Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,544.00 |
1,547.25 |
3.25 |
0.2% |
1,543.00 |
High |
1,552.50 |
1,551.25 |
-1.25 |
-0.1% |
1,558.75 |
Low |
1,529.50 |
1,531.75 |
2.25 |
0.1% |
1,540.50 |
Close |
1,546.75 |
1,542.25 |
-4.50 |
-0.3% |
1,553.50 |
Range |
23.00 |
19.50 |
-3.50 |
-15.2% |
18.25 |
ATR |
14.28 |
14.65 |
0.37 |
2.6% |
0.00 |
Volume |
2,193,099 |
2,546,167 |
353,068 |
16.1% |
8,574,075 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.25 |
1,590.75 |
1,553.00 |
|
R3 |
1,580.75 |
1,571.25 |
1,547.50 |
|
R2 |
1,561.25 |
1,561.25 |
1,545.75 |
|
R1 |
1,551.75 |
1,551.75 |
1,544.00 |
1,546.75 |
PP |
1,541.75 |
1,541.75 |
1,541.75 |
1,539.25 |
S1 |
1,532.25 |
1,532.25 |
1,540.50 |
1,527.25 |
S2 |
1,522.25 |
1,522.25 |
1,538.75 |
|
S3 |
1,502.75 |
1,512.75 |
1,537.00 |
|
S4 |
1,483.25 |
1,493.25 |
1,531.50 |
|
|
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% |
14.00 |
0.9% |
44% |
False |
False |
1,924,322 |
10 |
1,558.75 |
1,529.50 |
29.25 |
1.9% |
12.00 |
0.8% |
44% |
False |
False |
1,665,981 |
20 |
1,558.75 |
1,476.25 |
82.50 |
5.3% |
16.25 |
1.1% |
80% |
False |
False |
862,476 |
40 |
1,558.75 |
1,469.25 |
89.50 |
5.8% |
14.00 |
0.9% |
82% |
False |
False |
432,923 |
60 |
1,558.75 |
1,375.75 |
183.00 |
11.9% |
14.50 |
0.9% |
91% |
False |
False |
289,089 |
80 |
1,558.75 |
1,367.00 |
191.75 |
12.4% |
13.75 |
0.9% |
91% |
False |
False |
216,955 |
100 |
1,558.75 |
1,331.25 |
227.50 |
14.8% |
14.00 |
0.9% |
93% |
False |
False |
173,591 |
120 |
1,558.75 |
1,331.25 |
227.50 |
14.8% |
13.25 |
0.9% |
93% |
False |
False |
144,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,634.00 |
2.618 |
1,602.25 |
1.618 |
1,582.75 |
1.000 |
1,570.75 |
0.618 |
1,563.25 |
HIGH |
1,551.25 |
0.618 |
1,543.75 |
0.500 |
1,541.50 |
0.382 |
1,539.25 |
LOW |
1,531.75 |
0.618 |
1,519.75 |
1.000 |
1,512.25 |
1.618 |
1,500.25 |
2.618 |
1,480.75 |
4.250 |
1,449.00 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,542.00 |
1,544.00 |
PP |
1,541.75 |
1,543.50 |
S1 |
1,541.50 |
1,543.00 |
|