Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,593.7 |
1,588.5 |
-5.2 |
-0.3% |
1,580.8 |
High |
1,600.4 |
1,594.1 |
-6.3 |
-0.4% |
1,587.1 |
Low |
1,586.6 |
1,577.2 |
-9.4 |
-0.6% |
1,562.5 |
Close |
1,590.5 |
1,592.8 |
2.3 |
0.1% |
1,578.9 |
Range |
13.8 |
16.9 |
3.1 |
22.5% |
24.6 |
ATR |
19.2 |
19.0 |
-0.2 |
-0.9% |
0.0 |
Volume |
14,764 |
18,779 |
4,015 |
27.2% |
76,020 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,638.7 |
1,632.7 |
1,602.1 |
|
R3 |
1,621.8 |
1,615.8 |
1,597.4 |
|
R2 |
1,604.9 |
1,604.9 |
1,595.9 |
|
R1 |
1,598.9 |
1,598.9 |
1,594.3 |
1,601.9 |
PP |
1,588.0 |
1,588.0 |
1,588.0 |
1,589.6 |
S1 |
1,582.0 |
1,582.0 |
1,591.3 |
1,585.0 |
S2 |
1,571.1 |
1,571.1 |
1,589.7 |
|
S3 |
1,554.2 |
1,565.1 |
1,588.2 |
|
S4 |
1,537.3 |
1,548.2 |
1,583.5 |
|
|
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% |
15.6 |
1.0% |
80% |
False |
False |
23,039 |
10 |
1,600.4 |
1,562.5 |
37.9 |
2.4% |
15.7 |
1.0% |
80% |
False |
False |
17,204 |
20 |
1,651.6 |
1,556.4 |
95.2 |
6.0% |
21.6 |
1.4% |
38% |
False |
False |
13,449 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.0% |
18.8 |
1.2% |
25% |
False |
False |
9,511 |
60 |
1,708.2 |
1,556.4 |
151.8 |
9.5% |
19.3 |
1.2% |
24% |
False |
False |
7,415 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.8% |
18.4 |
1.2% |
18% |
False |
False |
6,063 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.8% |
18.0 |
1.1% |
18% |
False |
False |
5,151 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.5% |
17.5 |
1.1% |
15% |
False |
False |
4,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,665.9 |
2.618 |
1,638.3 |
1.618 |
1,621.4 |
1.000 |
1,611.0 |
0.618 |
1,604.5 |
HIGH |
1,594.1 |
0.618 |
1,587.6 |
0.500 |
1,585.7 |
0.382 |
1,583.7 |
LOW |
1,577.2 |
0.618 |
1,566.8 |
1.000 |
1,560.3 |
1.618 |
1,549.9 |
2.618 |
1,533.0 |
4.250 |
1,505.4 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,590.4 |
1,591.5 |
PP |
1,588.0 |
1,590.1 |
S1 |
1,585.7 |
1,588.8 |
|