Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,554.50 |
1,544.00 |
-10.50 |
-0.7% |
1,543.00 |
High |
1,558.75 |
1,552.50 |
-6.25 |
-0.4% |
1,558.75 |
Low |
1,549.00 |
1,529.50 |
-19.50 |
-1.3% |
1,540.50 |
Close |
1,553.50 |
1,546.75 |
-6.75 |
-0.4% |
1,553.50 |
Range |
9.75 |
23.00 |
13.25 |
135.9% |
18.25 |
ATR |
13.53 |
14.28 |
0.75 |
5.5% |
0.00 |
Volume |
1,699,828 |
2,193,099 |
493,271 |
29.0% |
8,574,075 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,612.00 |
1,602.25 |
1,559.50 |
|
R3 |
1,589.00 |
1,579.25 |
1,553.00 |
|
R2 |
1,566.00 |
1,566.00 |
1,551.00 |
|
R1 |
1,556.25 |
1,556.25 |
1,548.75 |
1,561.00 |
PP |
1,543.00 |
1,543.00 |
1,543.00 |
1,545.25 |
S1 |
1,533.25 |
1,533.25 |
1,544.75 |
1,538.00 |
S2 |
1,520.00 |
1,520.00 |
1,542.50 |
|
S3 |
1,497.00 |
1,510.25 |
1,540.50 |
|
S4 |
1,474.00 |
1,487.25 |
1,534.00 |
|
|
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 |
1,529.50 |
29.25 |
1.9% |
12.00 |
0.8% |
59% |
False |
True |
1,832,433 |
10 |
1,558.75 |
1,519.25 |
39.50 |
2.6% |
11.75 |
0.8% |
70% |
False |
False |
1,442,257 |
20 |
1,558.75 |
1,476.25 |
82.50 |
5.3% |
16.00 |
1.0% |
85% |
False |
False |
735,297 |
40 |
1,558.75 |
1,464.00 |
94.75 |
6.1% |
14.00 |
0.9% |
87% |
False |
False |
369,420 |
60 |
1,558.75 |
1,375.75 |
183.00 |
11.8% |
14.25 |
0.9% |
93% |
False |
False |
246,737 |
80 |
1,558.75 |
1,364.00 |
194.75 |
12.6% |
13.75 |
0.9% |
94% |
False |
False |
185,130 |
100 |
1,558.75 |
1,331.25 |
227.50 |
14.7% |
14.00 |
0.9% |
95% |
False |
False |
148,130 |
120 |
1,558.75 |
1,331.25 |
227.50 |
14.7% |
13.25 |
0.9% |
95% |
False |
False |
123,452 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,650.25 |
2.618 |
1,612.75 |
1.618 |
1,589.75 |
1.000 |
1,575.50 |
0.618 |
1,566.75 |
HIGH |
1,552.50 |
0.618 |
1,543.75 |
0.500 |
1,541.00 |
0.382 |
1,538.25 |
LOW |
1,529.50 |
0.618 |
1,515.25 |
1.000 |
1,506.50 |
1.618 |
1,492.25 |
2.618 |
1,469.25 |
4.250 |
1,431.75 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,544.75 |
1,546.00 |
PP |
1,543.00 |
1,545.00 |
S1 |
1,541.00 |
1,544.00 |
|