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 |
14,247 |
14,276 |
29 |
0.2% |
13,985 |
High |
14,309 |
14,340 |
31 |
0.2% |
14,133 |
Low |
14,234 |
14,260 |
26 |
0.2% |
13,746 |
Close |
14,265 |
14,316 |
51 |
0.4% |
14,074 |
Range |
75 |
80 |
5 |
6.7% |
387 |
ATR |
134 |
130 |
-4 |
-2.9% |
0 |
Volume |
130,149 |
104,517 |
-25,632 |
-19.7% |
987,813 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,545 |
14,511 |
14,360 |
|
R3 |
14,465 |
14,431 |
14,338 |
|
R2 |
14,385 |
14,385 |
14,331 |
|
R1 |
14,351 |
14,351 |
14,323 |
14,368 |
PP |
14,305 |
14,305 |
14,305 |
14,314 |
S1 |
14,271 |
14,271 |
14,309 |
14,288 |
S2 |
14,225 |
14,225 |
14,301 |
|
S3 |
14,145 |
14,191 |
14,294 |
|
S4 |
14,065 |
14,111 |
14,272 |
|
|
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 |
14,340 |
13,919 |
421 |
2.9% |
123 |
0.9% |
94% |
True |
False |
144,698 |
10 |
14,340 |
13,746 |
594 |
4.1% |
155 |
1.1% |
96% |
True |
False |
165,036 |
20 |
14,340 |
13,746 |
594 |
4.1% |
129 |
0.9% |
96% |
True |
False |
138,799 |
40 |
14,340 |
13,264 |
1,076 |
7.5% |
117 |
0.8% |
98% |
True |
False |
120,599 |
60 |
14,340 |
12,742 |
1,598 |
11.2% |
126 |
0.9% |
98% |
True |
False |
110,315 |
80 |
14,340 |
12,380 |
1,960 |
13.7% |
126 |
0.9% |
99% |
True |
False |
82,812 |
100 |
14,340 |
12,380 |
1,960 |
13.7% |
121 |
0.8% |
99% |
True |
False |
66,252 |
120 |
14,340 |
12,380 |
1,960 |
13.7% |
111 |
0.8% |
99% |
True |
False |
55,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,680 |
2.618 |
14,550 |
1.618 |
14,470 |
1.000 |
14,420 |
0.618 |
14,390 |
HIGH |
14,340 |
0.618 |
14,310 |
0.500 |
14,300 |
0.382 |
14,291 |
LOW |
14,260 |
0.618 |
14,211 |
1.000 |
14,180 |
1.618 |
14,131 |
2.618 |
14,051 |
4.250 |
13,920 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,311 |
14,286 |
PP |
14,305 |
14,256 |
S1 |
14,300 |
14,227 |
|