Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,582.6 |
1,583.3 |
0.7 |
0.0% |
1,583.8 |
High |
1,588.3 |
1,585.0 |
-3.3 |
-0.2% |
1,622.0 |
Low |
1,567.5 |
1,572.3 |
4.8 |
0.3% |
1,567.5 |
Close |
1,575.5 |
1,575.7 |
0.2 |
0.0% |
1,575.5 |
Range |
20.8 |
12.7 |
-8.1 |
-38.9% |
54.5 |
ATR |
21.1 |
20.5 |
-0.6 |
-2.8% |
0.0 |
Volume |
2,699 |
5,039 |
2,340 |
86.7% |
14,270 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,615.8 |
1,608.4 |
1,582.7 |
|
R3 |
1,603.1 |
1,595.7 |
1,579.2 |
|
R2 |
1,590.4 |
1,590.4 |
1,578.0 |
|
R1 |
1,583.0 |
1,583.0 |
1,576.9 |
1,580.4 |
PP |
1,577.7 |
1,577.7 |
1,577.7 |
1,576.3 |
S1 |
1,570.3 |
1,570.3 |
1,574.5 |
1,567.7 |
S2 |
1,565.0 |
1,565.0 |
1,573.4 |
|
S3 |
1,552.3 |
1,557.6 |
1,572.2 |
|
S4 |
1,539.6 |
1,544.9 |
1,568.7 |
|
|
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% |
22.3 |
1.4% |
15% |
False |
False |
3,322 |
10 |
1,622.0 |
1,560.0 |
62.0 |
3.9% |
23.9 |
1.5% |
25% |
False |
False |
3,186 |
20 |
1,686.4 |
1,560.0 |
126.4 |
8.0% |
20.1 |
1.3% |
12% |
False |
False |
3,099 |
40 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
17.6 |
1.1% |
11% |
False |
False |
2,579 |
60 |
1,727.0 |
1,560.0 |
167.0 |
10.6% |
16.8 |
1.1% |
9% |
False |
False |
2,033 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.7% |
15.7 |
1.0% |
8% |
False |
False |
1,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,639.0 |
2.618 |
1,618.2 |
1.618 |
1,605.5 |
1.000 |
1,597.7 |
0.618 |
1,592.8 |
HIGH |
1,585.0 |
0.618 |
1,580.1 |
0.500 |
1,578.7 |
0.382 |
1,577.2 |
LOW |
1,572.3 |
0.618 |
1,564.5 |
1.000 |
1,559.6 |
1.618 |
1,551.8 |
2.618 |
1,539.1 |
4.250 |
1,518.3 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,578.7 |
1,585.9 |
PP |
1,577.7 |
1,582.5 |
S1 |
1,576.7 |
1,579.1 |
|