Trading Metrics calculated at close of trading on 01-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
13,993 |
13,960 |
-33 |
-0.2% |
13,923 |
High |
14,057 |
14,018 |
-39 |
-0.3% |
14,057 |
Low |
13,947 |
13,858 |
-89 |
-0.6% |
13,681 |
Close |
13,967 |
14,005 |
38 |
0.3% |
14,005 |
Range |
110 |
160 |
50 |
45.5% |
376 |
ATR |
114 |
117 |
3 |
2.9% |
0 |
Volume |
672 |
1,759 |
1,087 |
161.8% |
6,033 |
|
Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,440 |
14,383 |
14,093 |
|
R3 |
14,280 |
14,223 |
14,049 |
|
R2 |
14,120 |
14,120 |
14,034 |
|
R1 |
14,063 |
14,063 |
14,020 |
14,092 |
PP |
13,960 |
13,960 |
13,960 |
13,975 |
S1 |
13,903 |
13,903 |
13,990 |
13,932 |
S2 |
13,800 |
13,800 |
13,976 |
|
S3 |
13,640 |
13,743 |
13,961 |
|
S4 |
13,480 |
13,583 |
13,917 |
|
|
Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,042 |
14,900 |
14,212 |
|
R3 |
14,666 |
14,524 |
14,109 |
|
R2 |
14,290 |
14,290 |
14,074 |
|
R1 |
14,148 |
14,148 |
14,040 |
14,219 |
PP |
13,914 |
13,914 |
13,914 |
13,950 |
S1 |
13,772 |
13,772 |
13,971 |
13,843 |
S2 |
13,538 |
13,538 |
13,936 |
|
S3 |
13,162 |
13,396 |
13,902 |
|
S4 |
12,786 |
13,020 |
13,798 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,057 |
13,681 |
376 |
2.7% |
188 |
1.3% |
86% |
False |
False |
1,206 |
10 |
14,057 |
13,681 |
376 |
2.7% |
143 |
1.0% |
86% |
False |
False |
716 |
20 |
14,057 |
13,681 |
376 |
2.7% |
112 |
0.8% |
86% |
False |
False |
453 |
40 |
14,057 |
13,170 |
887 |
6.3% |
79 |
0.6% |
94% |
False |
False |
247 |
60 |
14,057 |
12,700 |
1,357 |
9.7% |
73 |
0.5% |
96% |
False |
False |
167 |
80 |
14,057 |
12,342 |
1,715 |
12.2% |
67 |
0.5% |
97% |
False |
False |
128 |
100 |
14,057 |
12,342 |
1,715 |
12.2% |
61 |
0.4% |
97% |
False |
False |
104 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,698 |
2.618 |
14,437 |
1.618 |
14,277 |
1.000 |
14,178 |
0.618 |
14,117 |
HIGH |
14,018 |
0.618 |
13,957 |
0.500 |
13,938 |
0.382 |
13,919 |
LOW |
13,858 |
0.618 |
13,759 |
1.000 |
13,698 |
1.618 |
13,599 |
2.618 |
13,439 |
4.250 |
13,178 |
|
|
Fisher Pivots for day following 01-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
13,983 |
13,977 |
PP |
13,960 |
13,949 |
S1 |
13,938 |
13,921 |
|