Trading Metrics calculated at close of trading on 13-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,440 |
14,450 |
10 |
0.1% |
14,058 |
High |
14,473 |
14,472 |
-1 |
0.0% |
14,427 |
Low |
14,406 |
14,409 |
3 |
0.0% |
14,003 |
Close |
14,450 |
14,462 |
12 |
0.1% |
14,373 |
Range |
67 |
63 |
-4 |
-6.0% |
424 |
ATR |
123 |
118 |
-4 |
-3.5% |
0 |
Volume |
31,938 |
21,275 |
-10,663 |
-33.4% |
618,805 |
|
Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,637 |
14,612 |
14,497 |
|
R3 |
14,574 |
14,549 |
14,479 |
|
R2 |
14,511 |
14,511 |
14,474 |
|
R1 |
14,486 |
14,486 |
14,468 |
14,499 |
PP |
14,448 |
14,448 |
14,448 |
14,454 |
S1 |
14,423 |
14,423 |
14,456 |
14,436 |
S2 |
14,385 |
14,385 |
14,451 |
|
S3 |
14,322 |
14,360 |
14,445 |
|
S4 |
14,259 |
14,297 |
14,427 |
|
|
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 |
14,260 |
213 |
1.5% |
86 |
0.6% |
95% |
False |
False |
57,906 |
10 |
14,473 |
13,919 |
554 |
3.8% |
109 |
0.8% |
98% |
False |
False |
105,991 |
20 |
14,473 |
13,746 |
727 |
5.0% |
126 |
0.9% |
98% |
False |
False |
127,429 |
40 |
14,473 |
13,378 |
1,095 |
7.6% |
118 |
0.8% |
99% |
False |
False |
116,030 |
60 |
14,473 |
12,742 |
1,731 |
12.0% |
124 |
0.9% |
99% |
False |
False |
112,427 |
80 |
14,473 |
12,380 |
2,093 |
14.5% |
123 |
0.9% |
99% |
False |
False |
85,124 |
100 |
14,473 |
12,380 |
2,093 |
14.5% |
123 |
0.8% |
99% |
False |
False |
68,102 |
120 |
14,473 |
12,380 |
2,093 |
14.5% |
113 |
0.8% |
99% |
False |
False |
56,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,740 |
2.618 |
14,637 |
1.618 |
14,574 |
1.000 |
14,535 |
0.618 |
14,511 |
HIGH |
14,472 |
0.618 |
14,448 |
0.500 |
14,441 |
0.382 |
14,433 |
LOW |
14,409 |
0.618 |
14,370 |
1.000 |
14,346 |
1.618 |
14,307 |
2.618 |
14,244 |
4.250 |
14,141 |
|
|
Fisher Pivots for day following 13-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,455 |
14,446 |
PP |
14,448 |
14,429 |
S1 |
14,441 |
14,413 |
|