Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,578.9 |
1,582.4 |
3.5 |
0.2% |
1,580.8 |
High |
1,584.2 |
1,599.6 |
15.4 |
1.0% |
1,587.1 |
Low |
1,577.5 |
1,581.4 |
3.9 |
0.2% |
1,562.5 |
Close |
1,580.1 |
1,593.8 |
13.7 |
0.9% |
1,578.9 |
Range |
6.7 |
18.2 |
11.5 |
171.6% |
24.6 |
ATR |
19.6 |
19.6 |
0.0 |
0.0% |
0.0 |
Volume |
28,267 |
25,275 |
-2,992 |
-10.6% |
76,020 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,646.2 |
1,638.2 |
1,603.8 |
|
R3 |
1,628.0 |
1,620.0 |
1,598.8 |
|
R2 |
1,609.8 |
1,609.8 |
1,597.1 |
|
R1 |
1,601.8 |
1,601.8 |
1,595.5 |
1,605.8 |
PP |
1,591.6 |
1,591.6 |
1,591.6 |
1,593.6 |
S1 |
1,583.6 |
1,583.6 |
1,592.1 |
1,587.6 |
S2 |
1,573.4 |
1,573.4 |
1,590.5 |
|
S3 |
1,555.2 |
1,565.4 |
1,588.8 |
|
S4 |
1,537.0 |
1,547.2 |
1,583.8 |
|
|
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 |
1,599.6 |
1,562.5 |
37.1 |
2.3% |
15.0 |
0.9% |
84% |
True |
False |
21,871 |
10 |
1,616.1 |
1,562.5 |
53.6 |
3.4% |
17.7 |
1.1% |
58% |
False |
False |
16,522 |
20 |
1,655.8 |
1,556.4 |
99.4 |
6.2% |
21.5 |
1.3% |
38% |
False |
False |
13,013 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.0% |
18.8 |
1.2% |
26% |
False |
False |
8,883 |
60 |
1,715.6 |
1,556.4 |
159.2 |
10.0% |
19.3 |
1.2% |
23% |
False |
False |
6,931 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.7% |
18.4 |
1.2% |
18% |
False |
False |
5,685 |
100 |
1,760.5 |
1,556.4 |
204.1 |
12.8% |
17.9 |
1.1% |
18% |
False |
False |
4,849 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.5% |
17.5 |
1.1% |
15% |
False |
False |
4,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,677.0 |
2.618 |
1,647.2 |
1.618 |
1,629.0 |
1.000 |
1,617.8 |
0.618 |
1,610.8 |
HIGH |
1,599.6 |
0.618 |
1,592.6 |
0.500 |
1,590.5 |
0.382 |
1,588.4 |
LOW |
1,581.4 |
0.618 |
1,570.2 |
1.000 |
1,563.2 |
1.618 |
1,552.0 |
2.618 |
1,533.8 |
4.250 |
1,504.1 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,592.7 |
1,589.6 |
PP |
1,591.6 |
1,585.3 |
S1 |
1,590.5 |
1,581.1 |
|