Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,591.4 |
1,597.4 |
6.0 |
0.4% |
1,578.9 |
High |
1,599.8 |
1,612.1 |
12.3 |
0.8% |
1,600.4 |
Low |
1,589.8 |
1,592.1 |
2.3 |
0.1% |
1,577.2 |
Close |
1,594.7 |
1,606.6 |
11.9 |
0.7% |
1,594.7 |
Range |
10.0 |
20.0 |
10.0 |
100.0% |
23.2 |
ATR |
18.4 |
18.5 |
0.1 |
0.6% |
0.0 |
Volume |
7,701 |
24,102 |
16,401 |
213.0% |
94,786 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,663.6 |
1,655.1 |
1,617.6 |
|
R3 |
1,643.6 |
1,635.1 |
1,612.1 |
|
R2 |
1,623.6 |
1,623.6 |
1,610.3 |
|
R1 |
1,615.1 |
1,615.1 |
1,608.4 |
1,619.4 |
PP |
1,603.6 |
1,603.6 |
1,603.6 |
1,605.7 |
S1 |
1,595.1 |
1,595.1 |
1,604.8 |
1,599.4 |
S2 |
1,583.6 |
1,583.6 |
1,602.9 |
|
S3 |
1,563.6 |
1,575.1 |
1,601.1 |
|
S4 |
1,543.6 |
1,555.1 |
1,595.6 |
|
|
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 |
1,612.1 |
1,577.2 |
34.9 |
2.2% |
15.8 |
1.0% |
84% |
True |
False |
18,124 |
10 |
1,612.1 |
1,562.5 |
49.6 |
3.1% |
15.0 |
0.9% |
89% |
True |
False |
18,446 |
20 |
1,620.6 |
1,556.4 |
64.2 |
4.0% |
20.4 |
1.3% |
78% |
False |
False |
14,341 |
40 |
1,699.9 |
1,556.4 |
143.5 |
8.9% |
18.5 |
1.2% |
35% |
False |
False |
10,139 |
60 |
1,700.0 |
1,556.4 |
143.6 |
8.9% |
18.9 |
1.2% |
35% |
False |
False |
7,852 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
18.4 |
1.1% |
25% |
False |
False |
6,412 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
18.0 |
1.1% |
25% |
False |
False |
5,427 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.3% |
17.6 |
1.1% |
20% |
False |
False |
4,734 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,697.1 |
2.618 |
1,664.5 |
1.618 |
1,644.5 |
1.000 |
1,632.1 |
0.618 |
1,624.5 |
HIGH |
1,612.1 |
0.618 |
1,604.5 |
0.500 |
1,602.1 |
0.382 |
1,599.7 |
LOW |
1,592.1 |
0.618 |
1,579.7 |
1.000 |
1,572.1 |
1.618 |
1,559.7 |
2.618 |
1,539.7 |
4.250 |
1,507.1 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,605.1 |
1,602.6 |
PP |
1,603.6 |
1,598.6 |
S1 |
1,602.1 |
1,594.7 |
|