Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,588.5 |
1,591.4 |
2.9 |
0.2% |
1,578.9 |
High |
1,594.1 |
1,599.8 |
5.7 |
0.4% |
1,600.4 |
Low |
1,577.2 |
1,589.8 |
12.6 |
0.8% |
1,577.2 |
Close |
1,592.8 |
1,594.7 |
1.9 |
0.1% |
1,594.7 |
Range |
16.9 |
10.0 |
-6.9 |
-40.8% |
23.2 |
ATR |
19.0 |
18.4 |
-0.6 |
-3.4% |
0.0 |
Volume |
18,779 |
7,701 |
-11,078 |
-59.0% |
94,786 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,624.8 |
1,619.7 |
1,600.2 |
|
R3 |
1,614.8 |
1,609.7 |
1,597.5 |
|
R2 |
1,604.8 |
1,604.8 |
1,596.5 |
|
R1 |
1,599.7 |
1,599.7 |
1,595.6 |
1,602.3 |
PP |
1,594.8 |
1,594.8 |
1,594.8 |
1,596.0 |
S1 |
1,589.7 |
1,589.7 |
1,593.8 |
1,592.3 |
S2 |
1,584.8 |
1,584.8 |
1,592.9 |
|
S3 |
1,574.8 |
1,579.7 |
1,592.0 |
|
S4 |
1,564.8 |
1,569.7 |
1,589.2 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,660.4 |
1,650.7 |
1,607.5 |
|
R3 |
1,637.2 |
1,627.5 |
1,601.1 |
|
R2 |
1,614.0 |
1,614.0 |
1,599.0 |
|
R1 |
1,604.3 |
1,604.3 |
1,596.8 |
1,609.2 |
PP |
1,590.8 |
1,590.8 |
1,590.8 |
1,593.2 |
S1 |
1,581.1 |
1,581.1 |
1,592.6 |
1,586.0 |
S2 |
1,567.6 |
1,567.6 |
1,590.4 |
|
S3 |
1,544.4 |
1,557.9 |
1,588.3 |
|
S4 |
1,521.2 |
1,534.7 |
1,581.9 |
|
|
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 |
1,577.2 |
23.2 |
1.5% |
13.1 |
0.8% |
75% |
False |
False |
18,957 |
10 |
1,600.4 |
1,562.5 |
37.9 |
2.4% |
14.5 |
0.9% |
85% |
False |
False |
17,080 |
20 |
1,637.3 |
1,556.4 |
80.9 |
5.1% |
21.3 |
1.3% |
47% |
False |
False |
13,340 |
40 |
1,700.0 |
1,556.4 |
143.6 |
9.0% |
18.8 |
1.2% |
27% |
False |
False |
9,593 |
60 |
1,708.2 |
1,556.4 |
151.8 |
9.5% |
19.3 |
1.2% |
25% |
False |
False |
7,467 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.7% |
18.4 |
1.2% |
19% |
False |
False |
6,117 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.7% |
17.9 |
1.1% |
19% |
False |
False |
5,210 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.5% |
17.5 |
1.1% |
16% |
False |
False |
4,542 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,642.3 |
2.618 |
1,626.0 |
1.618 |
1,616.0 |
1.000 |
1,609.8 |
0.618 |
1,606.0 |
HIGH |
1,599.8 |
0.618 |
1,596.0 |
0.500 |
1,594.8 |
0.382 |
1,593.6 |
LOW |
1,589.8 |
0.618 |
1,583.6 |
1.000 |
1,579.8 |
1.618 |
1,573.6 |
2.618 |
1,563.6 |
4.250 |
1,547.3 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,594.8 |
1,592.7 |
PP |
1,594.8 |
1,590.8 |
S1 |
1,594.7 |
1,588.8 |
|