Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,558.25 |
1,556.75 |
-1.50 |
-0.1% |
1,544.00 |
High |
1,560.50 |
1,564.50 |
4.00 |
0.3% |
1,555.75 |
Low |
1,545.75 |
1,549.75 |
4.00 |
0.3% |
1,529.50 |
Close |
1,556.75 |
1,562.75 |
6.00 |
0.4% |
1,552.00 |
Range |
14.75 |
14.75 |
0.00 |
0.0% |
26.25 |
ATR |
15.36 |
15.32 |
-0.04 |
-0.3% |
0.00 |
Volume |
1,569,031 |
1,627,305 |
58,274 |
3.7% |
10,025,378 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,603.25 |
1,597.75 |
1,570.75 |
|
R3 |
1,588.50 |
1,583.00 |
1,566.75 |
|
R2 |
1,573.75 |
1,573.75 |
1,565.50 |
|
R1 |
1,568.25 |
1,568.25 |
1,564.00 |
1,571.00 |
PP |
1,559.00 |
1,559.00 |
1,559.00 |
1,560.50 |
S1 |
1,553.50 |
1,553.50 |
1,561.50 |
1,556.25 |
S2 |
1,544.25 |
1,544.25 |
1,560.00 |
|
S3 |
1,529.50 |
1,538.75 |
1,558.75 |
|
S4 |
1,514.75 |
1,524.00 |
1,554.75 |
|
|
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 |
1,564.50 |
1,535.00 |
29.50 |
1.9% |
16.50 |
1.0% |
94% |
True |
False |
1,724,970 |
10 |
1,564.50 |
1,529.50 |
35.00 |
2.2% |
16.75 |
1.1% |
95% |
True |
False |
1,877,031 |
20 |
1,564.50 |
1,494.00 |
70.50 |
4.5% |
14.50 |
0.9% |
98% |
True |
False |
1,473,463 |
40 |
1,564.50 |
1,476.25 |
88.25 |
5.6% |
15.00 |
1.0% |
98% |
True |
False |
740,765 |
60 |
1,564.50 |
1,432.50 |
132.00 |
8.4% |
13.75 |
0.9% |
99% |
True |
False |
494,498 |
80 |
1,564.50 |
1,375.75 |
188.75 |
12.1% |
14.25 |
0.9% |
99% |
True |
False |
371,081 |
100 |
1,564.50 |
1,331.25 |
233.25 |
14.9% |
14.25 |
0.9% |
99% |
True |
False |
296,899 |
120 |
1,564.50 |
1,331.25 |
233.25 |
14.9% |
13.75 |
0.9% |
99% |
True |
False |
247,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,627.25 |
2.618 |
1,603.00 |
1.618 |
1,588.25 |
1.000 |
1,579.25 |
0.618 |
1,573.50 |
HIGH |
1,564.50 |
0.618 |
1,558.75 |
0.500 |
1,557.00 |
0.382 |
1,555.50 |
LOW |
1,549.75 |
0.618 |
1,540.75 |
1.000 |
1,535.00 |
1.618 |
1,526.00 |
2.618 |
1,511.25 |
4.250 |
1,487.00 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,561.00 |
1,560.25 |
PP |
1,559.00 |
1,557.75 |
S1 |
1,557.00 |
1,555.00 |
|