Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,617.8 |
1,609.2 |
-8.6 |
-0.5% |
1,606.0 |
High |
1,617.8 |
1,614.7 |
-3.1 |
-0.2% |
1,619.3 |
Low |
1,606.4 |
1,592.7 |
-13.7 |
-0.9% |
1,598.2 |
Close |
1,609.7 |
1,608.3 |
-1.4 |
-0.1% |
1,609.7 |
Range |
11.4 |
22.0 |
10.6 |
93.0% |
21.1 |
ATR |
15.6 |
16.1 |
0.5 |
2.9% |
0.0 |
Volume |
5,065 |
5,756 |
691 |
13.6% |
16,482 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,671.2 |
1,661.8 |
1,620.4 |
|
R3 |
1,649.2 |
1,639.8 |
1,614.4 |
|
R2 |
1,627.2 |
1,627.2 |
1,612.3 |
|
R1 |
1,617.8 |
1,617.8 |
1,610.3 |
1,611.5 |
PP |
1,605.2 |
1,605.2 |
1,605.2 |
1,602.1 |
S1 |
1,595.8 |
1,595.8 |
1,606.3 |
1,589.5 |
S2 |
1,583.2 |
1,583.2 |
1,604.3 |
|
S3 |
1,561.2 |
1,573.8 |
1,602.3 |
|
S4 |
1,539.2 |
1,551.8 |
1,596.2 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,672.4 |
1,662.1 |
1,621.3 |
|
R3 |
1,651.3 |
1,641.0 |
1,615.5 |
|
R2 |
1,630.2 |
1,630.2 |
1,613.6 |
|
R1 |
1,619.9 |
1,619.9 |
1,611.6 |
1,625.1 |
PP |
1,609.1 |
1,609.1 |
1,609.1 |
1,611.6 |
S1 |
1,598.8 |
1,598.8 |
1,607.8 |
1,604.0 |
S2 |
1,588.0 |
1,588.0 |
1,605.8 |
|
S3 |
1,566.9 |
1,577.7 |
1,603.9 |
|
S4 |
1,545.8 |
1,556.6 |
1,598.1 |
|
|
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 |
1,592.7 |
26.6 |
1.7% |
14.1 |
0.9% |
59% |
False |
True |
4,035 |
10 |
1,619.3 |
1,579.7 |
39.6 |
2.5% |
13.7 |
0.8% |
72% |
False |
False |
3,765 |
20 |
1,622.0 |
1,564.9 |
57.1 |
3.6% |
15.7 |
1.0% |
76% |
False |
False |
3,864 |
40 |
1,687.6 |
1,560.0 |
127.6 |
7.9% |
17.0 |
1.1% |
38% |
False |
False |
3,400 |
60 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.5 |
1.0% |
34% |
False |
False |
2,786 |
80 |
1,749.3 |
1,560.0 |
189.3 |
11.8% |
16.2 |
1.0% |
26% |
False |
False |
2,317 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.4% |
15.2 |
0.9% |
24% |
False |
False |
2,193 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,708.2 |
2.618 |
1,672.3 |
1.618 |
1,650.3 |
1.000 |
1,636.7 |
0.618 |
1,628.3 |
HIGH |
1,614.7 |
0.618 |
1,606.3 |
0.500 |
1,603.7 |
0.382 |
1,601.1 |
LOW |
1,592.7 |
0.618 |
1,579.1 |
1.000 |
1,570.7 |
1.618 |
1,557.1 |
2.618 |
1,535.1 |
4.250 |
1,499.2 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,606.8 |
1,607.5 |
PP |
1,605.2 |
1,606.8 |
S1 |
1,603.7 |
1,606.0 |
|