Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,606.5 |
1,615.5 |
9.0 |
0.6% |
1,580.2 |
High |
1,618.0 |
1,617.0 |
-1.0 |
-0.1% |
1,601.4 |
Low |
1,603.0 |
1,606.3 |
3.3 |
0.2% |
1,579.7 |
Close |
1,614.9 |
1,611.0 |
-3.9 |
-0.2% |
1,596.2 |
Range |
15.0 |
10.7 |
-4.3 |
-28.7% |
21.7 |
ATR |
16.8 |
16.3 |
-0.4 |
-2.6% |
0.0 |
Volume |
1,715 |
4,607 |
2,892 |
168.6% |
17,695 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,643.5 |
1,638.0 |
1,616.9 |
|
R3 |
1,632.8 |
1,627.3 |
1,613.9 |
|
R2 |
1,622.1 |
1,622.1 |
1,613.0 |
|
R1 |
1,616.6 |
1,616.6 |
1,612.0 |
1,614.0 |
PP |
1,611.4 |
1,611.4 |
1,611.4 |
1,610.2 |
S1 |
1,605.9 |
1,605.9 |
1,610.0 |
1,603.3 |
S2 |
1,600.7 |
1,600.7 |
1,609.0 |
|
S3 |
1,590.0 |
1,595.2 |
1,608.1 |
|
S4 |
1,579.3 |
1,584.5 |
1,605.1 |
|
|
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 |
1,618.0 |
1,579.7 |
38.3 |
2.4% |
12.6 |
0.8% |
82% |
False |
False |
3,449 |
10 |
1,618.0 |
1,564.9 |
53.1 |
3.3% |
12.7 |
0.8% |
87% |
False |
False |
3,649 |
20 |
1,622.0 |
1,560.0 |
62.0 |
3.8% |
16.6 |
1.0% |
82% |
False |
False |
3,491 |
40 |
1,698.6 |
1,560.0 |
138.6 |
8.6% |
16.9 |
1.0% |
37% |
False |
False |
3,179 |
60 |
1,702.4 |
1,560.0 |
142.4 |
8.8% |
16.5 |
1.0% |
36% |
False |
False |
2,614 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.4% |
16.0 |
1.0% |
26% |
False |
False |
2,164 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.4% |
15.0 |
0.9% |
26% |
False |
False |
2,079 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,662.5 |
2.618 |
1,645.0 |
1.618 |
1,634.3 |
1.000 |
1,627.7 |
0.618 |
1,623.6 |
HIGH |
1,617.0 |
0.618 |
1,612.9 |
0.500 |
1,611.7 |
0.382 |
1,610.4 |
LOW |
1,606.3 |
0.618 |
1,599.7 |
1.000 |
1,595.6 |
1.618 |
1,589.0 |
2.618 |
1,578.3 |
4.250 |
1,560.8 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,611.7 |
1,610.0 |
PP |
1,611.4 |
1,609.1 |
S1 |
1,611.2 |
1,608.1 |
|