Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,601.1 |
1,582.6 |
-18.5 |
-1.2% |
1,583.8 |
High |
1,604.3 |
1,588.3 |
-16.0 |
-1.0% |
1,622.0 |
Low |
1,578.7 |
1,567.5 |
-11.2 |
-0.7% |
1,567.5 |
Close |
1,581.3 |
1,575.5 |
-5.8 |
-0.4% |
1,575.5 |
Range |
25.6 |
20.8 |
-4.8 |
-18.8% |
54.5 |
ATR |
21.1 |
21.1 |
0.0 |
-0.1% |
0.0 |
Volume |
4,247 |
2,699 |
-1,548 |
-36.4% |
14,270 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,639.5 |
1,628.3 |
1,586.9 |
|
R3 |
1,618.7 |
1,607.5 |
1,581.2 |
|
R2 |
1,597.9 |
1,597.9 |
1,579.3 |
|
R1 |
1,586.7 |
1,586.7 |
1,577.4 |
1,581.9 |
PP |
1,577.1 |
1,577.1 |
1,577.1 |
1,574.7 |
S1 |
1,565.9 |
1,565.9 |
1,573.6 |
1,561.1 |
S2 |
1,556.3 |
1,556.3 |
1,571.7 |
|
S3 |
1,535.5 |
1,545.1 |
1,569.8 |
|
S4 |
1,514.7 |
1,524.3 |
1,564.1 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,751.8 |
1,718.2 |
1,605.5 |
|
R3 |
1,697.3 |
1,663.7 |
1,590.5 |
|
R2 |
1,642.8 |
1,642.8 |
1,585.5 |
|
R1 |
1,609.2 |
1,609.2 |
1,580.5 |
1,598.8 |
PP |
1,588.3 |
1,588.3 |
1,588.3 |
1,583.1 |
S1 |
1,554.7 |
1,554.7 |
1,570.5 |
1,544.3 |
S2 |
1,533.8 |
1,533.8 |
1,565.5 |
|
S3 |
1,479.3 |
1,500.2 |
1,560.5 |
|
S4 |
1,424.8 |
1,445.7 |
1,545.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,622.0 |
1,567.5 |
54.5 |
3.5% |
23.9 |
1.5% |
15% |
False |
True |
2,854 |
10 |
1,637.2 |
1,560.0 |
77.2 |
4.9% |
26.3 |
1.7% |
20% |
False |
False |
3,283 |
20 |
1,686.4 |
1,560.0 |
126.4 |
8.0% |
20.4 |
1.3% |
12% |
False |
False |
2,975 |
40 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
17.9 |
1.1% |
11% |
False |
False |
2,466 |
60 |
1,727.0 |
1,560.0 |
167.0 |
10.6% |
17.0 |
1.1% |
9% |
False |
False |
1,954 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.7% |
15.6 |
1.0% |
8% |
False |
False |
1,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,676.7 |
2.618 |
1,642.8 |
1.618 |
1,622.0 |
1.000 |
1,609.1 |
0.618 |
1,601.2 |
HIGH |
1,588.3 |
0.618 |
1,580.4 |
0.500 |
1,577.9 |
0.382 |
1,575.4 |
LOW |
1,567.5 |
0.618 |
1,554.6 |
1.000 |
1,546.7 |
1.618 |
1,533.8 |
2.618 |
1,513.0 |
4.250 |
1,479.1 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,577.9 |
1,592.2 |
PP |
1,577.1 |
1,586.6 |
S1 |
1,576.3 |
1,581.1 |
|