Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,587.5 |
1,592.5 |
5.0 |
0.3% |
1,580.2 |
High |
1,594.7 |
1,600.0 |
5.3 |
0.3% |
1,601.4 |
Low |
1,579.7 |
1,592.5 |
12.8 |
0.8% |
1,579.7 |
Close |
1,594.3 |
1,596.2 |
1.9 |
0.1% |
1,596.2 |
Range |
15.0 |
7.5 |
-7.5 |
-50.0% |
21.7 |
ATR |
17.6 |
16.9 |
-0.7 |
-4.1% |
0.0 |
Volume |
4,726 |
4,136 |
-590 |
-12.5% |
17,695 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,618.7 |
1,615.0 |
1,600.3 |
|
R3 |
1,611.2 |
1,607.5 |
1,598.3 |
|
R2 |
1,603.7 |
1,603.7 |
1,597.6 |
|
R1 |
1,600.0 |
1,600.0 |
1,596.9 |
1,601.9 |
PP |
1,596.2 |
1,596.2 |
1,596.2 |
1,597.2 |
S1 |
1,592.5 |
1,592.5 |
1,595.5 |
1,594.4 |
S2 |
1,588.7 |
1,588.7 |
1,594.8 |
|
S3 |
1,581.2 |
1,585.0 |
1,594.1 |
|
S4 |
1,573.7 |
1,577.5 |
1,592.1 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,657.5 |
1,648.6 |
1,608.1 |
|
R3 |
1,635.8 |
1,626.9 |
1,602.2 |
|
R2 |
1,614.1 |
1,614.1 |
1,600.2 |
|
R1 |
1,605.2 |
1,605.2 |
1,598.2 |
1,609.7 |
PP |
1,592.4 |
1,592.4 |
1,592.4 |
1,594.7 |
S1 |
1,583.5 |
1,583.5 |
1,594.2 |
1,588.0 |
S2 |
1,570.7 |
1,570.7 |
1,592.2 |
|
S3 |
1,549.0 |
1,561.8 |
1,590.2 |
|
S4 |
1,527.3 |
1,540.1 |
1,584.3 |
|
|
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 |
1,579.7 |
21.7 |
1.4% |
11.3 |
0.7% |
76% |
False |
False |
3,539 |
10 |
1,601.4 |
1,564.9 |
36.5 |
2.3% |
12.9 |
0.8% |
86% |
False |
False |
4,348 |
20 |
1,637.2 |
1,560.0 |
77.2 |
4.8% |
19.6 |
1.2% |
47% |
False |
False |
3,816 |
40 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.9 |
1.1% |
25% |
False |
False |
3,047 |
60 |
1,710.0 |
1,560.0 |
150.0 |
9.4% |
17.2 |
1.1% |
24% |
False |
False |
2,538 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.8 |
1.0% |
18% |
False |
False |
2,087 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.1 |
0.9% |
18% |
False |
False |
2,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,631.9 |
2.618 |
1,619.6 |
1.618 |
1,612.1 |
1.000 |
1,607.5 |
0.618 |
1,604.6 |
HIGH |
1,600.0 |
0.618 |
1,597.1 |
0.500 |
1,596.3 |
0.382 |
1,595.4 |
LOW |
1,592.5 |
0.618 |
1,587.9 |
1.000 |
1,585.0 |
1.618 |
1,580.4 |
2.618 |
1,572.9 |
4.250 |
1,560.6 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,596.3 |
1,594.3 |
PP |
1,596.2 |
1,592.4 |
S1 |
1,596.2 |
1,590.6 |
|