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 |
14,043 |
14,058 |
15 |
0.1% |
13,985 |
High |
14,093 |
14,133 |
40 |
0.3% |
14,133 |
Low |
13,919 |
14,003 |
84 |
0.6% |
13,746 |
Close |
14,074 |
14,116 |
42 |
0.3% |
14,074 |
Range |
174 |
130 |
-44 |
-25.3% |
387 |
ATR |
137 |
137 |
-1 |
-0.4% |
0 |
Volume |
197,210 |
141,005 |
-56,205 |
-28.5% |
987,813 |
|
Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,474 |
14,425 |
14,188 |
|
R3 |
14,344 |
14,295 |
14,152 |
|
R2 |
14,214 |
14,214 |
14,140 |
|
R1 |
14,165 |
14,165 |
14,128 |
14,190 |
PP |
14,084 |
14,084 |
14,084 |
14,096 |
S1 |
14,035 |
14,035 |
14,104 |
14,060 |
S2 |
13,954 |
13,954 |
14,092 |
|
S3 |
13,824 |
13,905 |
14,080 |
|
S4 |
13,694 |
13,775 |
14,045 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,145 |
14,997 |
14,287 |
|
R3 |
14,758 |
14,610 |
14,181 |
|
R2 |
14,371 |
14,371 |
14,145 |
|
R1 |
14,223 |
14,223 |
14,110 |
14,297 |
PP |
13,984 |
13,984 |
13,984 |
14,022 |
S1 |
13,836 |
13,836 |
14,039 |
13,910 |
S2 |
13,597 |
13,597 |
14,003 |
|
S3 |
13,210 |
13,449 |
13,968 |
|
S4 |
12,823 |
13,062 |
13,861 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,133 |
13,770 |
363 |
2.6% |
160 |
1.1% |
95% |
True |
False |
181,281 |
10 |
14,133 |
13,746 |
387 |
2.7% |
158 |
1.1% |
96% |
True |
False |
168,467 |
20 |
14,133 |
13,746 |
387 |
2.7% |
132 |
0.9% |
96% |
True |
False |
136,698 |
40 |
14,133 |
13,232 |
901 |
6.4% |
116 |
0.8% |
98% |
True |
False |
118,230 |
60 |
14,133 |
12,742 |
1,391 |
9.9% |
127 |
0.9% |
99% |
True |
False |
103,961 |
80 |
14,133 |
12,380 |
1,753 |
12.4% |
131 |
0.9% |
99% |
True |
False |
77,998 |
100 |
14,133 |
12,380 |
1,753 |
12.4% |
121 |
0.9% |
99% |
True |
False |
62,400 |
120 |
14,133 |
12,380 |
1,753 |
12.4% |
109 |
0.8% |
99% |
True |
False |
52,003 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,686 |
2.618 |
14,473 |
1.618 |
14,343 |
1.000 |
14,263 |
0.618 |
14,213 |
HIGH |
14,133 |
0.618 |
14,083 |
0.500 |
14,068 |
0.382 |
14,053 |
LOW |
14,003 |
0.618 |
13,923 |
1.000 |
13,873 |
1.618 |
13,793 |
2.618 |
13,663 |
4.250 |
13,451 |
|
|
Fisher Pivots for day following 04-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,100 |
14,086 |
PP |
14,084 |
14,056 |
S1 |
14,068 |
14,026 |
|