Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,320 |
14,366 |
46 |
0.3% |
14,058 |
High |
14,427 |
14,448 |
21 |
0.1% |
14,427 |
Low |
14,302 |
14,352 |
50 |
0.3% |
14,003 |
Close |
14,373 |
14,444 |
71 |
0.5% |
14,373 |
Range |
125 |
96 |
-29 |
-23.2% |
424 |
ATR |
129 |
127 |
-2 |
-1.8% |
0 |
Volume |
92,522 |
39,282 |
-53,240 |
-57.5% |
618,805 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,703 |
14,669 |
14,497 |
|
R3 |
14,607 |
14,573 |
14,471 |
|
R2 |
14,511 |
14,511 |
14,462 |
|
R1 |
14,477 |
14,477 |
14,453 |
14,494 |
PP |
14,415 |
14,415 |
14,415 |
14,423 |
S1 |
14,381 |
14,381 |
14,435 |
14,398 |
S2 |
14,319 |
14,319 |
14,427 |
|
S3 |
14,223 |
14,285 |
14,418 |
|
S4 |
14,127 |
14,189 |
14,391 |
|
|
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 |
14,448 |
14,113 |
335 |
2.3% |
107 |
0.7% |
99% |
True |
False |
103,416 |
10 |
14,448 |
13,770 |
678 |
4.7% |
133 |
0.9% |
99% |
True |
False |
142,348 |
20 |
14,448 |
13,746 |
702 |
4.9% |
128 |
0.9% |
99% |
True |
False |
133,293 |
40 |
14,448 |
13,377 |
1,071 |
7.4% |
118 |
0.8% |
100% |
True |
False |
118,980 |
60 |
14,448 |
12,742 |
1,706 |
11.8% |
126 |
0.9% |
100% |
True |
False |
112,397 |
80 |
14,448 |
12,380 |
2,068 |
14.3% |
127 |
0.9% |
100% |
True |
False |
84,459 |
100 |
14,448 |
12,380 |
2,068 |
14.3% |
123 |
0.9% |
100% |
True |
False |
67,570 |
120 |
14,448 |
12,380 |
2,068 |
14.3% |
112 |
0.8% |
100% |
True |
False |
56,311 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,856 |
2.618 |
14,699 |
1.618 |
14,603 |
1.000 |
14,544 |
0.618 |
14,507 |
HIGH |
14,448 |
0.618 |
14,411 |
0.500 |
14,400 |
0.382 |
14,389 |
LOW |
14,352 |
0.618 |
14,293 |
1.000 |
14,256 |
1.618 |
14,197 |
2.618 |
14,101 |
4.250 |
13,944 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,429 |
14,414 |
PP |
14,415 |
14,384 |
S1 |
14,400 |
14,354 |
|