Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,595.4 |
1,587.5 |
-7.9 |
-0.5% |
1,583.3 |
High |
1,601.4 |
1,594.7 |
-6.7 |
-0.4% |
1,589.0 |
Low |
1,588.1 |
1,579.7 |
-8.4 |
-0.5% |
1,564.9 |
Close |
1,592.0 |
1,594.3 |
2.3 |
0.1% |
1,580.5 |
Range |
13.3 |
15.0 |
1.7 |
12.8% |
24.1 |
ATR |
17.8 |
17.6 |
-0.2 |
-1.1% |
0.0 |
Volume |
4,064 |
4,726 |
662 |
16.3% |
25,789 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,634.6 |
1,629.4 |
1,602.6 |
|
R3 |
1,619.6 |
1,614.4 |
1,598.4 |
|
R2 |
1,604.6 |
1,604.6 |
1,597.1 |
|
R1 |
1,599.4 |
1,599.4 |
1,595.7 |
1,602.0 |
PP |
1,589.6 |
1,589.6 |
1,589.6 |
1,590.9 |
S1 |
1,584.4 |
1,584.4 |
1,592.9 |
1,587.0 |
S2 |
1,574.6 |
1,574.6 |
1,591.6 |
|
S3 |
1,559.6 |
1,569.4 |
1,590.2 |
|
S4 |
1,544.6 |
1,554.4 |
1,586.1 |
|
|
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 |
1,601.4 |
1,564.9 |
36.5 |
2.3% |
13.8 |
0.9% |
81% |
False |
False |
4,265 |
10 |
1,601.4 |
1,564.9 |
36.5 |
2.3% |
14.2 |
0.9% |
81% |
False |
False |
4,204 |
20 |
1,653.3 |
1,560.0 |
93.3 |
5.9% |
20.0 |
1.3% |
37% |
False |
False |
3,723 |
40 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.9 |
1.1% |
24% |
False |
False |
3,027 |
60 |
1,710.0 |
1,560.0 |
150.0 |
9.4% |
17.3 |
1.1% |
23% |
False |
False |
2,500 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.8 |
1.0% |
17% |
False |
False |
2,065 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.2 |
1.0% |
17% |
False |
False |
1,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,658.5 |
2.618 |
1,634.0 |
1.618 |
1,619.0 |
1.000 |
1,609.7 |
0.618 |
1,604.0 |
HIGH |
1,594.7 |
0.618 |
1,589.0 |
0.500 |
1,587.2 |
0.382 |
1,585.4 |
LOW |
1,579.7 |
0.618 |
1,570.4 |
1.000 |
1,564.7 |
1.618 |
1,555.4 |
2.618 |
1,540.4 |
4.250 |
1,516.0 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,591.9 |
1,593.1 |
PP |
1,589.6 |
1,591.8 |
S1 |
1,587.2 |
1,590.6 |
|