Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,606.5 |
1,601.0 |
-5.5 |
-0.3% |
1,597.4 |
High |
1,606.9 |
1,609.0 |
2.1 |
0.1% |
1,618.3 |
Low |
1,595.2 |
1,591.9 |
-3.3 |
-0.2% |
1,592.1 |
Close |
1,597.3 |
1,607.2 |
9.9 |
0.6% |
1,608.0 |
Range |
11.7 |
17.1 |
5.4 |
46.2% |
26.2 |
ATR |
17.3 |
17.3 |
0.0 |
-0.1% |
0.0 |
Volume |
141,058 |
179,889 |
38,831 |
27.5% |
165,937 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,654.0 |
1,647.7 |
1,616.6 |
|
R3 |
1,636.9 |
1,630.6 |
1,611.9 |
|
R2 |
1,619.8 |
1,619.8 |
1,610.3 |
|
R1 |
1,613.5 |
1,613.5 |
1,608.8 |
1,616.7 |
PP |
1,602.7 |
1,602.7 |
1,602.7 |
1,604.3 |
S1 |
1,596.4 |
1,596.4 |
1,605.6 |
1,599.6 |
S2 |
1,585.6 |
1,585.6 |
1,604.1 |
|
S3 |
1,568.5 |
1,579.3 |
1,602.5 |
|
S4 |
1,551.4 |
1,562.2 |
1,597.8 |
|
|
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% |
15.6 |
1.0% |
60% |
False |
False |
100,657 |
10 |
1,618.3 |
1,577.2 |
41.1 |
2.6% |
15.5 |
1.0% |
73% |
False |
False |
61,200 |
20 |
1,618.3 |
1,562.5 |
55.8 |
3.5% |
16.1 |
1.0% |
80% |
False |
False |
39,124 |
40 |
1,689.1 |
1,556.4 |
132.7 |
8.3% |
19.0 |
1.2% |
38% |
False |
False |
23,368 |
60 |
1,700.0 |
1,556.4 |
143.6 |
8.9% |
18.7 |
1.2% |
35% |
False |
False |
16,961 |
80 |
1,737.3 |
1,556.4 |
180.9 |
11.3% |
18.5 |
1.1% |
28% |
False |
False |
13,243 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.6% |
18.2 |
1.1% |
25% |
False |
False |
10,958 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.3% |
17.4 |
1.1% |
21% |
False |
False |
9,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,681.7 |
2.618 |
1,653.8 |
1.618 |
1,636.7 |
1.000 |
1,626.1 |
0.618 |
1,619.6 |
HIGH |
1,609.0 |
0.618 |
1,602.5 |
0.500 |
1,600.5 |
0.382 |
1,598.4 |
LOW |
1,591.9 |
0.618 |
1,581.3 |
1.000 |
1,574.8 |
1.618 |
1,564.2 |
2.618 |
1,547.1 |
4.250 |
1,519.2 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,605.0 |
1,605.6 |
PP |
1,602.7 |
1,604.0 |
S1 |
1,600.5 |
1,602.5 |
|