Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,601.0 |
1,605.6 |
4.6 |
0.3% |
1,597.4 |
High |
1,609.0 |
1,608.3 |
-0.7 |
0.0% |
1,618.3 |
Low |
1,591.9 |
1,594.3 |
2.4 |
0.2% |
1,592.1 |
Close |
1,607.2 |
1,595.7 |
-11.5 |
-0.7% |
1,608.0 |
Range |
17.1 |
14.0 |
-3.1 |
-18.1% |
26.2 |
ATR |
17.3 |
17.1 |
-0.2 |
-1.4% |
0.0 |
Volume |
179,889 |
123,526 |
-56,363 |
-31.3% |
165,937 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,641.4 |
1,632.6 |
1,603.4 |
|
R3 |
1,627.4 |
1,618.6 |
1,599.6 |
|
R2 |
1,613.4 |
1,613.4 |
1,598.3 |
|
R1 |
1,604.6 |
1,604.6 |
1,597.0 |
1,602.0 |
PP |
1,599.4 |
1,599.4 |
1,599.4 |
1,598.2 |
S1 |
1,590.6 |
1,590.6 |
1,594.4 |
1,588.0 |
S2 |
1,585.4 |
1,585.4 |
1,593.1 |
|
S3 |
1,571.4 |
1,576.6 |
1,591.9 |
|
S4 |
1,557.4 |
1,562.6 |
1,588.0 |
|
|
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 |
1,617.3 |
1,590.4 |
26.9 |
1.7% |
15.9 |
1.0% |
20% |
False |
False |
117,548 |
10 |
1,618.3 |
1,589.8 |
28.5 |
1.8% |
15.2 |
1.0% |
21% |
False |
False |
71,675 |
20 |
1,618.3 |
1,562.5 |
55.8 |
3.5% |
15.5 |
1.0% |
59% |
False |
False |
44,439 |
40 |
1,689.1 |
1,556.4 |
132.7 |
8.3% |
18.9 |
1.2% |
30% |
False |
False |
26,186 |
60 |
1,700.0 |
1,556.4 |
143.6 |
9.0% |
18.5 |
1.2% |
27% |
False |
False |
18,981 |
80 |
1,728.8 |
1,556.4 |
172.4 |
10.8% |
18.4 |
1.1% |
23% |
False |
False |
14,760 |
100 |
1,759.5 |
1,556.4 |
203.1 |
12.7% |
18.2 |
1.1% |
19% |
False |
False |
12,188 |
120 |
1,803.0 |
1,556.4 |
246.6 |
15.5% |
17.4 |
1.1% |
16% |
False |
False |
10,386 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,667.8 |
2.618 |
1,645.0 |
1.618 |
1,631.0 |
1.000 |
1,622.3 |
0.618 |
1,617.0 |
HIGH |
1,608.3 |
0.618 |
1,603.0 |
0.500 |
1,601.3 |
0.382 |
1,599.6 |
LOW |
1,594.3 |
0.618 |
1,585.6 |
1.000 |
1,580.3 |
1.618 |
1,571.6 |
2.618 |
1,557.6 |
4.250 |
1,534.8 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,601.3 |
1,600.5 |
PP |
1,599.4 |
1,598.9 |
S1 |
1,597.6 |
1,597.3 |
|