Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,580.2 |
1,580.2 |
0.0 |
0.0% |
1,583.3 |
High |
1,585.2 |
1,585.5 |
0.3 |
0.0% |
1,589.0 |
Low |
1,564.9 |
1,580.1 |
15.2 |
1.0% |
1,564.9 |
Close |
1,580.5 |
1,581.6 |
1.1 |
0.1% |
1,580.5 |
Range |
20.3 |
5.4 |
-14.9 |
-73.4% |
24.1 |
ATR |
19.1 |
18.1 |
-1.0 |
-5.1% |
0.0 |
Volume |
7,770 |
2,277 |
-5,493 |
-70.7% |
25,789 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,598.6 |
1,595.5 |
1,584.6 |
|
R3 |
1,593.2 |
1,590.1 |
1,583.1 |
|
R2 |
1,587.8 |
1,587.8 |
1,582.6 |
|
R1 |
1,584.7 |
1,584.7 |
1,582.1 |
1,586.3 |
PP |
1,582.4 |
1,582.4 |
1,582.4 |
1,583.2 |
S1 |
1,579.3 |
1,579.3 |
1,581.1 |
1,580.9 |
S2 |
1,577.0 |
1,577.0 |
1,580.6 |
|
S3 |
1,571.6 |
1,573.9 |
1,580.1 |
|
S4 |
1,566.2 |
1,568.5 |
1,578.6 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,650.4 |
1,639.6 |
1,593.8 |
|
R3 |
1,626.3 |
1,615.5 |
1,587.1 |
|
R2 |
1,602.2 |
1,602.2 |
1,584.9 |
|
R1 |
1,591.4 |
1,591.4 |
1,582.7 |
1,584.8 |
PP |
1,578.1 |
1,578.1 |
1,578.1 |
1,574.8 |
S1 |
1,567.3 |
1,567.3 |
1,578.3 |
1,560.7 |
S2 |
1,554.0 |
1,554.0 |
1,576.1 |
|
S3 |
1,529.9 |
1,543.2 |
1,573.9 |
|
S4 |
1,505.8 |
1,519.1 |
1,567.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,589.0 |
1,564.9 |
24.1 |
1.5% |
13.0 |
0.8% |
69% |
False |
False |
4,605 |
10 |
1,622.0 |
1,564.9 |
57.1 |
3.6% |
17.7 |
1.1% |
29% |
False |
False |
3,964 |
20 |
1,673.0 |
1,560.0 |
113.0 |
7.1% |
20.3 |
1.3% |
19% |
False |
False |
3,836 |
40 |
1,702.4 |
1,560.0 |
142.4 |
9.0% |
16.9 |
1.1% |
15% |
False |
False |
2,955 |
60 |
1,727.0 |
1,560.0 |
167.0 |
10.6% |
16.9 |
1.1% |
13% |
False |
False |
2,336 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.6% |
15.6 |
1.0% |
11% |
False |
False |
1,966 |
100 |
1,761.0 |
1,560.0 |
201.0 |
12.7% |
15.0 |
0.9% |
11% |
False |
False |
1,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,608.5 |
2.618 |
1,599.6 |
1.618 |
1,594.2 |
1.000 |
1,590.9 |
0.618 |
1,588.8 |
HIGH |
1,585.5 |
0.618 |
1,583.4 |
0.500 |
1,582.8 |
0.382 |
1,582.2 |
LOW |
1,580.1 |
0.618 |
1,576.8 |
1.000 |
1,574.7 |
1.618 |
1,571.4 |
2.618 |
1,566.0 |
4.250 |
1,557.2 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,582.8 |
1,579.8 |
PP |
1,582.4 |
1,577.9 |
S1 |
1,582.0 |
1,576.1 |
|