Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
12,395 |
12,455 |
60 |
0.5% |
12,375 |
High |
12,515 |
12,695 |
180 |
1.4% |
12,570 |
Low |
12,350 |
12,390 |
40 |
0.3% |
12,220 |
Close |
12,450 |
12,650 |
200 |
1.6% |
12,480 |
Range |
165 |
305 |
140 |
84.8% |
350 |
ATR |
217 |
223 |
6 |
2.9% |
0 |
Volume |
14,352 |
10,415 |
-3,937 |
-27.4% |
58,364 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,493 |
13,377 |
12,818 |
|
R3 |
13,188 |
13,072 |
12,734 |
|
R2 |
12,883 |
12,883 |
12,706 |
|
R1 |
12,767 |
12,767 |
12,678 |
12,825 |
PP |
12,578 |
12,578 |
12,578 |
12,608 |
S1 |
12,462 |
12,462 |
12,622 |
12,520 |
S2 |
12,273 |
12,273 |
12,594 |
|
S3 |
11,968 |
12,157 |
12,566 |
|
S4 |
11,663 |
11,852 |
12,482 |
|
|
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 |
12,695 |
12,225 |
470 |
3.7% |
221 |
1.7% |
90% |
True |
False |
13,118 |
10 |
12,695 |
11,975 |
720 |
5.7% |
226 |
1.8% |
94% |
True |
False |
13,708 |
20 |
12,695 |
11,125 |
1,570 |
12.4% |
243 |
1.9% |
97% |
True |
False |
11,337 |
40 |
12,695 |
10,450 |
2,245 |
17.7% |
190 |
1.5% |
98% |
True |
False |
5,929 |
60 |
12,695 |
10,015 |
2,680 |
21.2% |
163 |
1.3% |
98% |
True |
False |
3,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,991 |
2.618 |
13,494 |
1.618 |
13,189 |
1.000 |
13,000 |
0.618 |
12,884 |
HIGH |
12,695 |
0.618 |
12,579 |
0.500 |
12,543 |
0.382 |
12,507 |
LOW |
12,390 |
0.618 |
12,202 |
1.000 |
12,085 |
1.618 |
11,897 |
2.618 |
11,592 |
4.250 |
11,094 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,614 |
12,587 |
PP |
12,578 |
12,523 |
S1 |
12,543 |
12,460 |
|