Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,615.5 |
1,607.9 |
-7.6 |
-0.5% |
1,580.2 |
High |
1,617.0 |
1,619.3 |
2.3 |
0.1% |
1,601.4 |
Low |
1,606.3 |
1,607.9 |
1.6 |
0.1% |
1,579.7 |
Close |
1,611.0 |
1,617.4 |
6.4 |
0.4% |
1,596.2 |
Range |
10.7 |
11.4 |
0.7 |
6.5% |
21.7 |
ATR |
16.3 |
16.0 |
-0.4 |
-2.2% |
0.0 |
Volume |
4,607 |
3,033 |
-1,574 |
-34.2% |
17,695 |
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,649.1 |
1,644.6 |
1,623.7 |
|
R3 |
1,637.7 |
1,633.2 |
1,620.5 |
|
R2 |
1,626.3 |
1,626.3 |
1,619.5 |
|
R1 |
1,621.8 |
1,621.8 |
1,618.4 |
1,624.1 |
PP |
1,614.9 |
1,614.9 |
1,614.9 |
1,616.0 |
S1 |
1,610.4 |
1,610.4 |
1,616.4 |
1,612.7 |
S2 |
1,603.5 |
1,603.5 |
1,615.3 |
|
S3 |
1,592.1 |
1,599.0 |
1,614.3 |
|
S4 |
1,580.7 |
1,587.6 |
1,611.1 |
|
|
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 |
1,619.3 |
1,592.5 |
26.8 |
1.7% |
11.9 |
0.7% |
93% |
True |
False |
3,110 |
10 |
1,619.3 |
1,564.9 |
54.4 |
3.4% |
12.9 |
0.8% |
97% |
True |
False |
3,688 |
20 |
1,622.0 |
1,564.9 |
57.1 |
3.5% |
15.8 |
1.0% |
92% |
False |
False |
3,564 |
40 |
1,689.0 |
1,560.0 |
129.0 |
8.0% |
16.9 |
1.0% |
44% |
False |
False |
3,198 |
60 |
1,702.4 |
1,560.0 |
142.4 |
8.8% |
16.3 |
1.0% |
40% |
False |
False |
2,637 |
80 |
1,759.7 |
1,560.0 |
199.7 |
12.3% |
15.9 |
1.0% |
29% |
False |
False |
2,191 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.3% |
15.0 |
0.9% |
29% |
False |
False |
2,094 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,667.8 |
2.618 |
1,649.1 |
1.618 |
1,637.7 |
1.000 |
1,630.7 |
0.618 |
1,626.3 |
HIGH |
1,619.3 |
0.618 |
1,614.9 |
0.500 |
1,613.6 |
0.382 |
1,612.3 |
LOW |
1,607.9 |
0.618 |
1,600.9 |
1.000 |
1,596.5 |
1.618 |
1,589.5 |
2.618 |
1,578.1 |
4.250 |
1,559.5 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,616.1 |
1,615.3 |
PP |
1,614.9 |
1,613.2 |
S1 |
1,613.6 |
1,611.2 |
|