Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,606.0 |
1,606.5 |
0.5 |
0.0% |
1,580.2 |
High |
1,613.2 |
1,618.0 |
4.8 |
0.3% |
1,601.4 |
Low |
1,598.2 |
1,603.0 |
4.8 |
0.3% |
1,579.7 |
Close |
1,608.1 |
1,614.9 |
6.8 |
0.4% |
1,596.2 |
Range |
15.0 |
15.0 |
0.0 |
0.0% |
21.7 |
ATR |
16.9 |
16.8 |
-0.1 |
-0.8% |
0.0 |
Volume |
2,062 |
1,715 |
-347 |
-16.8% |
17,695 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,657.0 |
1,650.9 |
1,623.2 |
|
R3 |
1,642.0 |
1,635.9 |
1,619.0 |
|
R2 |
1,627.0 |
1,627.0 |
1,617.7 |
|
R1 |
1,620.9 |
1,620.9 |
1,616.3 |
1,624.0 |
PP |
1,612.0 |
1,612.0 |
1,612.0 |
1,613.5 |
S1 |
1,605.9 |
1,605.9 |
1,613.5 |
1,609.0 |
S2 |
1,597.0 |
1,597.0 |
1,612.2 |
|
S3 |
1,582.0 |
1,590.9 |
1,610.8 |
|
S4 |
1,567.0 |
1,575.9 |
1,606.7 |
|
|
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 |
1,618.0 |
1,579.7 |
38.3 |
2.4% |
13.2 |
0.8% |
92% |
True |
False |
3,340 |
10 |
1,618.0 |
1,564.9 |
53.1 |
3.3% |
13.2 |
0.8% |
94% |
True |
False |
3,937 |
20 |
1,622.0 |
1,560.0 |
62.0 |
3.8% |
18.4 |
1.1% |
89% |
False |
False |
3,501 |
40 |
1,701.0 |
1,560.0 |
141.0 |
8.7% |
16.8 |
1.0% |
39% |
False |
False |
3,074 |
60 |
1,702.4 |
1,560.0 |
142.4 |
8.8% |
16.9 |
1.0% |
39% |
False |
False |
2,555 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.4% |
16.0 |
1.0% |
27% |
False |
False |
2,112 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.4% |
15.0 |
0.9% |
27% |
False |
False |
2,036 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,681.8 |
2.618 |
1,657.3 |
1.618 |
1,642.3 |
1.000 |
1,633.0 |
0.618 |
1,627.3 |
HIGH |
1,618.0 |
0.618 |
1,612.3 |
0.500 |
1,610.5 |
0.382 |
1,608.7 |
LOW |
1,603.0 |
0.618 |
1,593.7 |
1.000 |
1,588.0 |
1.618 |
1,578.7 |
2.618 |
1,563.7 |
4.250 |
1,539.3 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,613.4 |
1,611.7 |
PP |
1,612.0 |
1,608.5 |
S1 |
1,610.5 |
1,605.3 |
|