Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
11,465 |
11,520 |
55 |
0.5% |
11,560 |
High |
11,650 |
11,745 |
95 |
0.8% |
11,745 |
Low |
11,425 |
11,460 |
35 |
0.3% |
11,110 |
Close |
11,525 |
11,715 |
190 |
1.6% |
11,715 |
Range |
225 |
285 |
60 |
26.7% |
635 |
ATR |
260 |
262 |
2 |
0.7% |
0 |
Volume |
14,983 |
14,979 |
-4 |
0.0% |
102,519 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,495 |
12,390 |
11,872 |
|
R3 |
12,210 |
12,105 |
11,794 |
|
R2 |
11,925 |
11,925 |
11,767 |
|
R1 |
11,820 |
11,820 |
11,741 |
11,873 |
PP |
11,640 |
11,640 |
11,640 |
11,666 |
S1 |
11,535 |
11,535 |
11,689 |
11,588 |
S2 |
11,355 |
11,355 |
11,663 |
|
S3 |
11,070 |
11,250 |
11,637 |
|
S4 |
10,785 |
10,965 |
11,558 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,428 |
13,207 |
12,064 |
|
R3 |
12,793 |
12,572 |
11,890 |
|
R2 |
12,158 |
12,158 |
11,832 |
|
R1 |
11,937 |
11,937 |
11,773 |
12,048 |
PP |
11,523 |
11,523 |
11,523 |
11,579 |
S1 |
11,302 |
11,302 |
11,657 |
11,413 |
S2 |
10,888 |
10,888 |
11,599 |
|
S3 |
10,253 |
10,667 |
11,541 |
|
S4 |
9,618 |
10,032 |
11,366 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,745 |
11,110 |
635 |
5.4% |
329 |
2.8% |
95% |
True |
False |
20,503 |
10 |
11,745 |
11,080 |
665 |
5.7% |
279 |
2.4% |
95% |
True |
False |
17,045 |
20 |
11,745 |
11,035 |
710 |
6.1% |
257 |
2.2% |
96% |
True |
False |
16,270 |
40 |
11,745 |
10,390 |
1,355 |
11.6% |
255 |
2.2% |
98% |
True |
False |
12,929 |
60 |
11,745 |
9,410 |
2,335 |
19.9% |
219 |
1.9% |
99% |
True |
False |
11,402 |
80 |
11,745 |
8,710 |
3,035 |
25.9% |
178 |
1.5% |
99% |
True |
False |
8,557 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,956 |
2.618 |
12,491 |
1.618 |
12,206 |
1.000 |
12,030 |
0.618 |
11,921 |
HIGH |
11,745 |
0.618 |
11,636 |
0.500 |
11,603 |
0.382 |
11,569 |
LOW |
11,460 |
0.618 |
11,284 |
1.000 |
11,175 |
1.618 |
10,999 |
2.618 |
10,714 |
4.250 |
10,249 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
11,678 |
11,638 |
PP |
11,640 |
11,562 |
S1 |
11,603 |
11,485 |
|