Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,450 |
14,462 |
12 |
0.1% |
14,058 |
High |
14,472 |
14,540 |
68 |
0.5% |
14,427 |
Low |
14,409 |
14,453 |
44 |
0.3% |
14,003 |
Close |
14,462 |
14,523 |
61 |
0.4% |
14,373 |
Range |
63 |
87 |
24 |
38.1% |
424 |
ATR |
118 |
116 |
-2 |
-1.9% |
0 |
Volume |
21,275 |
25,134 |
3,859 |
18.1% |
618,805 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,766 |
14,732 |
14,571 |
|
R3 |
14,679 |
14,645 |
14,547 |
|
R2 |
14,592 |
14,592 |
14,539 |
|
R1 |
14,558 |
14,558 |
14,531 |
14,575 |
PP |
14,505 |
14,505 |
14,505 |
14,514 |
S1 |
14,471 |
14,471 |
14,515 |
14,488 |
S2 |
14,418 |
14,418 |
14,507 |
|
S3 |
14,331 |
14,384 |
14,499 |
|
S4 |
14,244 |
14,297 |
14,475 |
|
|
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 |
14,540 |
14,302 |
238 |
1.6% |
88 |
0.6% |
93% |
True |
False |
42,030 |
10 |
14,540 |
13,919 |
621 |
4.3% |
106 |
0.7% |
97% |
True |
False |
93,364 |
20 |
14,540 |
13,746 |
794 |
5.5% |
126 |
0.9% |
98% |
True |
False |
124,297 |
40 |
14,540 |
13,388 |
1,152 |
7.9% |
117 |
0.8% |
99% |
True |
False |
114,125 |
60 |
14,540 |
12,742 |
1,798 |
12.4% |
124 |
0.9% |
99% |
True |
False |
111,174 |
80 |
14,540 |
12,380 |
2,160 |
14.9% |
123 |
0.8% |
99% |
True |
False |
85,438 |
100 |
14,540 |
12,380 |
2,160 |
14.9% |
123 |
0.8% |
99% |
True |
False |
68,354 |
120 |
14,540 |
12,380 |
2,160 |
14.9% |
114 |
0.8% |
99% |
True |
False |
56,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,910 |
2.618 |
14,768 |
1.618 |
14,681 |
1.000 |
14,627 |
0.618 |
14,594 |
HIGH |
14,540 |
0.618 |
14,507 |
0.500 |
14,497 |
0.382 |
14,486 |
LOW |
14,453 |
0.618 |
14,399 |
1.000 |
14,366 |
1.618 |
14,312 |
2.618 |
14,225 |
4.250 |
14,083 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,514 |
14,506 |
PP |
14,505 |
14,490 |
S1 |
14,497 |
14,473 |
|