Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,859 |
12,897 |
38 |
0.3% |
12,895 |
High |
12,904 |
13,115 |
211 |
1.6% |
12,905 |
Low |
12,813 |
12,892 |
79 |
0.6% |
12,655 |
Close |
12,897 |
13,109 |
212 |
1.6% |
12,863 |
Range |
91 |
223 |
132 |
145.1% |
250 |
ATR |
110 |
118 |
8 |
7.3% |
0 |
Volume |
106,622 |
143,300 |
36,678 |
34.4% |
140,971 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,708 |
13,631 |
13,232 |
|
R3 |
13,485 |
13,408 |
13,170 |
|
R2 |
13,262 |
13,262 |
13,150 |
|
R1 |
13,185 |
13,185 |
13,130 |
13,224 |
PP |
13,039 |
13,039 |
13,039 |
13,058 |
S1 |
12,962 |
12,962 |
13,089 |
13,001 |
S2 |
12,816 |
12,816 |
13,068 |
|
S3 |
12,593 |
12,739 |
13,048 |
|
S4 |
12,370 |
12,516 |
12,986 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,558 |
13,460 |
13,001 |
|
R3 |
13,308 |
13,210 |
12,932 |
|
R2 |
13,058 |
13,058 |
12,909 |
|
R1 |
12,960 |
12,960 |
12,886 |
12,884 |
PP |
12,808 |
12,808 |
12,808 |
12,770 |
S1 |
12,710 |
12,710 |
12,840 |
12,634 |
S2 |
12,558 |
12,558 |
12,817 |
|
S3 |
12,308 |
12,460 |
12,794 |
|
S4 |
12,058 |
12,210 |
12,726 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,115 |
12,678 |
437 |
3.3% |
130 |
1.0% |
99% |
True |
False |
77,805 |
10 |
13,115 |
12,655 |
460 |
3.5% |
133 |
1.0% |
99% |
True |
False |
39,135 |
20 |
13,115 |
12,632 |
483 |
3.7% |
118 |
0.9% |
99% |
True |
False |
19,589 |
40 |
13,115 |
12,265 |
850 |
6.5% |
98 |
0.7% |
99% |
True |
False |
9,801 |
60 |
13,115 |
11,639 |
1,476 |
11.3% |
94 |
0.7% |
100% |
True |
False |
6,537 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,063 |
2.618 |
13,699 |
1.618 |
13,476 |
1.000 |
13,338 |
0.618 |
13,253 |
HIGH |
13,115 |
0.618 |
13,030 |
0.500 |
13,004 |
0.382 |
12,977 |
LOW |
12,892 |
0.618 |
12,754 |
1.000 |
12,669 |
1.618 |
12,531 |
2.618 |
12,308 |
4.250 |
11,944 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,074 |
13,058 |
PP |
13,039 |
13,006 |
S1 |
13,004 |
12,955 |
|