Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,550.00 |
1,548.25 |
-1.75 |
-0.1% |
1,544.00 |
High |
1,560.50 |
1,558.75 |
-1.75 |
-0.1% |
1,555.75 |
Low |
1,539.00 |
1,546.75 |
7.75 |
0.5% |
1,529.50 |
Close |
1,547.00 |
1,557.25 |
10.25 |
0.7% |
1,552.00 |
Range |
21.50 |
12.00 |
-9.50 |
-44.2% |
26.25 |
ATR |
15.67 |
15.41 |
-0.26 |
-1.7% |
0.00 |
Volume |
2,254,735 |
1,594,034 |
-660,701 |
-29.3% |
10,025,378 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,590.25 |
1,585.75 |
1,563.75 |
|
R3 |
1,578.25 |
1,573.75 |
1,560.50 |
|
R2 |
1,566.25 |
1,566.25 |
1,559.50 |
|
R1 |
1,561.75 |
1,561.75 |
1,558.25 |
1,564.00 |
PP |
1,554.25 |
1,554.25 |
1,554.25 |
1,555.50 |
S1 |
1,549.75 |
1,549.75 |
1,556.25 |
1,552.00 |
S2 |
1,542.25 |
1,542.25 |
1,555.00 |
|
S3 |
1,530.25 |
1,537.75 |
1,554.00 |
|
S4 |
1,518.25 |
1,525.75 |
1,550.75 |
|
|
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 |
1,535.00 |
25.50 |
1.6% |
17.25 |
1.1% |
87% |
False |
False |
1,826,976 |
10 |
1,560.50 |
1,529.50 |
31.00 |
2.0% |
15.50 |
1.0% |
90% |
False |
False |
1,875,649 |
20 |
1,560.50 |
1,484.25 |
76.25 |
4.9% |
15.25 |
1.0% |
96% |
False |
False |
1,315,737 |
40 |
1,560.50 |
1,476.25 |
84.25 |
5.4% |
14.75 |
1.0% |
96% |
False |
False |
661,055 |
60 |
1,560.50 |
1,375.75 |
184.75 |
11.9% |
14.50 |
0.9% |
98% |
False |
False |
441,251 |
80 |
1,560.50 |
1,375.75 |
184.75 |
11.9% |
14.25 |
0.9% |
98% |
False |
False |
331,135 |
100 |
1,560.50 |
1,331.25 |
229.25 |
14.7% |
14.25 |
0.9% |
99% |
False |
False |
264,936 |
120 |
1,560.50 |
1,331.25 |
229.25 |
14.7% |
13.75 |
0.9% |
99% |
False |
False |
220,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,609.75 |
2.618 |
1,590.25 |
1.618 |
1,578.25 |
1.000 |
1,570.75 |
0.618 |
1,566.25 |
HIGH |
1,558.75 |
0.618 |
1,554.25 |
0.500 |
1,552.75 |
0.382 |
1,551.25 |
LOW |
1,546.75 |
0.618 |
1,539.25 |
1.000 |
1,534.75 |
1.618 |
1,527.25 |
2.618 |
1,515.25 |
4.250 |
1,495.75 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,555.75 |
1,554.00 |
PP |
1,554.25 |
1,551.00 |
S1 |
1,552.75 |
1,547.75 |
|