Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
12,530 |
12,520 |
-10 |
-0.1% |
12,395 |
High |
12,530 |
12,615 |
85 |
0.7% |
12,695 |
Low |
12,340 |
12,330 |
-10 |
-0.1% |
12,225 |
Close |
12,490 |
12,450 |
-40 |
-0.3% |
12,490 |
Range |
190 |
285 |
95 |
50.0% |
470 |
ATR |
220 |
225 |
5 |
2.1% |
0 |
Volume |
12,097 |
14,850 |
2,753 |
22.8% |
72,240 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,320 |
13,170 |
12,607 |
|
R3 |
13,035 |
12,885 |
12,529 |
|
R2 |
12,750 |
12,750 |
12,502 |
|
R1 |
12,600 |
12,600 |
12,476 |
12,533 |
PP |
12,465 |
12,465 |
12,465 |
12,431 |
S1 |
12,315 |
12,315 |
12,424 |
12,248 |
S2 |
12,180 |
12,180 |
12,398 |
|
S3 |
11,895 |
12,030 |
12,372 |
|
S4 |
11,610 |
11,745 |
12,293 |
|
|
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 |
12,330 |
365 |
2.9% |
231 |
1.9% |
33% |
False |
True |
13,594 |
10 |
12,695 |
12,220 |
475 |
3.8% |
220 |
1.8% |
48% |
False |
False |
13,355 |
20 |
12,695 |
11,235 |
1,460 |
11.7% |
224 |
1.8% |
83% |
False |
False |
13,466 |
40 |
12,695 |
10,750 |
1,945 |
15.6% |
200 |
1.6% |
87% |
False |
False |
7,008 |
60 |
12,695 |
10,330 |
2,365 |
19.0% |
173 |
1.4% |
90% |
False |
False |
4,674 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,826 |
2.618 |
13,361 |
1.618 |
13,076 |
1.000 |
12,900 |
0.618 |
12,791 |
HIGH |
12,615 |
0.618 |
12,506 |
0.500 |
12,473 |
0.382 |
12,439 |
LOW |
12,330 |
0.618 |
12,154 |
1.000 |
12,045 |
1.618 |
11,869 |
2.618 |
11,584 |
4.250 |
11,119 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,473 |
12,508 |
PP |
12,465 |
12,488 |
S1 |
12,458 |
12,469 |
|