Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
155.33 |
155.92 |
0.59 |
0.4% |
151.76 |
High |
156.04 |
156.10 |
0.06 |
0.0% |
155.65 |
Low |
155.13 |
155.21 |
0.08 |
0.1% |
151.52 |
Close |
156.03 |
155.68 |
-0.35 |
-0.2% |
155.44 |
Range |
0.91 |
0.89 |
-0.02 |
-2.2% |
4.13 |
ATR |
1.34 |
1.31 |
-0.03 |
-2.4% |
0.00 |
Volume |
83,746,703 |
105,755,695 |
22,008,992 |
26.3% |
524,731,290 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
158.33 |
157.90 |
156.17 |
|
R3 |
157.44 |
157.01 |
155.92 |
|
R2 |
156.55 |
156.55 |
155.84 |
|
R1 |
156.12 |
156.12 |
155.76 |
155.89 |
PP |
155.66 |
155.66 |
155.66 |
155.55 |
S1 |
155.23 |
155.23 |
155.60 |
155.00 |
S2 |
154.77 |
154.77 |
155.52 |
|
S3 |
153.88 |
154.34 |
155.44 |
|
S4 |
152.99 |
153.45 |
155.19 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
166.59 |
165.15 |
157.71 |
|
R3 |
162.46 |
161.02 |
156.58 |
|
R2 |
158.33 |
158.33 |
156.20 |
|
R1 |
156.89 |
156.89 |
155.82 |
157.61 |
PP |
154.20 |
154.20 |
154.20 |
154.57 |
S1 |
152.76 |
152.76 |
155.06 |
153.48 |
S2 |
150.07 |
150.07 |
154.68 |
|
S3 |
145.94 |
148.63 |
154.30 |
|
S4 |
141.81 |
144.50 |
153.17 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.10 |
154.16 |
1.94 |
1.2% |
0.80 |
0.5% |
78% |
True |
False |
98,712,218 |
10 |
156.10 |
149.76 |
6.34 |
4.1% |
1.24 |
0.8% |
93% |
True |
False |
116,251,596 |
20 |
156.10 |
148.73 |
7.37 |
4.7% |
1.36 |
0.9% |
94% |
True |
False |
129,200,304 |
40 |
156.10 |
146.20 |
9.90 |
6.4% |
1.18 |
0.8% |
96% |
True |
False |
125,829,127 |
60 |
156.10 |
139.54 |
16.56 |
10.6% |
1.22 |
0.8% |
97% |
True |
False |
132,252,518 |
80 |
156.10 |
134.70 |
21.40 |
13.7% |
1.27 |
0.8% |
98% |
True |
False |
133,312,731 |
100 |
156.10 |
134.70 |
21.40 |
13.7% |
1.33 |
0.9% |
98% |
True |
False |
134,775,600 |
120 |
156.10 |
134.70 |
21.40 |
13.7% |
1.31 |
0.8% |
98% |
True |
False |
132,861,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.88 |
2.618 |
158.43 |
1.618 |
157.54 |
1.000 |
156.99 |
0.618 |
156.65 |
HIGH |
156.10 |
0.618 |
155.76 |
0.500 |
155.66 |
0.382 |
155.55 |
LOW |
155.21 |
0.618 |
154.66 |
1.000 |
154.32 |
1.618 |
153.77 |
2.618 |
152.88 |
4.250 |
151.43 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
155.67 |
155.58 |
PP |
155.66 |
155.48 |
S1 |
155.66 |
155.38 |
|