Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
11,875 |
12,075 |
200 |
1.7% |
11,560 |
High |
12,100 |
12,165 |
65 |
0.5% |
11,745 |
Low |
11,810 |
11,955 |
145 |
1.2% |
11,110 |
Close |
12,085 |
12,140 |
55 |
0.5% |
11,715 |
Range |
290 |
210 |
-80 |
-27.6% |
635 |
ATR |
251 |
248 |
-3 |
-1.2% |
0 |
Volume |
34,599 |
9,290 |
-25,309 |
-73.1% |
102,519 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,717 |
12,638 |
12,256 |
|
R3 |
12,507 |
12,428 |
12,198 |
|
R2 |
12,297 |
12,297 |
12,179 |
|
R1 |
12,218 |
12,218 |
12,159 |
12,258 |
PP |
12,087 |
12,087 |
12,087 |
12,106 |
S1 |
12,008 |
12,008 |
12,121 |
12,048 |
S2 |
11,877 |
11,877 |
12,102 |
|
S3 |
11,667 |
11,798 |
12,082 |
|
S4 |
11,457 |
11,588 |
12,025 |
|
|
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 |
12,165 |
11,460 |
705 |
5.8% |
220 |
1.8% |
96% |
True |
False |
25,766 |
10 |
12,165 |
11,110 |
1,055 |
8.7% |
280 |
2.3% |
98% |
True |
False |
22,789 |
20 |
12,165 |
11,060 |
1,105 |
9.1% |
252 |
2.1% |
98% |
True |
False |
18,461 |
40 |
12,165 |
10,405 |
1,760 |
14.5% |
255 |
2.1% |
99% |
True |
False |
15,041 |
60 |
12,165 |
9,490 |
2,675 |
22.0% |
227 |
1.9% |
99% |
True |
False |
13,254 |
80 |
12,165 |
8,710 |
3,455 |
28.5% |
188 |
1.5% |
99% |
True |
False |
9,980 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,058 |
2.618 |
12,715 |
1.618 |
12,505 |
1.000 |
12,375 |
0.618 |
12,295 |
HIGH |
12,165 |
0.618 |
12,085 |
0.500 |
12,060 |
0.382 |
12,035 |
LOW |
11,955 |
0.618 |
11,825 |
1.000 |
11,745 |
1.618 |
11,615 |
2.618 |
11,405 |
4.250 |
11,063 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,113 |
12,067 |
PP |
12,087 |
11,993 |
S1 |
12,060 |
11,920 |
|