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 |
12,345 |
12,455 |
110 |
0.9% |
12,375 |
High |
12,495 |
12,570 |
75 |
0.6% |
12,570 |
Low |
12,270 |
12,415 |
145 |
1.2% |
12,220 |
Close |
12,450 |
12,480 |
30 |
0.2% |
12,480 |
Range |
225 |
155 |
-70 |
-31.1% |
350 |
ATR |
223 |
219 |
-5 |
-2.2% |
0 |
Volume |
10,531 |
11,179 |
648 |
6.2% |
58,364 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,953 |
12,872 |
12,565 |
|
R3 |
12,798 |
12,717 |
12,523 |
|
R2 |
12,643 |
12,643 |
12,509 |
|
R1 |
12,562 |
12,562 |
12,494 |
12,603 |
PP |
12,488 |
12,488 |
12,488 |
12,509 |
S1 |
12,407 |
12,407 |
12,466 |
12,448 |
S2 |
12,333 |
12,333 |
12,452 |
|
S3 |
12,178 |
12,252 |
12,438 |
|
S4 |
12,023 |
12,097 |
12,395 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,473 |
13,327 |
12,673 |
|
R3 |
13,123 |
12,977 |
12,576 |
|
R2 |
12,773 |
12,773 |
12,544 |
|
R1 |
12,627 |
12,627 |
12,512 |
12,700 |
PP |
12,423 |
12,423 |
12,423 |
12,460 |
S1 |
12,277 |
12,277 |
12,448 |
12,350 |
S2 |
12,073 |
12,073 |
12,416 |
|
S3 |
11,723 |
11,927 |
12,384 |
|
S4 |
11,373 |
11,577 |
12,288 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,570 |
12,220 |
350 |
2.8% |
187 |
1.5% |
74% |
True |
False |
11,672 |
10 |
12,570 |
11,645 |
925 |
7.4% |
216 |
1.7% |
90% |
True |
False |
17,917 |
20 |
12,570 |
11,085 |
1,485 |
11.9% |
232 |
1.9% |
94% |
True |
False |
9,163 |
40 |
12,570 |
10,450 |
2,120 |
17.0% |
192 |
1.5% |
96% |
True |
False |
4,832 |
60 |
12,570 |
9,930 |
2,640 |
21.2% |
155 |
1.2% |
97% |
True |
False |
3,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,229 |
2.618 |
12,976 |
1.618 |
12,821 |
1.000 |
12,725 |
0.618 |
12,666 |
HIGH |
12,570 |
0.618 |
12,511 |
0.500 |
12,493 |
0.382 |
12,474 |
LOW |
12,415 |
0.618 |
12,319 |
1.000 |
12,260 |
1.618 |
12,164 |
2.618 |
12,009 |
4.250 |
11,756 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,493 |
12,453 |
PP |
12,488 |
12,425 |
S1 |
12,484 |
12,398 |
|