Trading Metrics calculated at close of trading on 27-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
12,445 |
12,535 |
90 |
0.7% |
12,395 |
High |
12,570 |
12,595 |
25 |
0.2% |
12,695 |
Low |
12,425 |
12,435 |
10 |
0.1% |
12,225 |
Close |
12,545 |
12,555 |
10 |
0.1% |
12,490 |
Range |
145 |
160 |
15 |
10.3% |
470 |
ATR |
219 |
215 |
-4 |
-1.9% |
0 |
Volume |
11,829 |
11,330 |
-499 |
-4.2% |
72,240 |
|
Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,008 |
12,942 |
12,643 |
|
R3 |
12,848 |
12,782 |
12,599 |
|
R2 |
12,688 |
12,688 |
12,584 |
|
R1 |
12,622 |
12,622 |
12,570 |
12,655 |
PP |
12,528 |
12,528 |
12,528 |
12,545 |
S1 |
12,462 |
12,462 |
12,540 |
12,495 |
S2 |
12,368 |
12,368 |
12,526 |
|
S3 |
12,208 |
12,302 |
12,511 |
|
S4 |
12,048 |
12,142 |
12,467 |
|
|
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 |
12,685 |
12,330 |
355 |
2.8% |
198 |
1.6% |
63% |
False |
False |
13,273 |
10 |
12,695 |
12,225 |
470 |
3.7% |
210 |
1.7% |
70% |
False |
False |
13,195 |
20 |
12,695 |
11,440 |
1,255 |
10.0% |
215 |
1.7% |
89% |
False |
False |
14,546 |
40 |
12,695 |
10,970 |
1,725 |
13.7% |
204 |
1.6% |
92% |
False |
False |
7,586 |
60 |
12,695 |
10,355 |
2,340 |
18.6% |
178 |
1.4% |
94% |
False |
False |
5,060 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,275 |
2.618 |
13,014 |
1.618 |
12,854 |
1.000 |
12,755 |
0.618 |
12,694 |
HIGH |
12,595 |
0.618 |
12,534 |
0.500 |
12,515 |
0.382 |
12,496 |
LOW |
12,435 |
0.618 |
12,336 |
1.000 |
12,275 |
1.618 |
12,176 |
2.618 |
12,016 |
4.250 |
11,755 |
|
|
Fisher Pivots for day following 27-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,542 |
12,528 |
PP |
12,528 |
12,500 |
S1 |
12,515 |
12,473 |
|