Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,366 |
14,440 |
74 |
0.5% |
14,058 |
High |
14,448 |
14,473 |
25 |
0.2% |
14,427 |
Low |
14,352 |
14,406 |
54 |
0.4% |
14,003 |
Close |
14,444 |
14,450 |
6 |
0.0% |
14,373 |
Range |
96 |
67 |
-29 |
-30.2% |
424 |
ATR |
127 |
123 |
-4 |
-3.4% |
0 |
Volume |
39,282 |
31,938 |
-7,344 |
-18.7% |
618,805 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,644 |
14,614 |
14,487 |
|
R3 |
14,577 |
14,547 |
14,469 |
|
R2 |
14,510 |
14,510 |
14,462 |
|
R1 |
14,480 |
14,480 |
14,456 |
14,495 |
PP |
14,443 |
14,443 |
14,443 |
14,451 |
S1 |
14,413 |
14,413 |
14,444 |
14,428 |
S2 |
14,376 |
14,376 |
14,438 |
|
S3 |
14,309 |
14,346 |
14,432 |
|
S4 |
14,242 |
14,279 |
14,413 |
|
|
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 |
14,473 |
14,234 |
239 |
1.7% |
89 |
0.6% |
90% |
True |
False |
79,681 |
10 |
14,473 |
13,846 |
627 |
4.3% |
127 |
0.9% |
96% |
True |
False |
122,189 |
20 |
14,473 |
13,746 |
727 |
5.0% |
128 |
0.9% |
97% |
True |
False |
130,656 |
40 |
14,473 |
13,378 |
1,095 |
7.6% |
118 |
0.8% |
98% |
True |
False |
117,741 |
60 |
14,473 |
12,742 |
1,731 |
12.0% |
125 |
0.9% |
99% |
True |
False |
112,664 |
80 |
14,473 |
12,380 |
2,093 |
14.5% |
126 |
0.9% |
99% |
True |
False |
84,859 |
100 |
14,473 |
12,380 |
2,093 |
14.5% |
122 |
0.8% |
99% |
True |
False |
67,890 |
120 |
14,473 |
12,380 |
2,093 |
14.5% |
113 |
0.8% |
99% |
True |
False |
56,577 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,758 |
2.618 |
14,649 |
1.618 |
14,582 |
1.000 |
14,540 |
0.618 |
14,515 |
HIGH |
14,473 |
0.618 |
14,448 |
0.500 |
14,440 |
0.382 |
14,432 |
LOW |
14,406 |
0.618 |
14,365 |
1.000 |
14,339 |
1.618 |
14,298 |
2.618 |
14,231 |
4.250 |
14,121 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,447 |
14,429 |
PP |
14,443 |
14,408 |
S1 |
14,440 |
14,388 |
|