Trading Metrics calculated at close of trading on 04-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
11,520 |
11,705 |
185 |
1.6% |
11,560 |
High |
11,745 |
11,770 |
25 |
0.2% |
11,745 |
Low |
11,460 |
11,630 |
170 |
1.5% |
11,110 |
Close |
11,715 |
11,755 |
40 |
0.3% |
11,715 |
Range |
285 |
140 |
-145 |
-50.9% |
635 |
ATR |
262 |
253 |
-9 |
-3.3% |
0 |
Volume |
14,979 |
32,733 |
17,754 |
118.5% |
102,519 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,138 |
12,087 |
11,832 |
|
R3 |
11,998 |
11,947 |
11,794 |
|
R2 |
11,858 |
11,858 |
11,781 |
|
R1 |
11,807 |
11,807 |
11,768 |
11,833 |
PP |
11,718 |
11,718 |
11,718 |
11,731 |
S1 |
11,667 |
11,667 |
11,742 |
11,693 |
S2 |
11,578 |
11,578 |
11,729 |
|
S3 |
11,438 |
11,527 |
11,717 |
|
S4 |
11,298 |
11,387 |
11,678 |
|
|
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 |
11,770 |
11,225 |
545 |
4.6% |
240 |
2.0% |
97% |
True |
False |
20,837 |
10 |
11,770 |
11,110 |
660 |
5.6% |
266 |
2.3% |
98% |
True |
False |
18,794 |
20 |
11,770 |
11,035 |
735 |
6.3% |
254 |
2.2% |
98% |
True |
False |
17,189 |
40 |
11,770 |
10,390 |
1,380 |
11.7% |
255 |
2.2% |
99% |
True |
False |
13,574 |
60 |
11,770 |
9,420 |
2,350 |
20.0% |
221 |
1.9% |
99% |
True |
False |
11,947 |
80 |
11,770 |
8,710 |
3,060 |
26.0% |
180 |
1.5% |
100% |
True |
False |
8,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,365 |
2.618 |
12,137 |
1.618 |
11,997 |
1.000 |
11,910 |
0.618 |
11,857 |
HIGH |
11,770 |
0.618 |
11,717 |
0.500 |
11,700 |
0.382 |
11,684 |
LOW |
11,630 |
0.618 |
11,544 |
1.000 |
11,490 |
1.618 |
11,404 |
2.618 |
11,264 |
4.250 |
11,035 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
11,737 |
11,703 |
PP |
11,718 |
11,650 |
S1 |
11,700 |
11,598 |
|