Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,549.50 |
1,538.50 |
-11.00 |
-0.7% |
1,544.00 |
High |
1,550.75 |
1,554.00 |
3.25 |
0.2% |
1,555.75 |
Low |
1,536.50 |
1,535.00 |
-1.50 |
-0.1% |
1,529.50 |
Close |
1,539.00 |
1,552.00 |
13.00 |
0.8% |
1,552.00 |
Range |
14.25 |
19.00 |
4.75 |
33.3% |
26.25 |
ATR |
14.93 |
15.22 |
0.29 |
1.9% |
0.00 |
Volume |
1,904,151 |
1,579,747 |
-324,404 |
-17.0% |
10,025,378 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.00 |
1,597.00 |
1,562.50 |
|
R3 |
1,585.00 |
1,578.00 |
1,557.25 |
|
R2 |
1,566.00 |
1,566.00 |
1,555.50 |
|
R1 |
1,559.00 |
1,559.00 |
1,553.75 |
1,562.50 |
PP |
1,547.00 |
1,547.00 |
1,547.00 |
1,548.75 |
S1 |
1,540.00 |
1,540.00 |
1,550.25 |
1,543.50 |
S2 |
1,528.00 |
1,528.00 |
1,548.50 |
|
S3 |
1,509.00 |
1,521.00 |
1,546.75 |
|
S4 |
1,490.00 |
1,502.00 |
1,541.50 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.50 |
1,614.50 |
1,566.50 |
|
R3 |
1,598.25 |
1,588.25 |
1,559.25 |
|
R2 |
1,572.00 |
1,572.00 |
1,556.75 |
|
R1 |
1,562.00 |
1,562.00 |
1,554.50 |
1,567.00 |
PP |
1,545.75 |
1,545.75 |
1,545.75 |
1,548.25 |
S1 |
1,535.75 |
1,535.75 |
1,549.50 |
1,540.75 |
S2 |
1,519.50 |
1,519.50 |
1,547.25 |
|
S3 |
1,493.25 |
1,509.50 |
1,544.75 |
|
S4 |
1,467.00 |
1,483.25 |
1,537.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,555.75 |
1,529.50 |
26.25 |
1.7% |
19.00 |
1.2% |
86% |
False |
False |
2,005,075 |
10 |
1,558.75 |
1,529.50 |
29.25 |
1.9% |
14.25 |
0.9% |
77% |
False |
False |
1,859,945 |
20 |
1,558.75 |
1,476.25 |
82.50 |
5.3% |
16.50 |
1.1% |
92% |
False |
False |
1,125,340 |
40 |
1,558.75 |
1,476.25 |
82.50 |
5.3% |
14.50 |
0.9% |
92% |
False |
False |
564,951 |
60 |
1,558.75 |
1,375.75 |
183.00 |
11.8% |
14.50 |
0.9% |
96% |
False |
False |
377,155 |
80 |
1,558.75 |
1,370.75 |
188.00 |
12.1% |
14.25 |
0.9% |
96% |
False |
False |
283,031 |
100 |
1,558.75 |
1,331.25 |
227.50 |
14.7% |
14.00 |
0.9% |
97% |
False |
False |
226,449 |
120 |
1,558.75 |
1,331.25 |
227.50 |
14.7% |
13.75 |
0.9% |
97% |
False |
False |
188,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,634.75 |
2.618 |
1,603.75 |
1.618 |
1,584.75 |
1.000 |
1,573.00 |
0.618 |
1,565.75 |
HIGH |
1,554.00 |
0.618 |
1,546.75 |
0.500 |
1,544.50 |
0.382 |
1,542.25 |
LOW |
1,535.00 |
0.618 |
1,523.25 |
1.000 |
1,516.00 |
1.618 |
1,504.25 |
2.618 |
1,485.25 |
4.250 |
1,454.25 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,549.50 |
1,549.75 |
PP |
1,547.00 |
1,547.50 |
S1 |
1,544.50 |
1,545.50 |
|