Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,585.5 |
1,579.3 |
-6.2 |
-0.4% |
1,580.8 |
High |
1,586.4 |
1,584.9 |
-1.5 |
-0.1% |
1,587.1 |
Low |
1,576.1 |
1,562.5 |
-13.6 |
-0.9% |
1,562.5 |
Close |
1,577.1 |
1,578.9 |
1.8 |
0.1% |
1,578.9 |
Range |
10.3 |
22.4 |
12.1 |
117.5% |
24.6 |
ATR |
20.5 |
20.6 |
0.1 |
0.7% |
0.0 |
Volume |
13,318 |
28,111 |
14,793 |
111.1% |
76,020 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.6 |
1,633.2 |
1,591.2 |
|
R3 |
1,620.2 |
1,610.8 |
1,585.1 |
|
R2 |
1,597.8 |
1,597.8 |
1,583.0 |
|
R1 |
1,588.4 |
1,588.4 |
1,581.0 |
1,581.9 |
PP |
1,575.4 |
1,575.4 |
1,575.4 |
1,572.2 |
S1 |
1,566.0 |
1,566.0 |
1,576.8 |
1,559.5 |
S2 |
1,553.0 |
1,553.0 |
1,574.8 |
|
S3 |
1,530.6 |
1,543.6 |
1,572.7 |
|
S4 |
1,508.2 |
1,521.2 |
1,566.6 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,650.0 |
1,639.0 |
1,592.4 |
|
R3 |
1,625.4 |
1,614.4 |
1,585.7 |
|
R2 |
1,600.8 |
1,600.8 |
1,583.4 |
|
R1 |
1,589.8 |
1,589.8 |
1,581.2 |
1,583.0 |
PP |
1,576.2 |
1,576.2 |
1,576.2 |
1,572.8 |
S1 |
1,565.2 |
1,565.2 |
1,576.6 |
1,558.4 |
S2 |
1,551.6 |
1,551.6 |
1,574.4 |
|
S3 |
1,527.0 |
1,540.6 |
1,572.1 |
|
S4 |
1,502.4 |
1,516.0 |
1,565.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,587.1 |
1,562.5 |
24.6 |
1.6% |
15.8 |
1.0% |
67% |
False |
True |
15,204 |
10 |
1,620.6 |
1,562.5 |
58.1 |
3.7% |
20.8 |
1.3% |
28% |
False |
True |
13,371 |
20 |
1,675.8 |
1,556.4 |
119.4 |
7.6% |
21.9 |
1.4% |
19% |
False |
False |
10,604 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.1% |
19.3 |
1.2% |
16% |
False |
False |
7,655 |
60 |
1,728.8 |
1,556.4 |
172.4 |
10.9% |
19.2 |
1.2% |
13% |
False |
False |
6,086 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.9% |
18.4 |
1.2% |
11% |
False |
False |
5,056 |
100 |
1,760.5 |
1,556.4 |
204.1 |
12.9% |
17.9 |
1.1% |
11% |
False |
False |
4,371 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.6% |
17.6 |
1.1% |
9% |
False |
False |
3,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,680.1 |
2.618 |
1,643.5 |
1.618 |
1,621.1 |
1.000 |
1,607.3 |
0.618 |
1,598.7 |
HIGH |
1,584.9 |
0.618 |
1,576.3 |
0.500 |
1,573.7 |
0.382 |
1,571.1 |
LOW |
1,562.5 |
0.618 |
1,548.7 |
1.000 |
1,540.1 |
1.618 |
1,526.3 |
2.618 |
1,503.9 |
4.250 |
1,467.3 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,577.2 |
1,577.4 |
PP |
1,575.4 |
1,575.9 |
S1 |
1,573.7 |
1,574.5 |
|