Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,602.5 |
1,607.1 |
4.6 |
0.3% |
1,606.0 |
High |
1,610.0 |
1,608.6 |
-1.4 |
-0.1% |
1,619.3 |
Low |
1,593.7 |
1,596.5 |
2.8 |
0.2% |
1,598.2 |
Close |
1,608.9 |
1,597.4 |
-11.5 |
-0.7% |
1,609.7 |
Range |
16.3 |
12.1 |
-4.2 |
-25.8% |
21.1 |
ATR |
15.8 |
15.5 |
-0.2 |
-1.5% |
0.0 |
Volume |
7,326 |
4,547 |
-2,779 |
-37.9% |
16,482 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,637.1 |
1,629.4 |
1,604.1 |
|
R3 |
1,625.0 |
1,617.3 |
1,600.7 |
|
R2 |
1,612.9 |
1,612.9 |
1,599.6 |
|
R1 |
1,605.2 |
1,605.2 |
1,598.5 |
1,603.0 |
PP |
1,600.8 |
1,600.8 |
1,600.8 |
1,599.8 |
S1 |
1,593.1 |
1,593.1 |
1,596.3 |
1,590.9 |
S2 |
1,588.7 |
1,588.7 |
1,595.2 |
|
S3 |
1,576.6 |
1,581.0 |
1,594.1 |
|
S4 |
1,564.5 |
1,568.9 |
1,590.7 |
|
|
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 |
1,617.8 |
1,592.7 |
25.1 |
1.6% |
14.2 |
0.9% |
19% |
False |
False |
6,523 |
10 |
1,619.3 |
1,592.5 |
26.8 |
1.7% |
13.1 |
0.8% |
18% |
False |
False |
4,817 |
20 |
1,619.3 |
1,564.9 |
54.4 |
3.4% |
13.7 |
0.9% |
60% |
False |
False |
4,510 |
40 |
1,686.4 |
1,560.0 |
126.4 |
7.9% |
17.0 |
1.1% |
30% |
False |
False |
3,765 |
60 |
1,702.4 |
1,560.0 |
142.4 |
8.9% |
16.5 |
1.0% |
26% |
False |
False |
3,110 |
80 |
1,729.0 |
1,560.0 |
169.0 |
10.6% |
15.9 |
1.0% |
22% |
False |
False |
2,563 |
100 |
1,759.7 |
1,560.0 |
199.7 |
12.5% |
15.4 |
1.0% |
19% |
False |
False |
2,402 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,660.0 |
2.618 |
1,640.3 |
1.618 |
1,628.2 |
1.000 |
1,620.7 |
0.618 |
1,616.1 |
HIGH |
1,608.6 |
0.618 |
1,604.0 |
0.500 |
1,602.6 |
0.382 |
1,601.1 |
LOW |
1,596.5 |
0.618 |
1,589.0 |
1.000 |
1,584.4 |
1.618 |
1,576.9 |
2.618 |
1,564.8 |
4.250 |
1,545.1 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,602.6 |
1,601.9 |
PP |
1,600.8 |
1,600.4 |
S1 |
1,599.1 |
1,598.9 |
|