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 |
1,545.50 |
1,541.00 |
-4.50 |
-0.3% |
1,537.50 |
High |
1,554.25 |
1,552.25 |
-2.00 |
-0.1% |
1,549.50 |
Low |
1,533.50 |
1,541.00 |
7.50 |
0.5% |
1,523.50 |
Close |
1,540.75 |
1,551.00 |
10.25 |
0.7% |
1,545.75 |
Range |
20.75 |
11.25 |
-9.50 |
-45.8% |
26.00 |
ATR |
14.09 |
13.91 |
-0.19 |
-1.3% |
0.00 |
Volume |
952 |
1,755 |
803 |
84.3% |
6,491 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,581.75 |
1,577.75 |
1,557.25 |
|
R3 |
1,570.50 |
1,566.50 |
1,554.00 |
|
R2 |
1,559.25 |
1,559.25 |
1,553.00 |
|
R1 |
1,555.25 |
1,555.25 |
1,552.00 |
1,557.25 |
PP |
1,548.00 |
1,548.00 |
1,548.00 |
1,549.00 |
S1 |
1,544.00 |
1,544.00 |
1,550.00 |
1,546.00 |
S2 |
1,536.75 |
1,536.75 |
1,549.00 |
|
S3 |
1,525.50 |
1,532.75 |
1,548.00 |
|
S4 |
1,514.25 |
1,521.50 |
1,544.75 |
|
|
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 |
1,554.25 |
1,529.00 |
25.25 |
1.6% |
16.50 |
1.1% |
87% |
False |
False |
1,336 |
10 |
1,554.25 |
1,523.50 |
30.75 |
2.0% |
14.50 |
0.9% |
89% |
False |
False |
1,800 |
20 |
1,554.25 |
1,479.00 |
75.25 |
4.9% |
13.75 |
0.9% |
96% |
False |
False |
1,141 |
40 |
1,554.25 |
1,470.25 |
84.00 |
5.4% |
12.50 |
0.8% |
96% |
False |
False |
689 |
60 |
1,554.25 |
1,370.50 |
183.75 |
11.8% |
11.75 |
0.8% |
98% |
False |
False |
492 |
80 |
1,554.25 |
1,370.50 |
183.75 |
11.8% |
10.50 |
0.7% |
98% |
False |
False |
375 |
100 |
1,554.25 |
1,330.50 |
223.75 |
14.4% |
9.25 |
0.6% |
99% |
False |
False |
302 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,600.00 |
2.618 |
1,581.75 |
1.618 |
1,570.50 |
1.000 |
1,563.50 |
0.618 |
1,559.25 |
HIGH |
1,552.25 |
0.618 |
1,548.00 |
0.500 |
1,546.50 |
0.382 |
1,545.25 |
LOW |
1,541.00 |
0.618 |
1,534.00 |
1.000 |
1,529.75 |
1.618 |
1,522.75 |
2.618 |
1,511.50 |
4.250 |
1,493.25 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,549.50 |
1,548.00 |
PP |
1,548.00 |
1,544.75 |
S1 |
1,546.50 |
1,541.50 |
|