Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,609.2 |
1,606.8 |
-2.4 |
-0.1% |
1,606.0 |
High |
1,614.7 |
1,606.8 |
-7.9 |
-0.5% |
1,619.3 |
Low |
1,592.7 |
1,597.4 |
4.7 |
0.3% |
1,598.2 |
Close |
1,608.3 |
1,599.0 |
-9.3 |
-0.6% |
1,609.7 |
Range |
22.0 |
9.4 |
-12.6 |
-57.3% |
21.1 |
ATR |
16.1 |
15.7 |
-0.4 |
-2.3% |
0.0 |
Volume |
5,756 |
9,923 |
4,167 |
72.4% |
16,482 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,629.3 |
1,623.5 |
1,604.2 |
|
R3 |
1,619.9 |
1,614.1 |
1,601.6 |
|
R2 |
1,610.5 |
1,610.5 |
1,600.7 |
|
R1 |
1,604.7 |
1,604.7 |
1,599.9 |
1,602.9 |
PP |
1,601.1 |
1,601.1 |
1,601.1 |
1,600.2 |
S1 |
1,595.3 |
1,595.3 |
1,598.1 |
1,593.5 |
S2 |
1,591.7 |
1,591.7 |
1,597.3 |
|
S3 |
1,582.3 |
1,585.9 |
1,596.4 |
|
S4 |
1,572.9 |
1,576.5 |
1,593.8 |
|
|
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% |
13.0 |
0.8% |
24% |
False |
False |
5,676 |
10 |
1,619.3 |
1,579.7 |
39.6 |
2.5% |
13.1 |
0.8% |
49% |
False |
False |
4,508 |
20 |
1,619.3 |
1,564.9 |
54.4 |
3.4% |
14.6 |
0.9% |
63% |
False |
False |
4,193 |
40 |
1,687.6 |
1,560.0 |
127.6 |
8.0% |
17.0 |
1.1% |
31% |
False |
False |
3,591 |
60 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.5 |
1.0% |
27% |
False |
False |
2,949 |
80 |
1,738.1 |
1,560.0 |
178.1 |
11.1% |
15.9 |
1.0% |
22% |
False |
False |
2,429 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.3 |
1.0% |
20% |
False |
False |
2,289 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,646.8 |
2.618 |
1,631.4 |
1.618 |
1,622.0 |
1.000 |
1,616.2 |
0.618 |
1,612.6 |
HIGH |
1,606.8 |
0.618 |
1,603.2 |
0.500 |
1,602.1 |
0.382 |
1,601.0 |
LOW |
1,597.4 |
0.618 |
1,591.6 |
1.000 |
1,588.0 |
1.618 |
1,582.2 |
2.618 |
1,572.8 |
4.250 |
1,557.5 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,602.1 |
1,605.3 |
PP |
1,601.1 |
1,603.2 |
S1 |
1,600.0 |
1,601.1 |
|