Trading Metrics calculated at close of trading on 06-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
11,755 |
11,875 |
120 |
1.0% |
11,560 |
High |
11,850 |
12,100 |
250 |
2.1% |
11,745 |
Low |
11,675 |
11,810 |
135 |
1.2% |
11,110 |
Close |
11,840 |
12,085 |
245 |
2.1% |
11,715 |
Range |
175 |
290 |
115 |
65.7% |
635 |
ATR |
248 |
251 |
3 |
1.2% |
0 |
Volume |
37,231 |
34,599 |
-2,632 |
-7.1% |
102,519 |
|
Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,868 |
12,767 |
12,245 |
|
R3 |
12,578 |
12,477 |
12,165 |
|
R2 |
12,288 |
12,288 |
12,138 |
|
R1 |
12,187 |
12,187 |
12,112 |
12,238 |
PP |
11,998 |
11,998 |
11,998 |
12,024 |
S1 |
11,897 |
11,897 |
12,059 |
11,948 |
S2 |
11,708 |
11,708 |
12,032 |
|
S3 |
11,418 |
11,607 |
12,005 |
|
S4 |
11,128 |
11,317 |
11,926 |
|
|
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 |
12,100 |
11,425 |
675 |
5.6% |
223 |
1.8% |
98% |
True |
False |
26,905 |
10 |
12,100 |
11,110 |
990 |
8.2% |
283 |
2.3% |
98% |
True |
False |
23,171 |
20 |
12,100 |
11,060 |
1,040 |
8.6% |
253 |
2.1% |
99% |
True |
False |
19,071 |
40 |
12,100 |
10,390 |
1,710 |
14.1% |
256 |
2.1% |
99% |
True |
False |
14,979 |
60 |
12,100 |
9,475 |
2,625 |
21.7% |
225 |
1.9% |
99% |
True |
False |
13,107 |
80 |
12,100 |
8,710 |
3,390 |
28.1% |
186 |
1.5% |
100% |
True |
False |
9,864 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,333 |
2.618 |
12,859 |
1.618 |
12,569 |
1.000 |
12,390 |
0.618 |
12,279 |
HIGH |
12,100 |
0.618 |
11,989 |
0.500 |
11,955 |
0.382 |
11,921 |
LOW |
11,810 |
0.618 |
11,631 |
1.000 |
11,520 |
1.618 |
11,341 |
2.618 |
11,051 |
4.250 |
10,578 |
|
|
Fisher Pivots for day following 06-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,042 |
12,012 |
PP |
11,998 |
11,938 |
S1 |
11,955 |
11,865 |
|