Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,548.25 |
1,558.25 |
10.00 |
0.6% |
1,544.00 |
High |
1,558.75 |
1,560.50 |
1.75 |
0.1% |
1,555.75 |
Low |
1,546.75 |
1,545.75 |
-1.00 |
-0.1% |
1,529.50 |
Close |
1,557.25 |
1,556.75 |
-0.50 |
0.0% |
1,552.00 |
Range |
12.00 |
14.75 |
2.75 |
22.9% |
26.25 |
ATR |
15.41 |
15.36 |
-0.05 |
-0.3% |
0.00 |
Volume |
1,594,034 |
1,569,031 |
-25,003 |
-1.6% |
10,025,378 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.50 |
1,592.50 |
1,564.75 |
|
R3 |
1,583.75 |
1,577.75 |
1,560.75 |
|
R2 |
1,569.00 |
1,569.00 |
1,559.50 |
|
R1 |
1,563.00 |
1,563.00 |
1,558.00 |
1,558.50 |
PP |
1,554.25 |
1,554.25 |
1,554.25 |
1,552.25 |
S1 |
1,548.25 |
1,548.25 |
1,555.50 |
1,544.00 |
S2 |
1,539.50 |
1,539.50 |
1,554.00 |
|
S3 |
1,524.75 |
1,533.50 |
1,552.75 |
|
S4 |
1,510.00 |
1,518.75 |
1,548.75 |
|
|
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% |
16.25 |
1.0% |
85% |
True |
False |
1,780,339 |
10 |
1,560.50 |
1,529.50 |
31.00 |
2.0% |
16.00 |
1.0% |
88% |
True |
False |
1,867,190 |
20 |
1,560.50 |
1,494.00 |
66.50 |
4.3% |
14.50 |
0.9% |
94% |
True |
False |
1,392,872 |
40 |
1,560.50 |
1,476.25 |
84.25 |
5.4% |
14.75 |
1.0% |
96% |
True |
False |
700,198 |
60 |
1,560.50 |
1,379.50 |
181.00 |
11.6% |
14.25 |
0.9% |
98% |
True |
False |
467,390 |
80 |
1,560.50 |
1,375.75 |
184.75 |
11.9% |
14.25 |
0.9% |
98% |
True |
False |
350,743 |
100 |
1,560.50 |
1,331.25 |
229.25 |
14.7% |
14.50 |
0.9% |
98% |
True |
False |
280,626 |
120 |
1,560.50 |
1,331.25 |
229.25 |
14.7% |
13.75 |
0.9% |
98% |
True |
False |
233,868 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,623.25 |
2.618 |
1,599.00 |
1.618 |
1,584.25 |
1.000 |
1,575.25 |
0.618 |
1,569.50 |
HIGH |
1,560.50 |
0.618 |
1,554.75 |
0.500 |
1,553.00 |
0.382 |
1,551.50 |
LOW |
1,545.75 |
0.618 |
1,536.75 |
1.000 |
1,531.00 |
1.618 |
1,522.00 |
2.618 |
1,507.25 |
4.250 |
1,483.00 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,555.50 |
1,554.50 |
PP |
1,554.25 |
1,552.00 |
S1 |
1,553.00 |
1,549.75 |
|