Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,592.5 |
1,606.0 |
13.5 |
0.8% |
1,580.2 |
High |
1,600.0 |
1,613.2 |
13.2 |
0.8% |
1,601.4 |
Low |
1,592.5 |
1,598.2 |
5.7 |
0.4% |
1,579.7 |
Close |
1,596.2 |
1,608.1 |
11.9 |
0.7% |
1,596.2 |
Range |
7.5 |
15.0 |
7.5 |
100.0% |
21.7 |
ATR |
16.9 |
16.9 |
0.0 |
0.1% |
0.0 |
Volume |
4,136 |
2,062 |
-2,074 |
-50.1% |
17,695 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,651.5 |
1,644.8 |
1,616.4 |
|
R3 |
1,636.5 |
1,629.8 |
1,612.2 |
|
R2 |
1,621.5 |
1,621.5 |
1,610.9 |
|
R1 |
1,614.8 |
1,614.8 |
1,609.5 |
1,618.2 |
PP |
1,606.5 |
1,606.5 |
1,606.5 |
1,608.2 |
S1 |
1,599.8 |
1,599.8 |
1,606.7 |
1,603.2 |
S2 |
1,591.5 |
1,591.5 |
1,605.4 |
|
S3 |
1,576.5 |
1,584.8 |
1,604.0 |
|
S4 |
1,561.5 |
1,569.8 |
1,599.9 |
|
|
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 |
1,613.2 |
1,579.7 |
33.5 |
2.1% |
13.2 |
0.8% |
85% |
True |
False |
3,496 |
10 |
1,613.2 |
1,564.9 |
48.3 |
3.0% |
13.1 |
0.8% |
89% |
True |
False |
4,050 |
20 |
1,622.0 |
1,560.0 |
62.0 |
3.9% |
18.5 |
1.2% |
78% |
False |
False |
3,618 |
40 |
1,701.0 |
1,560.0 |
141.0 |
8.8% |
16.7 |
1.0% |
34% |
False |
False |
3,068 |
60 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.8 |
1.0% |
34% |
False |
False |
2,571 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.4% |
15.9 |
1.0% |
24% |
False |
False |
2,109 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.4% |
15.1 |
0.9% |
24% |
False |
False |
2,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,677.0 |
2.618 |
1,652.5 |
1.618 |
1,637.5 |
1.000 |
1,628.2 |
0.618 |
1,622.5 |
HIGH |
1,613.2 |
0.618 |
1,607.5 |
0.500 |
1,605.7 |
0.382 |
1,603.9 |
LOW |
1,598.2 |
0.618 |
1,588.9 |
1.000 |
1,583.2 |
1.618 |
1,573.9 |
2.618 |
1,558.9 |
4.250 |
1,534.5 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,607.3 |
1,604.2 |
PP |
1,606.5 |
1,600.3 |
S1 |
1,605.7 |
1,596.5 |
|