Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
12,665 |
12,530 |
-135 |
-1.1% |
12,395 |
High |
12,685 |
12,530 |
-155 |
-1.2% |
12,695 |
Low |
12,475 |
12,340 |
-135 |
-1.1% |
12,225 |
Close |
12,515 |
12,490 |
-25 |
-0.2% |
12,490 |
Range |
210 |
190 |
-20 |
-9.5% |
470 |
ATR |
222 |
220 |
-2 |
-1.0% |
0 |
Volume |
16,259 |
12,097 |
-4,162 |
-25.6% |
72,240 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,023 |
12,947 |
12,595 |
|
R3 |
12,833 |
12,757 |
12,542 |
|
R2 |
12,643 |
12,643 |
12,525 |
|
R1 |
12,567 |
12,567 |
12,508 |
12,510 |
PP |
12,453 |
12,453 |
12,453 |
12,425 |
S1 |
12,377 |
12,377 |
12,473 |
12,320 |
S2 |
12,263 |
12,263 |
12,455 |
|
S3 |
12,073 |
12,187 |
12,438 |
|
S4 |
11,883 |
11,997 |
12,386 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,880 |
13,655 |
12,749 |
|
R3 |
13,410 |
13,185 |
12,619 |
|
R2 |
12,940 |
12,940 |
12,576 |
|
R1 |
12,715 |
12,715 |
12,533 |
12,828 |
PP |
12,470 |
12,470 |
12,470 |
12,526 |
S1 |
12,245 |
12,245 |
12,447 |
12,358 |
S2 |
12,000 |
12,000 |
12,404 |
|
S3 |
11,530 |
11,775 |
12,361 |
|
S4 |
11,060 |
11,305 |
12,232 |
|
|
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% |
225 |
1.8% |
56% |
False |
False |
14,448 |
10 |
12,695 |
12,220 |
475 |
3.8% |
206 |
1.6% |
57% |
False |
False |
13,060 |
20 |
12,695 |
11,125 |
1,570 |
12.6% |
238 |
1.9% |
87% |
False |
False |
12,737 |
40 |
12,695 |
10,750 |
1,945 |
15.6% |
195 |
1.6% |
89% |
False |
False |
6,637 |
60 |
12,695 |
10,300 |
2,395 |
19.2% |
168 |
1.3% |
91% |
False |
False |
4,427 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,338 |
2.618 |
13,028 |
1.618 |
12,838 |
1.000 |
12,720 |
0.618 |
12,648 |
HIGH |
12,530 |
0.618 |
12,458 |
0.500 |
12,435 |
0.382 |
12,413 |
LOW |
12,340 |
0.618 |
12,223 |
1.000 |
12,150 |
1.618 |
12,033 |
2.618 |
11,843 |
4.250 |
11,533 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,472 |
12,518 |
PP |
12,453 |
12,508 |
S1 |
12,435 |
12,499 |
|