Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,897 |
13,110 |
213 |
1.7% |
12,895 |
High |
13,115 |
13,154 |
39 |
0.3% |
12,905 |
Low |
12,892 |
13,079 |
187 |
1.5% |
12,655 |
Close |
13,109 |
13,130 |
21 |
0.2% |
12,863 |
Range |
223 |
75 |
-148 |
-66.4% |
250 |
ATR |
118 |
115 |
-3 |
-2.6% |
0 |
Volume |
143,300 |
115,041 |
-28,259 |
-19.7% |
140,971 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,346 |
13,313 |
13,171 |
|
R3 |
13,271 |
13,238 |
13,151 |
|
R2 |
13,196 |
13,196 |
13,144 |
|
R1 |
13,163 |
13,163 |
13,137 |
13,180 |
PP |
13,121 |
13,121 |
13,121 |
13,129 |
S1 |
13,088 |
13,088 |
13,123 |
13,105 |
S2 |
13,046 |
13,046 |
13,116 |
|
S3 |
12,971 |
13,013 |
13,110 |
|
S4 |
12,896 |
12,938 |
13,089 |
|
|
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 |
13,154 |
12,753 |
401 |
3.1% |
125 |
1.0% |
94% |
True |
False |
97,994 |
10 |
13,154 |
12,655 |
499 |
3.8% |
126 |
1.0% |
95% |
True |
False |
50,629 |
20 |
13,154 |
12,632 |
522 |
4.0% |
120 |
0.9% |
95% |
True |
False |
25,340 |
40 |
13,154 |
12,329 |
825 |
6.3% |
96 |
0.7% |
97% |
True |
False |
12,677 |
60 |
13,154 |
11,639 |
1,515 |
11.5% |
94 |
0.7% |
98% |
True |
False |
8,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,473 |
2.618 |
13,350 |
1.618 |
13,275 |
1.000 |
13,229 |
0.618 |
13,200 |
HIGH |
13,154 |
0.618 |
13,125 |
0.500 |
13,117 |
0.382 |
13,108 |
LOW |
13,079 |
0.618 |
13,033 |
1.000 |
13,004 |
1.618 |
12,958 |
2.618 |
12,883 |
4.250 |
12,760 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,126 |
13,081 |
PP |
13,121 |
13,032 |
S1 |
13,117 |
12,984 |
|