Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,550.75 |
1,554.50 |
3.75 |
0.2% |
1,543.00 |
High |
1,557.25 |
1,558.75 |
1.50 |
0.1% |
1,558.75 |
Low |
1,549.00 |
1,549.00 |
0.00 |
0.0% |
1,540.50 |
Close |
1,556.00 |
1,553.50 |
-2.50 |
-0.2% |
1,553.50 |
Range |
8.25 |
9.75 |
1.50 |
18.2% |
18.25 |
ATR |
13.82 |
13.53 |
-0.29 |
-2.1% |
0.00 |
Volume |
1,528,894 |
1,699,828 |
170,934 |
11.2% |
8,574,075 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,583.00 |
1,578.00 |
1,558.75 |
|
R3 |
1,573.25 |
1,568.25 |
1,556.25 |
|
R2 |
1,563.50 |
1,563.50 |
1,555.25 |
|
R1 |
1,558.50 |
1,558.50 |
1,554.50 |
1,556.00 |
PP |
1,553.75 |
1,553.75 |
1,553.75 |
1,552.50 |
S1 |
1,548.75 |
1,548.75 |
1,552.50 |
1,546.50 |
S2 |
1,544.00 |
1,544.00 |
1,551.75 |
|
S3 |
1,534.25 |
1,539.00 |
1,550.75 |
|
S4 |
1,524.50 |
1,529.25 |
1,548.25 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,605.75 |
1,597.75 |
1,563.50 |
|
R3 |
1,587.50 |
1,579.50 |
1,558.50 |
|
R2 |
1,569.25 |
1,569.25 |
1,556.75 |
|
R1 |
1,561.25 |
1,561.25 |
1,555.25 |
1,565.25 |
PP |
1,551.00 |
1,551.00 |
1,551.00 |
1,553.00 |
S1 |
1,543.00 |
1,543.00 |
1,551.75 |
1,547.00 |
S2 |
1,532.75 |
1,532.75 |
1,550.25 |
|
S3 |
1,514.50 |
1,524.75 |
1,548.50 |
|
S4 |
1,496.25 |
1,506.50 |
1,543.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,558.75 |
1,540.50 |
18.25 |
1.2% |
9.50 |
0.6% |
71% |
True |
False |
1,714,815 |
10 |
1,558.75 |
1,501.50 |
57.25 |
3.7% |
11.50 |
0.7% |
91% |
True |
False |
1,233,626 |
20 |
1,558.75 |
1,476.25 |
82.50 |
5.3% |
15.50 |
1.0% |
94% |
True |
False |
625,709 |
40 |
1,558.75 |
1,454.75 |
104.00 |
6.7% |
13.75 |
0.9% |
95% |
True |
False |
314,603 |
60 |
1,558.75 |
1,375.75 |
183.00 |
11.8% |
14.25 |
0.9% |
97% |
True |
False |
210,190 |
80 |
1,558.75 |
1,350.00 |
208.75 |
13.4% |
13.75 |
0.9% |
97% |
True |
False |
157,730 |
100 |
1,558.75 |
1,331.25 |
227.50 |
14.6% |
13.75 |
0.9% |
98% |
True |
False |
126,199 |
120 |
1,558.75 |
1,331.25 |
227.50 |
14.6% |
13.00 |
0.8% |
98% |
True |
False |
105,176 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,600.25 |
2.618 |
1,584.25 |
1.618 |
1,574.50 |
1.000 |
1,568.50 |
0.618 |
1,564.75 |
HIGH |
1,558.75 |
0.618 |
1,555.00 |
0.500 |
1,554.00 |
0.382 |
1,552.75 |
LOW |
1,549.00 |
0.618 |
1,543.00 |
1.000 |
1,539.25 |
1.618 |
1,533.25 |
2.618 |
1,523.50 |
4.250 |
1,507.50 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,554.00 |
1,552.50 |
PP |
1,553.75 |
1,551.50 |
S1 |
1,553.50 |
1,550.50 |
|