |
0.8% |
98% |
True |
False |
1,069,896 |
20 |
1,557.25 |
1,476.25 |
81.00 |
5.2% |
15.50 |
1.0% |
98% |
True |
False |
540,846 |
40 |
1,557.25 |
1,453.75 |
103.50 |
6.7% |
13.75 |
0.9% |
99% |
True |
False |
272,128 |
60 |
1,557.25 |
1,375.75 |
181.50 |
11.7% |
14.50 |
0.9% |
99% |
True |
False |
181,862 |
80 |
1,557.25 |
1,334.00 |
223.25 |
14.3% |
13.75 |
0.9% |
99% |
True |
False |
136,485 |
100 |
1,557.25 |
1,331.25 |
226.00 |
14.5% |
14.00 |
0.9% |
99% |
True |
False |
109,201 |
120 |
1,557.25 |
1,331.25 |
226.00 |
14.5% |
13.00 |
0.8% |
99% |
True |
False |
91,015 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,592.25 |
2.618 |
1,578.75 |
1.618 |
1,570.50 |
1.000 |
1,565.50 |
0.618 |
1,562.25 |
HIGH |
1,557.25 |
0.618 |
1,554.00 |
0.500 |
1,553.00 |
0.382 |
1,552.25 |
LOW |
1,549.00 |
0.618 |
1,544.00 |
1.000 |
1,540.75 |
1.618 |
1,535.75 |
2.618 |
1,527.50 |
4.250 |
1,514.00 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,555.00 |
1,553.75 |
PP |
1,554.00 |
1,551.75 |
S1 |
1,553.00 |
1,549.50 |
|