Trading Metrics calculated at close of trading on 11-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,259 |
14,313 |
54 |
0.4% |
13,996 |
High |
14,350 |
14,385 |
35 |
0.2% |
14,350 |
Low |
14,237 |
14,292 |
55 |
0.4% |
13,937 |
Close |
14,313 |
14,381 |
68 |
0.5% |
14,313 |
Range |
113 |
93 |
-20 |
-17.7% |
413 |
ATR |
115 |
113 |
-2 |
-1.4% |
0 |
Volume |
136,461 |
106,699 |
-29,762 |
-21.8% |
182,022 |
|
Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,632 |
14,599 |
14,432 |
|
R3 |
14,539 |
14,506 |
14,407 |
|
R2 |
14,446 |
14,446 |
14,398 |
|
R1 |
14,413 |
14,413 |
14,390 |
14,430 |
PP |
14,353 |
14,353 |
14,353 |
14,361 |
S1 |
14,320 |
14,320 |
14,373 |
14,337 |
S2 |
14,260 |
14,260 |
14,364 |
|
S3 |
14,167 |
14,227 |
14,356 |
|
S4 |
14,074 |
14,134 |
14,330 |
|
|
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 |
14,385 |
14,047 |
338 |
2.4% |
104 |
0.7% |
99% |
True |
False |
57,496 |
10 |
14,385 |
13,701 |
684 |
4.8% |
128 |
0.9% |
99% |
True |
False |
29,406 |
20 |
14,385 |
13,681 |
704 |
4.9% |
116 |
0.8% |
99% |
True |
False |
14,839 |
40 |
14,385 |
13,303 |
1,082 |
7.5% |
91 |
0.6% |
100% |
True |
False |
7,464 |
60 |
14,385 |
12,700 |
1,685 |
11.7% |
81 |
0.6% |
100% |
True |
False |
4,978 |
80 |
14,385 |
12,342 |
2,043 |
14.2% |
69 |
0.5% |
100% |
True |
False |
3,735 |
100 |
14,385 |
12,342 |
2,043 |
14.2% |
67 |
0.5% |
100% |
True |
False |
2,991 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,780 |
2.618 |
14,629 |
1.618 |
14,536 |
1.000 |
14,478 |
0.618 |
14,443 |
HIGH |
14,385 |
0.618 |
14,350 |
0.500 |
14,339 |
0.382 |
14,328 |
LOW |
14,292 |
0.618 |
14,235 |
1.000 |
14,199 |
1.618 |
14,142 |
2.618 |
14,049 |
4.250 |
13,897 |
|
|
Fisher Pivots for day following 11-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,367 |
14,352 |
PP |
14,353 |
14,323 |
S1 |
14,339 |
14,294 |
|