Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,538.50 |
1,550.00 |
11.50 |
0.7% |
1,544.00 |
High |
1,554.00 |
1,560.50 |
6.50 |
0.4% |
1,555.75 |
Low |
1,535.00 |
1,539.00 |
4.00 |
0.3% |
1,529.50 |
Close |
1,552.00 |
1,547.00 |
-5.00 |
-0.3% |
1,552.00 |
Range |
19.00 |
21.50 |
2.50 |
13.2% |
26.25 |
ATR |
15.22 |
15.67 |
0.45 |
2.9% |
0.00 |
Volume |
1,579,747 |
2,254,735 |
674,988 |
42.7% |
10,025,378 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,613.25 |
1,601.75 |
1,558.75 |
|
R3 |
1,591.75 |
1,580.25 |
1,553.00 |
|
R2 |
1,570.25 |
1,570.25 |
1,551.00 |
|
R1 |
1,558.75 |
1,558.75 |
1,549.00 |
1,553.75 |
PP |
1,548.75 |
1,548.75 |
1,548.75 |
1,546.50 |
S1 |
1,537.25 |
1,537.25 |
1,545.00 |
1,532.25 |
S2 |
1,527.25 |
1,527.25 |
1,543.00 |
|
S3 |
1,505.75 |
1,515.75 |
1,541.00 |
|
S4 |
1,484.25 |
1,494.25 |
1,535.25 |
|
|
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 |
1,560.50 |
1,531.75 |
28.75 |
1.9% |
18.75 |
1.2% |
53% |
True |
False |
2,017,402 |
10 |
1,560.50 |
1,529.50 |
31.00 |
2.0% |
15.25 |
1.0% |
56% |
True |
False |
1,924,918 |
20 |
1,560.50 |
1,477.00 |
83.50 |
5.4% |
15.50 |
1.0% |
84% |
True |
False |
1,237,526 |
40 |
1,560.50 |
1,476.25 |
84.25 |
5.4% |
14.75 |
1.0% |
84% |
True |
False |
621,274 |
60 |
1,560.50 |
1,375.75 |
184.75 |
11.9% |
14.75 |
0.9% |
93% |
True |
False |
414,725 |
80 |
1,560.50 |
1,370.75 |
189.75 |
12.3% |
14.25 |
0.9% |
93% |
True |
False |
311,214 |
100 |
1,560.50 |
1,331.25 |
229.25 |
14.8% |
14.25 |
0.9% |
94% |
True |
False |
248,995 |
120 |
1,560.50 |
1,331.25 |
229.25 |
14.8% |
13.75 |
0.9% |
94% |
True |
False |
207,510 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,652.00 |
2.618 |
1,616.75 |
1.618 |
1,595.25 |
1.000 |
1,582.00 |
0.618 |
1,573.75 |
HIGH |
1,560.50 |
0.618 |
1,552.25 |
0.500 |
1,549.75 |
0.382 |
1,547.25 |
LOW |
1,539.00 |
0.618 |
1,525.75 |
1.000 |
1,517.50 |
1.618 |
1,504.25 |
2.618 |
1,482.75 |
4.250 |
1,447.50 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,549.75 |
1,547.75 |
PP |
1,548.75 |
1,547.50 |
S1 |
1,548.00 |
1,547.25 |
|