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 |
1,551.25 |
1,549.50 |
-1.75 |
-0.1% |
1,537.50 |
High |
1,554.25 |
1,558.50 |
4.25 |
0.3% |
1,549.50 |
Low |
1,540.00 |
1,544.25 |
4.25 |
0.3% |
1,523.50 |
Close |
1,550.75 |
1,556.50 |
5.75 |
0.4% |
1,545.75 |
Range |
14.25 |
14.25 |
0.00 |
0.0% |
26.00 |
ATR |
13.93 |
13.95 |
0.02 |
0.2% |
0.00 |
Volume |
1,042 |
981 |
-61 |
-5.9% |
6,491 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,595.75 |
1,590.50 |
1,564.25 |
|
R3 |
1,581.50 |
1,576.25 |
1,560.50 |
|
R2 |
1,567.25 |
1,567.25 |
1,559.00 |
|
R1 |
1,562.00 |
1,562.00 |
1,557.75 |
1,564.50 |
PP |
1,553.00 |
1,553.00 |
1,553.00 |
1,554.50 |
S1 |
1,547.75 |
1,547.75 |
1,555.25 |
1,550.50 |
S2 |
1,538.75 |
1,538.75 |
1,554.00 |
|
S3 |
1,524.50 |
1,533.50 |
1,552.50 |
|
S4 |
1,510.25 |
1,519.25 |
1,548.75 |
|
|
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 |
1,558.50 |
1,529.00 |
29.50 |
1.9% |
15.75 |
1.0% |
93% |
True |
False |
1,100 |
10 |
1,558.50 |
1,523.50 |
35.00 |
2.2% |
16.00 |
1.0% |
94% |
True |
False |
1,593 |
20 |
1,558.50 |
1,488.25 |
70.25 |
4.5% |
13.50 |
0.9% |
97% |
True |
False |
1,203 |
40 |
1,558.50 |
1,470.25 |
88.25 |
5.7% |
12.75 |
0.8% |
98% |
True |
False |
738 |
60 |
1,558.50 |
1,415.00 |
143.50 |
9.2% |
11.00 |
0.7% |
99% |
True |
False |
520 |
80 |
1,558.50 |
1,370.50 |
188.00 |
12.1% |
10.75 |
0.7% |
99% |
True |
False |
401 |
100 |
1,558.50 |
1,330.50 |
228.00 |
14.6% |
9.50 |
0.6% |
99% |
True |
False |
322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,619.00 |
2.618 |
1,595.75 |
1.618 |
1,581.50 |
1.000 |
1,572.75 |
0.618 |
1,567.25 |
HIGH |
1,558.50 |
0.618 |
1,553.00 |
0.500 |
1,551.50 |
0.382 |
1,549.75 |
LOW |
1,544.25 |
0.618 |
1,535.50 |
1.000 |
1,530.00 |
1.618 |
1,521.25 |
2.618 |
1,507.00 |
4.250 |
1,483.75 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,554.75 |
1,554.00 |
PP |
1,553.00 |
1,551.75 |
S1 |
1,551.50 |
1,549.25 |
|