Trading Metrics calculated at close of trading on 07-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,176 |
14,215 |
39 |
0.3% |
13,923 |
High |
14,249 |
14,280 |
31 |
0.2% |
14,057 |
Low |
14,170 |
14,202 |
32 |
0.2% |
13,681 |
Close |
14,206 |
14,256 |
50 |
0.4% |
14,005 |
Range |
79 |
78 |
-1 |
-1.3% |
376 |
ATR |
118 |
115 |
-3 |
-2.4% |
0 |
Volume |
17,591 |
22,686 |
5,095 |
29.0% |
6,033 |
|
Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,480 |
14,446 |
14,299 |
|
R3 |
14,402 |
14,368 |
14,278 |
|
R2 |
14,324 |
14,324 |
14,270 |
|
R1 |
14,290 |
14,290 |
14,263 |
14,307 |
PP |
14,246 |
14,246 |
14,246 |
14,255 |
S1 |
14,212 |
14,212 |
14,249 |
14,229 |
S2 |
14,168 |
14,168 |
14,242 |
|
S3 |
14,090 |
14,134 |
14,235 |
|
S4 |
14,012 |
14,056 |
14,213 |
|
|
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 |
14,280 |
13,858 |
422 |
3.0% |
121 |
0.8% |
94% |
True |
False |
9,464 |
10 |
14,280 |
13,681 |
599 |
4.2% |
149 |
1.0% |
96% |
True |
False |
5,197 |
20 |
14,280 |
13,681 |
599 |
4.2% |
115 |
0.8% |
96% |
True |
False |
2,692 |
40 |
14,280 |
13,245 |
1,035 |
7.3% |
87 |
0.6% |
98% |
True |
False |
1,386 |
60 |
14,280 |
12,700 |
1,580 |
11.1% |
79 |
0.6% |
98% |
True |
False |
926 |
80 |
14,280 |
12,342 |
1,938 |
13.6% |
66 |
0.5% |
99% |
True |
False |
696 |
100 |
14,280 |
12,342 |
1,938 |
13.6% |
65 |
0.5% |
99% |
True |
False |
559 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,612 |
2.618 |
14,484 |
1.618 |
14,406 |
1.000 |
14,358 |
0.618 |
14,328 |
HIGH |
14,280 |
0.618 |
14,250 |
0.500 |
14,241 |
0.382 |
14,232 |
LOW |
14,202 |
0.618 |
14,154 |
1.000 |
14,124 |
1.618 |
14,076 |
2.618 |
13,998 |
4.250 |
13,871 |
|
|
Fisher Pivots for day following 07-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,251 |
14,225 |
PP |
14,246 |
14,194 |
S1 |
14,241 |
14,164 |
|