Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,606.1 |
1,614.0 |
7.9 |
0.5% |
1,578.9 |
High |
1,616.9 |
1,615.8 |
-1.1 |
-0.1% |
1,600.4 |
Low |
1,601.0 |
1,601.7 |
0.7 |
0.0% |
1,577.2 |
Close |
1,613.3 |
1,609.4 |
-3.9 |
-0.2% |
1,594.7 |
Range |
15.9 |
14.1 |
-1.8 |
-11.3% |
23.2 |
ATR |
18.3 |
18.0 |
-0.3 |
-1.6% |
0.0 |
Volume |
27,409 |
30,730 |
3,321 |
12.1% |
94,786 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.3 |
1,644.4 |
1,617.2 |
|
R3 |
1,637.2 |
1,630.3 |
1,613.3 |
|
R2 |
1,623.1 |
1,623.1 |
1,612.0 |
|
R1 |
1,616.2 |
1,616.2 |
1,610.7 |
1,612.6 |
PP |
1,609.0 |
1,609.0 |
1,609.0 |
1,607.2 |
S1 |
1,602.1 |
1,602.1 |
1,608.1 |
1,598.5 |
S2 |
1,594.9 |
1,594.9 |
1,606.8 |
|
S3 |
1,580.8 |
1,588.0 |
1,605.5 |
|
S4 |
1,566.7 |
1,573.9 |
1,601.6 |
|
|
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% |
15.4 |
1.0% |
81% |
False |
False |
21,744 |
10 |
1,616.9 |
1,562.5 |
54.4 |
3.4% |
14.8 |
0.9% |
86% |
False |
False |
21,845 |
20 |
1,620.6 |
1,556.4 |
64.2 |
4.0% |
18.5 |
1.1% |
83% |
False |
False |
16,361 |
40 |
1,699.0 |
1,556.4 |
142.6 |
8.9% |
18.8 |
1.2% |
37% |
False |
False |
11,379 |
60 |
1,700.0 |
1,556.4 |
143.6 |
8.9% |
18.6 |
1.2% |
37% |
False |
False |
8,739 |
80 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
18.5 |
1.2% |
26% |
False |
False |
7,096 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
17.9 |
1.1% |
26% |
False |
False |
5,970 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.3% |
17.5 |
1.1% |
21% |
False |
False |
5,198 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,675.7 |
2.618 |
1,652.7 |
1.618 |
1,638.6 |
1.000 |
1,629.9 |
0.618 |
1,624.5 |
HIGH |
1,615.8 |
0.618 |
1,610.4 |
0.500 |
1,608.8 |
0.382 |
1,607.1 |
LOW |
1,601.7 |
0.618 |
1,593.0 |
1.000 |
1,587.6 |
1.618 |
1,578.9 |
2.618 |
1,564.8 |
4.250 |
1,541.8 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,609.2 |
1,607.8 |
PP |
1,609.0 |
1,606.1 |
S1 |
1,608.8 |
1,604.5 |
|