Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
155.85 |
154.34 |
-1.51 |
-1.0% |
155.33 |
High |
156.04 |
155.64 |
-0.40 |
-0.3% |
156.80 |
Low |
155.31 |
154.20 |
-1.11 |
-0.7% |
155.13 |
Close |
155.83 |
154.97 |
-0.86 |
-0.6% |
155.83 |
Range |
0.73 |
1.44 |
0.71 |
97.3% |
1.67 |
ATR |
1.27 |
1.29 |
0.03 |
2.1% |
0.00 |
Volume |
138,601,109 |
126,704,203 |
-11,896,906 |
-8.6% |
546,984,109 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
159.26 |
158.55 |
155.76 |
|
R3 |
157.82 |
157.11 |
155.37 |
|
R2 |
156.38 |
156.38 |
155.23 |
|
R1 |
155.67 |
155.67 |
155.10 |
156.03 |
PP |
154.94 |
154.94 |
154.94 |
155.11 |
S1 |
154.23 |
154.23 |
154.84 |
154.59 |
S2 |
153.50 |
153.50 |
154.71 |
|
S3 |
152.06 |
152.79 |
154.57 |
|
S4 |
150.62 |
151.35 |
154.18 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
160.93 |
160.05 |
156.75 |
|
R3 |
159.26 |
158.38 |
156.29 |
|
R2 |
157.59 |
157.59 |
156.14 |
|
R1 |
156.71 |
156.71 |
155.98 |
157.15 |
PP |
155.92 |
155.92 |
155.92 |
156.14 |
S1 |
155.04 |
155.04 |
155.68 |
155.48 |
S2 |
154.25 |
154.25 |
155.52 |
|
S3 |
152.58 |
153.37 |
155.37 |
|
S4 |
150.91 |
151.70 |
154.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
156.80 |
154.20 |
2.60 |
1.7% |
0.97 |
0.6% |
30% |
False |
True |
117,988,321 |
10 |
156.80 |
153.64 |
3.16 |
2.0% |
0.90 |
0.6% |
42% |
False |
False |
109,941,000 |
20 |
156.80 |
148.73 |
8.07 |
5.2% |
1.38 |
0.9% |
77% |
False |
False |
131,220,815 |
40 |
156.80 |
147.43 |
9.37 |
6.0% |
1.19 |
0.8% |
80% |
False |
False |
127,398,215 |
60 |
156.80 |
139.54 |
17.26 |
11.1% |
1.20 |
0.8% |
89% |
False |
False |
130,407,034 |
80 |
156.80 |
138.08 |
18.72 |
12.1% |
1.21 |
0.8% |
90% |
False |
False |
129,857,396 |
100 |
156.80 |
134.70 |
22.10 |
14.3% |
1.32 |
0.9% |
92% |
False |
False |
134,682,992 |
120 |
156.80 |
134.70 |
22.10 |
14.3% |
1.31 |
0.8% |
92% |
False |
False |
132,728,729 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
161.76 |
2.618 |
159.41 |
1.618 |
157.97 |
1.000 |
157.08 |
0.618 |
156.53 |
HIGH |
155.64 |
0.618 |
155.09 |
0.500 |
154.92 |
0.382 |
154.75 |
LOW |
154.20 |
0.618 |
153.31 |
1.000 |
152.76 |
1.618 |
151.87 |
2.618 |
150.43 |
4.250 |
148.08 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
154.95 |
155.50 |
PP |
154.94 |
155.32 |
S1 |
154.92 |
155.15 |
|