Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,582.4 |
1,593.7 |
11.3 |
0.7% |
1,580.8 |
High |
1,599.6 |
1,600.4 |
0.8 |
0.1% |
1,587.1 |
Low |
1,581.4 |
1,586.6 |
5.2 |
0.3% |
1,562.5 |
Close |
1,593.8 |
1,590.5 |
-3.3 |
-0.2% |
1,578.9 |
Range |
18.2 |
13.8 |
-4.4 |
-24.2% |
24.6 |
ATR |
19.6 |
19.2 |
-0.4 |
-2.1% |
0.0 |
Volume |
25,275 |
14,764 |
-10,511 |
-41.6% |
76,020 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,633.9 |
1,626.0 |
1,598.1 |
|
R3 |
1,620.1 |
1,612.2 |
1,594.3 |
|
R2 |
1,606.3 |
1,606.3 |
1,593.0 |
|
R1 |
1,598.4 |
1,598.4 |
1,591.8 |
1,595.5 |
PP |
1,592.5 |
1,592.5 |
1,592.5 |
1,591.0 |
S1 |
1,584.6 |
1,584.6 |
1,589.2 |
1,581.7 |
S2 |
1,578.7 |
1,578.7 |
1,588.0 |
|
S3 |
1,564.9 |
1,570.8 |
1,586.7 |
|
S4 |
1,551.1 |
1,557.0 |
1,582.9 |
|
|
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 |
1,600.4 |
1,562.5 |
37.9 |
2.4% |
14.3 |
0.9% |
74% |
True |
False |
21,947 |
10 |
1,603.7 |
1,562.5 |
41.2 |
2.6% |
16.8 |
1.1% |
68% |
False |
False |
17,048 |
20 |
1,655.8 |
1,556.4 |
99.4 |
6.2% |
21.5 |
1.3% |
34% |
False |
False |
12,720 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.0% |
18.8 |
1.2% |
24% |
False |
False |
9,140 |
60 |
1,708.2 |
1,556.4 |
151.8 |
9.5% |
19.1 |
1.2% |
22% |
False |
False |
7,165 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.8% |
18.4 |
1.2% |
17% |
False |
False |
5,845 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.8% |
17.9 |
1.1% |
17% |
False |
False |
4,984 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.5% |
17.5 |
1.1% |
14% |
False |
False |
4,338 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,659.1 |
2.618 |
1,636.5 |
1.618 |
1,622.7 |
1.000 |
1,614.2 |
0.618 |
1,608.9 |
HIGH |
1,600.4 |
0.618 |
1,595.1 |
0.500 |
1,593.5 |
0.382 |
1,591.9 |
LOW |
1,586.6 |
0.618 |
1,578.1 |
1.000 |
1,572.8 |
1.618 |
1,564.3 |
2.618 |
1,550.5 |
4.250 |
1,528.0 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,593.5 |
1,590.0 |
PP |
1,592.5 |
1,589.5 |
S1 |
1,591.5 |
1,589.0 |
|