Trading Metrics calculated at close of trading on 08-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,215 |
14,259 |
44 |
0.3% |
13,996 |
High |
14,280 |
14,350 |
70 |
0.5% |
14,350 |
Low |
14,202 |
14,237 |
35 |
0.2% |
13,937 |
Close |
14,256 |
14,313 |
57 |
0.4% |
14,313 |
Range |
78 |
113 |
35 |
44.9% |
413 |
ATR |
115 |
115 |
0 |
-0.1% |
0 |
Volume |
22,686 |
136,461 |
113,775 |
501.5% |
182,022 |
|
Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,639 |
14,589 |
14,375 |
|
R3 |
14,526 |
14,476 |
14,344 |
|
R2 |
14,413 |
14,413 |
14,334 |
|
R1 |
14,363 |
14,363 |
14,323 |
14,388 |
PP |
14,300 |
14,300 |
14,300 |
14,313 |
S1 |
14,250 |
14,250 |
14,303 |
14,275 |
S2 |
14,187 |
14,187 |
14,292 |
|
S3 |
14,074 |
14,137 |
14,282 |
|
S4 |
13,961 |
14,024 |
14,251 |
|
|
Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,439 |
15,289 |
14,540 |
|
R3 |
15,026 |
14,876 |
14,427 |
|
R2 |
14,613 |
14,613 |
14,389 |
|
R1 |
14,463 |
14,463 |
14,351 |
14,538 |
PP |
14,200 |
14,200 |
14,200 |
14,238 |
S1 |
14,050 |
14,050 |
14,275 |
14,125 |
S2 |
13,787 |
13,787 |
14,237 |
|
S3 |
13,374 |
13,637 |
14,200 |
|
S4 |
12,961 |
13,224 |
14,086 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,350 |
13,937 |
413 |
2.9% |
111 |
0.8% |
91% |
True |
False |
36,404 |
10 |
14,350 |
13,681 |
669 |
4.7% |
150 |
1.0% |
94% |
True |
False |
18,805 |
20 |
14,350 |
13,681 |
669 |
4.7% |
115 |
0.8% |
94% |
True |
False |
9,509 |
40 |
14,350 |
13,290 |
1,060 |
7.4% |
90 |
0.6% |
97% |
True |
False |
4,797 |
60 |
14,350 |
12,700 |
1,650 |
11.5% |
80 |
0.6% |
98% |
True |
False |
3,200 |
80 |
14,350 |
12,342 |
2,008 |
14.0% |
67 |
0.5% |
98% |
True |
False |
2,402 |
100 |
14,350 |
12,342 |
2,008 |
14.0% |
66 |
0.5% |
98% |
True |
False |
1,924 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,830 |
2.618 |
14,646 |
1.618 |
14,533 |
1.000 |
14,463 |
0.618 |
14,420 |
HIGH |
14,350 |
0.618 |
14,307 |
0.500 |
14,294 |
0.382 |
14,280 |
LOW |
14,237 |
0.618 |
14,167 |
1.000 |
14,124 |
1.618 |
14,054 |
2.618 |
13,941 |
4.250 |
13,757 |
|
|
Fisher Pivots for day following 08-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,307 |
14,295 |
PP |
14,300 |
14,278 |
S1 |
14,294 |
14,260 |
|