Trading Metrics calculated at close of trading on 12-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,313 |
14,379 |
66 |
0.5% |
13,996 |
High |
14,385 |
14,409 |
24 |
0.2% |
14,350 |
Low |
14,292 |
14,341 |
49 |
0.3% |
13,937 |
Close |
14,381 |
14,386 |
5 |
0.0% |
14,313 |
Range |
93 |
68 |
-25 |
-26.9% |
413 |
ATR |
113 |
110 |
-3 |
-2.9% |
0 |
Volume |
106,699 |
113,589 |
6,890 |
6.5% |
182,022 |
|
Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,583 |
14,552 |
14,424 |
|
R3 |
14,515 |
14,484 |
14,405 |
|
R2 |
14,447 |
14,447 |
14,399 |
|
R1 |
14,416 |
14,416 |
14,392 |
14,432 |
PP |
14,379 |
14,379 |
14,379 |
14,386 |
S1 |
14,348 |
14,348 |
14,380 |
14,364 |
S2 |
14,311 |
14,311 |
14,374 |
|
S3 |
14,243 |
14,280 |
14,367 |
|
S4 |
14,175 |
14,212 |
14,349 |
|
|
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 |
14,409 |
14,170 |
239 |
1.7% |
86 |
0.6% |
90% |
True |
False |
79,405 |
10 |
14,409 |
13,784 |
625 |
4.3% |
122 |
0.8% |
96% |
True |
False |
40,653 |
20 |
14,409 |
13,681 |
728 |
5.1% |
118 |
0.8% |
97% |
True |
False |
20,504 |
40 |
14,409 |
13,303 |
1,106 |
7.7% |
92 |
0.6% |
98% |
True |
False |
10,304 |
60 |
14,409 |
12,700 |
1,709 |
11.9% |
81 |
0.6% |
99% |
True |
False |
6,871 |
80 |
14,409 |
12,342 |
2,067 |
14.4% |
69 |
0.5% |
99% |
True |
False |
5,155 |
100 |
14,409 |
12,342 |
2,067 |
14.4% |
66 |
0.5% |
99% |
True |
False |
4,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,698 |
2.618 |
14,587 |
1.618 |
14,519 |
1.000 |
14,477 |
0.618 |
14,451 |
HIGH |
14,409 |
0.618 |
14,383 |
0.500 |
14,375 |
0.382 |
14,367 |
LOW |
14,341 |
0.618 |
14,299 |
1.000 |
14,273 |
1.618 |
14,231 |
2.618 |
14,163 |
4.250 |
14,052 |
|
|
Fisher Pivots for day following 12-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,382 |
14,365 |
PP |
14,379 |
14,344 |
S1 |
14,375 |
14,323 |
|