Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
12,455 |
12,395 |
-60 |
-0.5% |
12,375 |
High |
12,570 |
12,480 |
-90 |
-0.7% |
12,570 |
Low |
12,415 |
12,225 |
-190 |
-1.5% |
12,220 |
Close |
12,480 |
12,425 |
-55 |
-0.4% |
12,480 |
Range |
155 |
255 |
100 |
64.5% |
350 |
ATR |
219 |
221 |
3 |
1.2% |
0 |
Volume |
11,179 |
19,117 |
7,938 |
71.0% |
58,364 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,142 |
13,038 |
12,565 |
|
R3 |
12,887 |
12,783 |
12,495 |
|
R2 |
12,632 |
12,632 |
12,472 |
|
R1 |
12,528 |
12,528 |
12,449 |
12,580 |
PP |
12,377 |
12,377 |
12,377 |
12,403 |
S1 |
12,273 |
12,273 |
12,402 |
12,325 |
S2 |
12,122 |
12,122 |
12,378 |
|
S3 |
11,867 |
12,018 |
12,355 |
|
S4 |
11,612 |
11,763 |
12,285 |
|
|
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% |
208 |
1.7% |
59% |
False |
False |
13,117 |
10 |
12,570 |
11,710 |
860 |
6.9% |
226 |
1.8% |
83% |
False |
False |
17,645 |
20 |
12,570 |
11,125 |
1,445 |
11.6% |
232 |
1.9% |
90% |
False |
False |
10,116 |
40 |
12,570 |
10,450 |
2,120 |
17.1% |
189 |
1.5% |
93% |
False |
False |
5,310 |
60 |
12,570 |
10,005 |
2,565 |
20.6% |
158 |
1.3% |
94% |
False |
False |
3,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,564 |
2.618 |
13,148 |
1.618 |
12,893 |
1.000 |
12,735 |
0.618 |
12,638 |
HIGH |
12,480 |
0.618 |
12,383 |
0.500 |
12,353 |
0.382 |
12,323 |
LOW |
12,225 |
0.618 |
12,068 |
1.000 |
11,970 |
1.618 |
11,813 |
2.618 |
11,558 |
4.250 |
11,141 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,401 |
12,416 |
PP |
12,377 |
12,407 |
S1 |
12,353 |
12,398 |
|