Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,547.25 |
1,539.25 |
-8.00 |
-0.5% |
1,543.00 |
High |
1,551.25 |
1,555.75 |
4.50 |
0.3% |
1,558.75 |
Low |
1,531.75 |
1,536.50 |
4.75 |
0.3% |
1,540.50 |
Close |
1,542.25 |
1,549.00 |
6.75 |
0.4% |
1,553.50 |
Range |
19.50 |
19.25 |
-0.25 |
-1.3% |
18.25 |
ATR |
14.65 |
14.98 |
0.33 |
2.2% |
0.00 |
Volume |
2,546,167 |
1,802,214 |
-743,953 |
-29.2% |
8,574,075 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.75 |
1,596.25 |
1,559.50 |
|
R3 |
1,585.50 |
1,577.00 |
1,554.25 |
|
R2 |
1,566.25 |
1,566.25 |
1,552.50 |
|
R1 |
1,557.75 |
1,557.75 |
1,550.75 |
1,562.00 |
PP |
1,547.00 |
1,547.00 |
1,547.00 |
1,549.25 |
S1 |
1,538.50 |
1,538.50 |
1,547.25 |
1,542.75 |
S2 |
1,527.75 |
1,527.75 |
1,545.50 |
|
S3 |
1,508.50 |
1,519.25 |
1,543.75 |
|
S4 |
1,489.25 |
1,500.00 |
1,538.50 |
|
|
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% |
16.00 |
1.0% |
67% |
False |
False |
1,954,040 |
10 |
1,558.75 |
1,529.50 |
29.25 |
1.9% |
13.00 |
0.8% |
67% |
False |
False |
1,790,262 |
20 |
1,558.75 |
1,476.25 |
82.50 |
5.3% |
16.25 |
1.0% |
88% |
False |
False |
952,390 |
40 |
1,558.75 |
1,475.75 |
83.00 |
5.4% |
14.25 |
0.9% |
88% |
False |
False |
477,930 |
60 |
1,558.75 |
1,375.75 |
183.00 |
11.8% |
14.50 |
0.9% |
95% |
False |
False |
319,118 |
80 |
1,558.75 |
1,370.75 |
188.00 |
12.1% |
14.00 |
0.9% |
95% |
False |
False |
239,482 |
100 |
1,558.75 |
1,331.25 |
227.50 |
14.7% |
14.00 |
0.9% |
96% |
False |
False |
191,613 |
120 |
1,558.75 |
1,331.25 |
227.50 |
14.7% |
13.50 |
0.9% |
96% |
False |
False |
159,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,637.50 |
2.618 |
1,606.25 |
1.618 |
1,587.00 |
1.000 |
1,575.00 |
0.618 |
1,567.75 |
HIGH |
1,555.75 |
0.618 |
1,548.50 |
0.500 |
1,546.00 |
0.382 |
1,543.75 |
LOW |
1,536.50 |
0.618 |
1,524.50 |
1.000 |
1,517.25 |
1.618 |
1,505.25 |
2.618 |
1,486.00 |
4.250 |
1,454.75 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,548.00 |
1,547.00 |
PP |
1,547.00 |
1,544.75 |
S1 |
1,546.00 |
1,542.50 |
|