Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,607.5 |
1,616.4 |
8.9 |
0.6% |
1,597.4 |
High |
1,618.3 |
1,617.3 |
-1.0 |
-0.1% |
1,618.3 |
Low |
1,605.6 |
1,604.8 |
-0.8 |
0.0% |
1,592.1 |
Close |
1,615.7 |
1,608.0 |
-7.7 |
-0.5% |
1,608.0 |
Range |
12.7 |
12.5 |
-0.2 |
-1.6% |
26.2 |
ATR |
17.6 |
17.3 |
-0.4 |
-2.1% |
0.0 |
Volume |
39,069 |
44,627 |
5,558 |
14.2% |
165,937 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,647.5 |
1,640.3 |
1,614.9 |
|
R3 |
1,635.0 |
1,627.8 |
1,611.4 |
|
R2 |
1,622.5 |
1,622.5 |
1,610.3 |
|
R1 |
1,615.3 |
1,615.3 |
1,609.1 |
1,612.7 |
PP |
1,610.0 |
1,610.0 |
1,610.0 |
1,608.7 |
S1 |
1,602.8 |
1,602.8 |
1,606.9 |
1,600.2 |
S2 |
1,597.5 |
1,597.5 |
1,605.7 |
|
S3 |
1,585.0 |
1,590.3 |
1,604.6 |
|
S4 |
1,572.5 |
1,577.8 |
1,601.1 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,684.7 |
1,672.6 |
1,622.4 |
|
R3 |
1,658.5 |
1,646.4 |
1,615.2 |
|
R2 |
1,632.3 |
1,632.3 |
1,612.8 |
|
R1 |
1,620.2 |
1,620.2 |
1,610.4 |
1,626.3 |
PP |
1,606.1 |
1,606.1 |
1,606.1 |
1,609.2 |
S1 |
1,594.0 |
1,594.0 |
1,605.6 |
1,600.1 |
S2 |
1,579.9 |
1,579.9 |
1,603.2 |
|
S3 |
1,553.7 |
1,567.8 |
1,600.8 |
|
S4 |
1,527.5 |
1,541.6 |
1,593.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,618.3 |
1,592.1 |
26.2 |
1.6% |
15.0 |
0.9% |
61% |
False |
False |
33,187 |
10 |
1,618.3 |
1,577.2 |
41.1 |
2.6% |
14.1 |
0.9% |
75% |
False |
False |
26,072 |
20 |
1,620.6 |
1,562.5 |
58.1 |
3.6% |
17.4 |
1.1% |
78% |
False |
False |
19,721 |
40 |
1,689.1 |
1,556.4 |
132.7 |
8.3% |
18.6 |
1.2% |
39% |
False |
False |
13,381 |
60 |
1,700.0 |
1,556.4 |
143.6 |
8.9% |
18.5 |
1.1% |
36% |
False |
False |
10,057 |
80 |
1,758.4 |
1,556.4 |
202.0 |
12.6% |
18.5 |
1.1% |
26% |
False |
False |
8,115 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
17.9 |
1.1% |
25% |
False |
False |
6,776 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.3% |
17.4 |
1.1% |
21% |
False |
False |
5,890 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,670.4 |
2.618 |
1,650.0 |
1.618 |
1,637.5 |
1.000 |
1,629.8 |
0.618 |
1,625.0 |
HIGH |
1,617.3 |
0.618 |
1,612.5 |
0.500 |
1,611.1 |
0.382 |
1,609.6 |
LOW |
1,604.8 |
0.618 |
1,597.1 |
1.000 |
1,592.3 |
1.618 |
1,584.6 |
2.618 |
1,572.1 |
4.250 |
1,551.7 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,611.1 |
1,610.0 |
PP |
1,610.0 |
1,609.3 |
S1 |
1,609.0 |
1,608.7 |
|