Trading Metrics calculated at close of trading on 26-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
12,520 |
12,445 |
-75 |
-0.6% |
12,395 |
High |
12,615 |
12,570 |
-45 |
-0.4% |
12,695 |
Low |
12,330 |
12,425 |
95 |
0.8% |
12,225 |
Close |
12,450 |
12,545 |
95 |
0.8% |
12,490 |
Range |
285 |
145 |
-140 |
-49.1% |
470 |
ATR |
225 |
219 |
-6 |
-2.5% |
0 |
Volume |
14,850 |
11,829 |
-3,021 |
-20.3% |
72,240 |
|
Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,948 |
12,892 |
12,625 |
|
R3 |
12,803 |
12,747 |
12,585 |
|
R2 |
12,658 |
12,658 |
12,572 |
|
R1 |
12,602 |
12,602 |
12,558 |
12,630 |
PP |
12,513 |
12,513 |
12,513 |
12,528 |
S1 |
12,457 |
12,457 |
12,532 |
12,485 |
S2 |
12,368 |
12,368 |
12,519 |
|
S3 |
12,223 |
12,312 |
12,505 |
|
S4 |
12,078 |
12,167 |
12,465 |
|
|
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% |
227 |
1.8% |
59% |
False |
False |
13,090 |
10 |
12,695 |
12,225 |
470 |
3.7% |
209 |
1.7% |
68% |
False |
False |
13,080 |
20 |
12,695 |
11,235 |
1,460 |
11.6% |
219 |
1.7% |
90% |
False |
False |
14,021 |
40 |
12,695 |
10,805 |
1,890 |
15.1% |
202 |
1.6% |
92% |
False |
False |
7,303 |
60 |
12,695 |
10,330 |
2,365 |
18.9% |
175 |
1.4% |
94% |
False |
False |
4,872 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,186 |
2.618 |
12,950 |
1.618 |
12,805 |
1.000 |
12,715 |
0.618 |
12,660 |
HIGH |
12,570 |
0.618 |
12,515 |
0.500 |
12,498 |
0.382 |
12,481 |
LOW |
12,425 |
0.618 |
12,336 |
1.000 |
12,280 |
1.618 |
12,191 |
2.618 |
12,046 |
4.250 |
11,809 |
|
|
Fisher Pivots for day following 26-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,529 |
12,521 |
PP |
12,513 |
12,497 |
S1 |
12,498 |
12,473 |
|