Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,543.00 |
1,532.00 |
-11.00 |
-0.7% |
1,537.50 |
High |
1,544.50 |
1,547.75 |
3.25 |
0.2% |
1,549.50 |
Low |
1,530.75 |
1,529.00 |
-1.75 |
-0.1% |
1,523.50 |
Close |
1,533.00 |
1,545.75 |
12.75 |
0.8% |
1,545.75 |
Range |
13.75 |
18.75 |
5.00 |
36.4% |
26.00 |
ATR |
13.18 |
13.58 |
0.40 |
3.0% |
0.00 |
Volume |
2,033 |
773 |
-1,260 |
-62.0% |
6,491 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,597.00 |
1,590.25 |
1,556.00 |
|
R3 |
1,578.25 |
1,571.50 |
1,551.00 |
|
R2 |
1,559.50 |
1,559.50 |
1,549.25 |
|
R1 |
1,552.75 |
1,552.75 |
1,547.50 |
1,556.00 |
PP |
1,540.75 |
1,540.75 |
1,540.75 |
1,542.50 |
S1 |
1,534.00 |
1,534.00 |
1,544.00 |
1,537.50 |
S2 |
1,522.00 |
1,522.00 |
1,542.25 |
|
S3 |
1,503.25 |
1,515.25 |
1,540.50 |
|
S4 |
1,484.50 |
1,496.50 |
1,535.50 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,617.50 |
1,607.75 |
1,560.00 |
|
R3 |
1,591.50 |
1,581.75 |
1,553.00 |
|
R2 |
1,565.50 |
1,565.50 |
1,550.50 |
|
R1 |
1,555.75 |
1,555.75 |
1,548.25 |
1,560.50 |
PP |
1,539.50 |
1,539.50 |
1,539.50 |
1,542.00 |
S1 |
1,529.75 |
1,529.75 |
1,543.25 |
1,534.50 |
S2 |
1,513.50 |
1,513.50 |
1,541.00 |
|
S3 |
1,487.50 |
1,503.75 |
1,538.50 |
|
S4 |
1,461.50 |
1,477.75 |
1,531.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,549.50 |
1,523.50 |
26.00 |
1.7% |
18.25 |
1.2% |
86% |
False |
False |
1,298 |
10 |
1,551.25 |
1,523.50 |
27.75 |
1.8% |
13.00 |
0.8% |
80% |
False |
False |
1,674 |
20 |
1,551.25 |
1,470.25 |
81.00 |
5.2% |
14.75 |
1.0% |
93% |
False |
False |
1,026 |
40 |
1,551.25 |
1,470.25 |
81.00 |
5.2% |
12.00 |
0.8% |
93% |
False |
False |
633 |
60 |
1,551.25 |
1,370.50 |
180.75 |
11.7% |
11.25 |
0.7% |
97% |
False |
False |
447 |
80 |
1,551.25 |
1,370.50 |
180.75 |
11.7% |
10.00 |
0.6% |
97% |
False |
False |
341 |
100 |
1,551.25 |
1,330.50 |
220.75 |
14.3% |
9.00 |
0.6% |
98% |
False |
False |
275 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,627.50 |
2.618 |
1,596.75 |
1.618 |
1,578.00 |
1.000 |
1,566.50 |
0.618 |
1,559.25 |
HIGH |
1,547.75 |
0.618 |
1,540.50 |
0.500 |
1,538.50 |
0.382 |
1,536.25 |
LOW |
1,529.00 |
0.618 |
1,517.50 |
1.000 |
1,510.25 |
1.618 |
1,498.75 |
2.618 |
1,480.00 |
4.250 |
1,449.25 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,543.25 |
1,543.50 |
PP |
1,540.75 |
1,541.50 |
S1 |
1,538.50 |
1,539.25 |
|