Trading Metrics calculated at close of trading on 05-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
11,705 |
11,755 |
50 |
0.4% |
11,560 |
High |
11,770 |
11,850 |
80 |
0.7% |
11,745 |
Low |
11,630 |
11,675 |
45 |
0.4% |
11,110 |
Close |
11,755 |
11,840 |
85 |
0.7% |
11,715 |
Range |
140 |
175 |
35 |
25.0% |
635 |
ATR |
253 |
248 |
-6 |
-2.2% |
0 |
Volume |
32,733 |
37,231 |
4,498 |
13.7% |
102,519 |
|
Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,313 |
12,252 |
11,936 |
|
R3 |
12,138 |
12,077 |
11,888 |
|
R2 |
11,963 |
11,963 |
11,872 |
|
R1 |
11,902 |
11,902 |
11,856 |
11,933 |
PP |
11,788 |
11,788 |
11,788 |
11,804 |
S1 |
11,727 |
11,727 |
11,824 |
11,758 |
S2 |
11,613 |
11,613 |
11,808 |
|
S3 |
11,438 |
11,552 |
11,792 |
|
S4 |
11,263 |
11,377 |
11,744 |
|
|
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 |
11,850 |
11,225 |
625 |
5.3% |
214 |
1.8% |
98% |
True |
False |
23,181 |
10 |
11,850 |
11,110 |
740 |
6.3% |
269 |
2.3% |
99% |
True |
False |
20,981 |
20 |
11,850 |
11,035 |
815 |
6.9% |
252 |
2.1% |
99% |
True |
False |
18,176 |
40 |
11,850 |
10,390 |
1,460 |
12.3% |
255 |
2.2% |
99% |
True |
False |
14,290 |
60 |
11,850 |
9,475 |
2,375 |
20.1% |
222 |
1.9% |
100% |
True |
False |
12,548 |
80 |
11,850 |
8,710 |
3,140 |
26.5% |
182 |
1.5% |
100% |
True |
False |
9,431 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,594 |
2.618 |
12,308 |
1.618 |
12,133 |
1.000 |
12,025 |
0.618 |
11,958 |
HIGH |
11,850 |
0.618 |
11,783 |
0.500 |
11,763 |
0.382 |
11,742 |
LOW |
11,675 |
0.618 |
11,567 |
1.000 |
11,500 |
1.618 |
11,392 |
2.618 |
11,217 |
4.250 |
10,931 |
|
|
Fisher Pivots for day following 05-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
11,814 |
11,778 |
PP |
11,788 |
11,717 |
S1 |
11,763 |
11,655 |
|