Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,579.3 |
1,578.9 |
-0.4 |
0.0% |
1,580.8 |
High |
1,584.9 |
1,584.2 |
-0.7 |
0.0% |
1,587.1 |
Low |
1,562.5 |
1,577.5 |
15.0 |
1.0% |
1,562.5 |
Close |
1,578.9 |
1,580.1 |
1.2 |
0.1% |
1,578.9 |
Range |
22.4 |
6.7 |
-15.7 |
-70.1% |
24.6 |
ATR |
20.6 |
19.6 |
-1.0 |
-4.8% |
0.0 |
Volume |
28,111 |
28,267 |
156 |
0.6% |
76,020 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.7 |
1,597.1 |
1,583.8 |
|
R3 |
1,594.0 |
1,590.4 |
1,581.9 |
|
R2 |
1,587.3 |
1,587.3 |
1,581.3 |
|
R1 |
1,583.7 |
1,583.7 |
1,580.7 |
1,585.5 |
PP |
1,580.6 |
1,580.6 |
1,580.6 |
1,581.5 |
S1 |
1,577.0 |
1,577.0 |
1,579.5 |
1,578.8 |
S2 |
1,573.9 |
1,573.9 |
1,578.9 |
|
S3 |
1,567.2 |
1,570.3 |
1,578.3 |
|
S4 |
1,560.5 |
1,563.6 |
1,576.4 |
|
|
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% |
14.2 |
0.9% |
72% |
False |
False |
18,769 |
10 |
1,620.6 |
1,562.5 |
58.1 |
3.7% |
19.3 |
1.2% |
30% |
False |
False |
15,789 |
20 |
1,671.4 |
1,556.4 |
115.0 |
7.3% |
21.8 |
1.4% |
21% |
False |
False |
11,873 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.1% |
18.9 |
1.2% |
17% |
False |
False |
8,302 |
60 |
1,728.8 |
1,556.4 |
172.4 |
10.9% |
19.2 |
1.2% |
14% |
False |
False |
6,544 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.9% |
18.4 |
1.2% |
12% |
False |
False |
5,386 |
100 |
1,760.5 |
1,556.4 |
204.1 |
12.9% |
17.8 |
1.1% |
12% |
False |
False |
4,646 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.6% |
17.5 |
1.1% |
10% |
False |
False |
4,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,612.7 |
2.618 |
1,601.7 |
1.618 |
1,595.0 |
1.000 |
1,590.9 |
0.618 |
1,588.3 |
HIGH |
1,584.2 |
0.618 |
1,581.6 |
0.500 |
1,580.9 |
0.382 |
1,580.1 |
LOW |
1,577.5 |
0.618 |
1,573.4 |
1.000 |
1,570.8 |
1.618 |
1,566.7 |
2.618 |
1,560.0 |
4.250 |
1,549.0 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,580.9 |
1,578.2 |
PP |
1,580.6 |
1,576.3 |
S1 |
1,580.4 |
1,574.5 |
|