Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
12,535 |
12,570 |
35 |
0.3% |
12,395 |
High |
12,595 |
12,575 |
-20 |
-0.2% |
12,695 |
Low |
12,435 |
12,355 |
-80 |
-0.6% |
12,225 |
Close |
12,555 |
12,490 |
-65 |
-0.5% |
12,490 |
Range |
160 |
220 |
60 |
37.5% |
470 |
ATR |
215 |
215 |
0 |
0.2% |
0 |
Volume |
11,330 |
9,571 |
-1,759 |
-15.5% |
72,240 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,133 |
13,032 |
12,611 |
|
R3 |
12,913 |
12,812 |
12,551 |
|
R2 |
12,693 |
12,693 |
12,530 |
|
R1 |
12,592 |
12,592 |
12,510 |
12,533 |
PP |
12,473 |
12,473 |
12,473 |
12,444 |
S1 |
12,372 |
12,372 |
12,470 |
12,313 |
S2 |
12,253 |
12,253 |
12,450 |
|
S3 |
12,033 |
12,152 |
12,430 |
|
S4 |
11,813 |
11,932 |
12,369 |
|
|
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 |
12,615 |
12,330 |
285 |
2.3% |
200 |
1.6% |
56% |
False |
False |
11,935 |
10 |
12,695 |
12,225 |
470 |
3.8% |
209 |
1.7% |
56% |
False |
False |
13,099 |
20 |
12,695 |
11,525 |
1,170 |
9.4% |
216 |
1.7% |
82% |
False |
False |
14,970 |
40 |
12,695 |
11,030 |
1,665 |
13.3% |
205 |
1.6% |
88% |
False |
False |
7,825 |
60 |
12,695 |
10,355 |
2,340 |
18.7% |
182 |
1.5% |
91% |
False |
False |
5,220 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,510 |
2.618 |
13,151 |
1.618 |
12,931 |
1.000 |
12,795 |
0.618 |
12,711 |
HIGH |
12,575 |
0.618 |
12,491 |
0.500 |
12,465 |
0.382 |
12,439 |
LOW |
12,355 |
0.618 |
12,219 |
1.000 |
12,135 |
1.618 |
11,999 |
2.618 |
11,779 |
4.250 |
11,420 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
12,482 |
12,485 |
PP |
12,473 |
12,480 |
S1 |
12,465 |
12,475 |
|