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 |
2,801.50 |
2,809.75 |
8.25 |
0.3% |
2,745.50 |
High |
2,812.25 |
2,811.25 |
-1.00 |
0.0% |
2,827.75 |
Low |
2,791.25 |
2,787.75 |
-3.50 |
-0.1% |
2,732.75 |
Close |
2,809.75 |
2,803.00 |
-6.75 |
-0.2% |
2,801.50 |
Range |
21.00 |
23.50 |
2.50 |
11.9% |
95.00 |
ATR |
32.87 |
32.20 |
-0.67 |
-2.0% |
0.00 |
Volume |
120,851 |
90,209 |
-30,642 |
-25.4% |
1,059,777 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,871.25 |
2,860.50 |
2,816.00 |
|
R3 |
2,847.75 |
2,837.00 |
2,809.50 |
|
R2 |
2,824.25 |
2,824.25 |
2,807.25 |
|
R1 |
2,813.50 |
2,813.50 |
2,805.25 |
2,807.00 |
PP |
2,800.75 |
2,800.75 |
2,800.75 |
2,797.50 |
S1 |
2,790.00 |
2,790.00 |
2,800.75 |
2,783.50 |
S2 |
2,777.25 |
2,777.25 |
2,798.75 |
|
S3 |
2,753.75 |
2,766.50 |
2,796.50 |
|
S4 |
2,730.25 |
2,743.00 |
2,790.00 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,072.25 |
3,032.00 |
2,853.75 |
|
R3 |
2,977.25 |
2,937.00 |
2,827.50 |
|
R2 |
2,882.25 |
2,882.25 |
2,819.00 |
|
R1 |
2,842.00 |
2,842.00 |
2,810.25 |
2,862.00 |
PP |
2,787.25 |
2,787.25 |
2,787.25 |
2,797.50 |
S1 |
2,747.00 |
2,747.00 |
2,792.75 |
2,767.00 |
S2 |
2,692.25 |
2,692.25 |
2,784.00 |
|
S3 |
2,597.25 |
2,652.00 |
2,775.50 |
|
S4 |
2,502.25 |
2,557.00 |
2,749.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,827.75 |
2,787.75 |
40.00 |
1.4% |
23.25 |
0.8% |
38% |
False |
True |
155,657 |
10 |
2,827.75 |
2,703.25 |
124.50 |
4.4% |
31.50 |
1.1% |
80% |
False |
False |
207,967 |
20 |
2,827.75 |
2,689.00 |
138.75 |
5.0% |
32.50 |
1.2% |
82% |
False |
False |
215,494 |
40 |
2,827.75 |
2,689.00 |
138.75 |
5.0% |
32.00 |
1.1% |
82% |
False |
False |
217,110 |
60 |
2,827.75 |
2,580.00 |
247.75 |
8.8% |
33.75 |
1.2% |
90% |
False |
False |
214,056 |
80 |
2,827.75 |
2,502.00 |
325.75 |
11.6% |
34.00 |
1.2% |
92% |
False |
False |
160,965 |
100 |
2,827.75 |
2,502.00 |
325.75 |
11.6% |
34.50 |
1.2% |
92% |
False |
False |
128,785 |
120 |
2,848.00 |
2,502.00 |
346.00 |
12.3% |
32.00 |
1.1% |
87% |
False |
False |
107,322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,911.00 |
2.618 |
2,872.75 |
1.618 |
2,849.25 |
1.000 |
2,834.75 |
0.618 |
2,825.75 |
HIGH |
2,811.25 |
0.618 |
2,802.25 |
0.500 |
2,799.50 |
0.382 |
2,796.75 |
LOW |
2,787.75 |
0.618 |
2,773.25 |
1.000 |
2,764.25 |
1.618 |
2,749.75 |
2.618 |
2,726.25 |
4.250 |
2,688.00 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
2,801.75 |
2,807.75 |
PP |
2,800.75 |
2,806.25 |
S1 |
2,799.50 |
2,804.50 |
|