Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
12,455 |
12,665 |
210 |
1.7% |
12,375 |
High |
12,695 |
12,685 |
-10 |
-0.1% |
12,570 |
Low |
12,390 |
12,475 |
85 |
0.7% |
12,220 |
Close |
12,650 |
12,515 |
-135 |
-1.1% |
12,480 |
Range |
305 |
210 |
-95 |
-31.1% |
350 |
ATR |
223 |
222 |
-1 |
-0.4% |
0 |
Volume |
10,415 |
16,259 |
5,844 |
56.1% |
58,364 |
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,188 |
13,062 |
12,631 |
|
R3 |
12,978 |
12,852 |
12,573 |
|
R2 |
12,768 |
12,768 |
12,554 |
|
R1 |
12,642 |
12,642 |
12,534 |
12,600 |
PP |
12,558 |
12,558 |
12,558 |
12,538 |
S1 |
12,432 |
12,432 |
12,496 |
12,390 |
S2 |
12,348 |
12,348 |
12,477 |
|
S3 |
12,138 |
12,222 |
12,457 |
|
S4 |
11,928 |
12,012 |
12,400 |
|
|
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 |
3.8% |
218 |
1.7% |
62% |
False |
False |
14,264 |
10 |
12,695 |
12,105 |
590 |
4.7% |
225 |
1.8% |
69% |
False |
False |
13,749 |
20 |
12,695 |
11,125 |
1,570 |
12.5% |
244 |
2.0% |
89% |
False |
False |
12,136 |
40 |
12,695 |
10,655 |
2,040 |
16.3% |
194 |
1.6% |
91% |
False |
False |
6,334 |
60 |
12,695 |
10,130 |
2,565 |
20.5% |
165 |
1.3% |
93% |
False |
False |
4,225 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,578 |
2.618 |
13,235 |
1.618 |
13,025 |
1.000 |
12,895 |
0.618 |
12,815 |
HIGH |
12,685 |
0.618 |
12,605 |
0.500 |
12,580 |
0.382 |
12,555 |
LOW |
12,475 |
0.618 |
12,345 |
1.000 |
12,265 |
1.618 |
12,135 |
2.618 |
11,925 |
4.250 |
11,583 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,580 |
12,523 |
PP |
12,558 |
12,520 |
S1 |
12,537 |
12,518 |
|