Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,462 |
14,522 |
60 |
0.4% |
14,366 |
High |
14,540 |
14,553 |
13 |
0.1% |
14,553 |
Low |
14,453 |
14,493 |
40 |
0.3% |
14,352 |
Close |
14,523 |
14,493 |
-30 |
-0.2% |
14,493 |
Range |
87 |
60 |
-27 |
-31.0% |
201 |
ATR |
116 |
112 |
-4 |
-3.5% |
0 |
Volume |
25,134 |
3,439 |
-21,695 |
-86.3% |
121,068 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,693 |
14,653 |
14,526 |
|
R3 |
14,633 |
14,593 |
14,510 |
|
R2 |
14,573 |
14,573 |
14,504 |
|
R1 |
14,533 |
14,533 |
14,499 |
14,523 |
PP |
14,513 |
14,513 |
14,513 |
14,508 |
S1 |
14,473 |
14,473 |
14,488 |
14,463 |
S2 |
14,453 |
14,453 |
14,482 |
|
S3 |
14,393 |
14,413 |
14,477 |
|
S4 |
14,333 |
14,353 |
14,460 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,069 |
14,982 |
14,604 |
|
R3 |
14,868 |
14,781 |
14,548 |
|
R2 |
14,667 |
14,667 |
14,530 |
|
R1 |
14,580 |
14,580 |
14,512 |
14,624 |
PP |
14,466 |
14,466 |
14,466 |
14,488 |
S1 |
14,379 |
14,379 |
14,475 |
14,423 |
S2 |
14,265 |
14,265 |
14,456 |
|
S3 |
14,064 |
14,178 |
14,438 |
|
S4 |
13,863 |
13,977 |
14,383 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,553 |
14,352 |
201 |
1.4% |
75 |
0.5% |
70% |
True |
False |
24,213 |
10 |
14,553 |
14,003 |
550 |
3.8% |
94 |
0.6% |
89% |
True |
False |
73,987 |
20 |
14,553 |
13,746 |
807 |
5.6% |
124 |
0.9% |
93% |
True |
False |
119,616 |
40 |
14,553 |
13,394 |
1,159 |
8.0% |
117 |
0.8% |
95% |
True |
False |
112,014 |
60 |
14,553 |
12,742 |
1,811 |
12.5% |
123 |
0.8% |
97% |
True |
False |
109,101 |
80 |
14,553 |
12,512 |
2,041 |
14.1% |
122 |
0.8% |
97% |
True |
False |
85,480 |
100 |
14,553 |
12,380 |
2,173 |
15.0% |
123 |
0.8% |
97% |
True |
False |
68,388 |
120 |
14,553 |
12,380 |
2,173 |
15.0% |
114 |
0.8% |
97% |
True |
False |
56,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,808 |
2.618 |
14,710 |
1.618 |
14,650 |
1.000 |
14,613 |
0.618 |
14,590 |
HIGH |
14,553 |
0.618 |
14,530 |
0.500 |
14,523 |
0.382 |
14,516 |
LOW |
14,493 |
0.618 |
14,456 |
1.000 |
14,433 |
1.618 |
14,396 |
2.618 |
14,336 |
4.250 |
14,238 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,523 |
14,489 |
PP |
14,513 |
14,485 |
S1 |
14,503 |
14,481 |
|