Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,597.4 |
1,606.1 |
8.7 |
0.5% |
1,578.9 |
High |
1,612.1 |
1,616.9 |
4.8 |
0.3% |
1,600.4 |
Low |
1,592.1 |
1,601.0 |
8.9 |
0.6% |
1,577.2 |
Close |
1,606.6 |
1,613.3 |
6.7 |
0.4% |
1,594.7 |
Range |
20.0 |
15.9 |
-4.1 |
-20.5% |
23.2 |
ATR |
18.5 |
18.3 |
-0.2 |
-1.0% |
0.0 |
Volume |
24,102 |
27,409 |
3,307 |
13.7% |
94,786 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,658.1 |
1,651.6 |
1,622.0 |
|
R3 |
1,642.2 |
1,635.7 |
1,617.7 |
|
R2 |
1,626.3 |
1,626.3 |
1,616.2 |
|
R1 |
1,619.8 |
1,619.8 |
1,614.8 |
1,623.1 |
PP |
1,610.4 |
1,610.4 |
1,610.4 |
1,612.0 |
S1 |
1,603.9 |
1,603.9 |
1,611.8 |
1,607.2 |
S2 |
1,594.5 |
1,594.5 |
1,610.4 |
|
S3 |
1,578.6 |
1,588.0 |
1,608.9 |
|
S4 |
1,562.7 |
1,572.1 |
1,604.6 |
|
|
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 |
1,616.9 |
1,577.2 |
39.7 |
2.5% |
15.3 |
0.9% |
91% |
True |
False |
18,551 |
10 |
1,616.9 |
1,562.5 |
54.4 |
3.4% |
15.2 |
0.9% |
93% |
True |
False |
20,211 |
20 |
1,620.6 |
1,556.4 |
64.2 |
4.0% |
20.3 |
1.3% |
89% |
False |
False |
15,151 |
40 |
1,699.9 |
1,556.4 |
143.5 |
8.9% |
18.7 |
1.2% |
40% |
False |
False |
10,694 |
60 |
1,700.0 |
1,556.4 |
143.6 |
8.9% |
19.0 |
1.2% |
40% |
False |
False |
8,273 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
18.5 |
1.1% |
28% |
False |
False |
6,728 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
17.9 |
1.1% |
28% |
False |
False |
5,678 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.3% |
17.6 |
1.1% |
23% |
False |
False |
4,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,684.5 |
2.618 |
1,658.5 |
1.618 |
1,642.6 |
1.000 |
1,632.8 |
0.618 |
1,626.7 |
HIGH |
1,616.9 |
0.618 |
1,610.8 |
0.500 |
1,609.0 |
0.382 |
1,607.1 |
LOW |
1,601.0 |
0.618 |
1,591.2 |
1.000 |
1,585.1 |
1.618 |
1,575.3 |
2.618 |
1,559.4 |
4.250 |
1,533.4 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,611.9 |
1,610.0 |
PP |
1,610.4 |
1,606.7 |
S1 |
1,609.0 |
1,603.4 |
|