Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,611.4 |
1,606.5 |
-4.9 |
-0.3% |
1,597.4 |
High |
1,614.5 |
1,606.9 |
-7.6 |
-0.5% |
1,618.3 |
Low |
1,590.4 |
1,595.2 |
4.8 |
0.3% |
1,592.1 |
Close |
1,606.5 |
1,597.3 |
-9.2 |
-0.6% |
1,608.0 |
Range |
24.1 |
11.7 |
-12.4 |
-51.5% |
26.2 |
ATR |
17.8 |
17.3 |
-0.4 |
-2.4% |
0.0 |
Volume |
98,644 |
141,058 |
42,414 |
43.0% |
165,937 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.9 |
1,627.8 |
1,603.7 |
|
R3 |
1,623.2 |
1,616.1 |
1,600.5 |
|
R2 |
1,611.5 |
1,611.5 |
1,599.4 |
|
R1 |
1,604.4 |
1,604.4 |
1,598.4 |
1,602.1 |
PP |
1,599.8 |
1,599.8 |
1,599.8 |
1,598.7 |
S1 |
1,592.7 |
1,592.7 |
1,596.2 |
1,590.4 |
S2 |
1,588.1 |
1,588.1 |
1,595.2 |
|
S3 |
1,576.4 |
1,581.0 |
1,594.1 |
|
S4 |
1,564.7 |
1,569.3 |
1,590.9 |
|
|
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 |
1,590.4 |
27.9 |
1.7% |
15.0 |
0.9% |
25% |
False |
False |
70,825 |
10 |
1,618.3 |
1,577.2 |
41.1 |
2.6% |
15.2 |
0.9% |
49% |
False |
False |
44,688 |
20 |
1,618.3 |
1,562.5 |
55.8 |
3.5% |
16.4 |
1.0% |
62% |
False |
False |
30,605 |
40 |
1,689.1 |
1,556.4 |
132.7 |
8.3% |
18.9 |
1.2% |
31% |
False |
False |
19,051 |
60 |
1,700.0 |
1,556.4 |
143.6 |
9.0% |
18.6 |
1.2% |
28% |
False |
False |
14,023 |
80 |
1,737.3 |
1,556.4 |
180.9 |
11.3% |
18.4 |
1.1% |
23% |
False |
False |
11,026 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.7% |
18.1 |
1.1% |
20% |
False |
False |
9,162 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.4% |
17.3 |
1.1% |
17% |
False |
False |
7,875 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,656.6 |
2.618 |
1,637.5 |
1.618 |
1,625.8 |
1.000 |
1,618.6 |
0.618 |
1,614.1 |
HIGH |
1,606.9 |
0.618 |
1,602.4 |
0.500 |
1,601.1 |
0.382 |
1,599.7 |
LOW |
1,595.2 |
0.618 |
1,588.0 |
1.000 |
1,583.5 |
1.618 |
1,576.3 |
2.618 |
1,564.6 |
4.250 |
1,545.5 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,601.1 |
1,603.9 |
PP |
1,599.8 |
1,601.7 |
S1 |
1,598.6 |
1,599.5 |
|