Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1,611.3 |
1,618.1 |
6.8 |
0.4% |
1,583.3 |
High |
1,620.4 |
1,618.4 |
-2.0 |
-0.1% |
1,605.0 |
Low |
1,606.0 |
1,609.0 |
3.0 |
0.2% |
1,581.6 |
Close |
1,617.8 |
1,613.9 |
-3.9 |
-0.2% |
1,599.0 |
Range |
14.4 |
9.4 |
-5.0 |
-34.7% |
23.4 |
ATR |
16.8 |
16.3 |
-0.5 |
-3.1% |
0.0 |
Volume |
1,075 |
2,658 |
1,583 |
147.3% |
6,652 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,642.0 |
1,637.3 |
1,619.1 |
|
R3 |
1,632.6 |
1,627.9 |
1,616.5 |
|
R2 |
1,623.2 |
1,623.2 |
1,615.6 |
|
R1 |
1,618.5 |
1,618.5 |
1,614.8 |
1,616.2 |
PP |
1,613.8 |
1,613.8 |
1,613.8 |
1,612.6 |
S1 |
1,609.1 |
1,609.1 |
1,613.0 |
1,606.8 |
S2 |
1,604.4 |
1,604.4 |
1,612.2 |
|
S3 |
1,595.0 |
1,599.7 |
1,611.3 |
|
S4 |
1,585.6 |
1,590.3 |
1,608.7 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,665.4 |
1,655.6 |
1,611.9 |
|
R3 |
1,642.0 |
1,632.2 |
1,605.4 |
|
R2 |
1,618.6 |
1,618.6 |
1,603.3 |
|
R1 |
1,608.8 |
1,608.8 |
1,601.1 |
1,613.7 |
PP |
1,595.2 |
1,595.2 |
1,595.2 |
1,597.7 |
S1 |
1,585.4 |
1,585.4 |
1,596.9 |
1,590.3 |
S2 |
1,571.8 |
1,571.8 |
1,594.7 |
|
S3 |
1,548.4 |
1,562.0 |
1,592.6 |
|
S4 |
1,525.0 |
1,538.6 |
1,586.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,620.4 |
1,582.6 |
37.8 |
2.3% |
12.9 |
0.8% |
83% |
False |
False |
1,306 |
10 |
1,620.4 |
1,567.0 |
53.4 |
3.3% |
13.1 |
0.8% |
88% |
False |
False |
1,290 |
20 |
1,625.2 |
1,562.7 |
62.5 |
3.9% |
16.3 |
1.0% |
82% |
False |
False |
1,441 |
40 |
1,704.4 |
1,562.7 |
141.7 |
8.8% |
16.9 |
1.0% |
36% |
False |
False |
2,068 |
60 |
1,705.5 |
1,562.7 |
142.8 |
8.8% |
16.6 |
1.0% |
36% |
False |
False |
1,753 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,658.4 |
2.618 |
1,643.0 |
1.618 |
1,633.6 |
1.000 |
1,627.8 |
0.618 |
1,624.2 |
HIGH |
1,618.4 |
0.618 |
1,614.8 |
0.500 |
1,613.7 |
0.382 |
1,612.6 |
LOW |
1,609.0 |
0.618 |
1,603.2 |
1.000 |
1,599.6 |
1.618 |
1,593.8 |
2.618 |
1,584.4 |
4.250 |
1,569.1 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1,613.8 |
1,612.6 |
PP |
1,613.8 |
1,611.2 |
S1 |
1,613.7 |
1,609.9 |
|