Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
154.76 |
154.85 |
0.09 |
0.1% |
154.34 |
High |
155.64 |
155.60 |
-0.04 |
0.0% |
155.95 |
Low |
154.10 |
154.73 |
0.63 |
0.4% |
153.59 |
Close |
154.36 |
155.60 |
1.24 |
0.8% |
155.60 |
Range |
1.54 |
0.87 |
-0.67 |
-43.5% |
2.36 |
ATR |
1.35 |
1.35 |
-0.01 |
-0.6% |
0.00 |
Volume |
128,604,102 |
111,163,508 |
-17,440,594 |
-13.6% |
647,798,219 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
157.92 |
157.63 |
156.08 |
|
R3 |
157.05 |
156.76 |
155.84 |
|
R2 |
156.18 |
156.18 |
155.76 |
|
R1 |
155.89 |
155.89 |
155.68 |
156.04 |
PP |
155.31 |
155.31 |
155.31 |
155.38 |
S1 |
155.02 |
155.02 |
155.52 |
155.17 |
S2 |
154.44 |
154.44 |
155.44 |
|
S3 |
153.57 |
154.15 |
155.36 |
|
S4 |
152.70 |
153.28 |
155.12 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
162.13 |
161.22 |
156.90 |
|
R3 |
159.77 |
158.86 |
156.25 |
|
R2 |
157.41 |
157.41 |
156.03 |
|
R1 |
156.50 |
156.50 |
155.82 |
156.96 |
PP |
155.05 |
155.05 |
155.05 |
155.27 |
S1 |
154.14 |
154.14 |
155.38 |
154.60 |
S2 |
152.69 |
152.69 |
155.17 |
|
S3 |
150.33 |
151.78 |
154.95 |
|
S4 |
147.97 |
149.42 |
154.30 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
155.95 |
153.59 |
2.36 |
1.5% |
1.29 |
0.8% |
85% |
False |
False |
129,559,643 |
10 |
156.80 |
153.59 |
3.21 |
2.1% |
1.08 |
0.7% |
63% |
False |
False |
119,478,232 |
20 |
156.80 |
148.73 |
8.07 |
5.2% |
1.34 |
0.9% |
85% |
False |
False |
130,010,840 |
40 |
156.80 |
148.73 |
8.07 |
5.2% |
1.21 |
0.8% |
85% |
False |
False |
127,107,430 |
60 |
156.80 |
139.54 |
17.26 |
11.1% |
1.20 |
0.8% |
93% |
False |
False |
128,772,927 |
80 |
156.80 |
139.00 |
17.80 |
11.4% |
1.21 |
0.8% |
93% |
False |
False |
131,782,929 |
100 |
156.80 |
134.70 |
22.10 |
14.2% |
1.31 |
0.8% |
95% |
False |
False |
133,659,341 |
120 |
156.80 |
134.70 |
22.10 |
14.2% |
1.31 |
0.8% |
95% |
False |
False |
133,037,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
159.30 |
2.618 |
157.88 |
1.618 |
157.01 |
1.000 |
156.47 |
0.618 |
156.14 |
HIGH |
155.60 |
0.618 |
155.27 |
0.500 |
155.17 |
0.382 |
155.06 |
LOW |
154.73 |
0.618 |
154.19 |
1.000 |
153.86 |
1.618 |
153.32 |
2.618 |
152.45 |
4.250 |
151.03 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
155.46 |
155.41 |
PP |
155.31 |
155.22 |
S1 |
155.17 |
155.03 |
|