Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,276 |
14,320 |
44 |
0.3% |
14,058 |
High |
14,340 |
14,427 |
87 |
0.6% |
14,427 |
Low |
14,260 |
14,302 |
42 |
0.3% |
14,003 |
Close |
14,316 |
14,373 |
57 |
0.4% |
14,373 |
Range |
80 |
125 |
45 |
56.3% |
424 |
ATR |
130 |
129 |
0 |
-0.3% |
0 |
Volume |
104,517 |
92,522 |
-11,995 |
-11.5% |
618,805 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,742 |
14,683 |
14,442 |
|
R3 |
14,617 |
14,558 |
14,408 |
|
R2 |
14,492 |
14,492 |
14,396 |
|
R1 |
14,433 |
14,433 |
14,385 |
14,463 |
PP |
14,367 |
14,367 |
14,367 |
14,382 |
S1 |
14,308 |
14,308 |
14,362 |
14,338 |
S2 |
14,242 |
14,242 |
14,350 |
|
S3 |
14,117 |
14,183 |
14,339 |
|
S4 |
13,992 |
14,058 |
14,304 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,540 |
15,380 |
14,606 |
|
R3 |
15,116 |
14,956 |
14,490 |
|
R2 |
14,692 |
14,692 |
14,451 |
|
R1 |
14,532 |
14,532 |
14,412 |
14,612 |
PP |
14,268 |
14,268 |
14,268 |
14,308 |
S1 |
14,108 |
14,108 |
14,334 |
14,188 |
S2 |
13,844 |
13,844 |
14,295 |
|
S3 |
13,420 |
13,684 |
14,257 |
|
S4 |
12,996 |
13,260 |
14,140 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,427 |
14,003 |
424 |
2.9% |
114 |
0.8% |
87% |
True |
False |
123,761 |
10 |
14,427 |
13,746 |
681 |
4.7% |
156 |
1.1% |
92% |
True |
False |
160,661 |
20 |
14,427 |
13,746 |
681 |
4.7% |
128 |
0.9% |
92% |
True |
False |
136,382 |
40 |
14,427 |
13,316 |
1,111 |
7.7% |
118 |
0.8% |
95% |
True |
False |
120,803 |
60 |
14,427 |
12,742 |
1,685 |
11.7% |
127 |
0.9% |
97% |
True |
False |
111,819 |
80 |
14,427 |
12,380 |
2,047 |
14.2% |
127 |
0.9% |
97% |
True |
False |
83,969 |
100 |
14,427 |
12,380 |
2,047 |
14.2% |
122 |
0.8% |
97% |
True |
False |
67,178 |
120 |
14,427 |
12,380 |
2,047 |
14.2% |
111 |
0.8% |
97% |
True |
False |
55,985 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,958 |
2.618 |
14,754 |
1.618 |
14,629 |
1.000 |
14,552 |
0.618 |
14,504 |
HIGH |
14,427 |
0.618 |
14,379 |
0.500 |
14,365 |
0.382 |
14,350 |
LOW |
14,302 |
0.618 |
14,225 |
1.000 |
14,177 |
1.618 |
14,100 |
2.618 |
13,975 |
4.250 |
13,771 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,370 |
14,359 |
PP |
14,367 |
14,345 |
S1 |
14,365 |
14,331 |
|