Trading Metrics calculated at close of trading on 14-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,386 |
14,403 |
17 |
0.1% |
13,996 |
High |
14,408 |
14,468 |
60 |
0.4% |
14,350 |
Low |
14,347 |
14,388 |
41 |
0.3% |
13,937 |
Close |
14,398 |
14,452 |
54 |
0.4% |
14,313 |
Range |
61 |
80 |
19 |
31.1% |
413 |
ATR |
107 |
105 |
-2 |
-1.8% |
0 |
Volume |
109,373 |
108,806 |
-567 |
-0.5% |
182,022 |
|
Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,676 |
14,644 |
14,496 |
|
R3 |
14,596 |
14,564 |
14,474 |
|
R2 |
14,516 |
14,516 |
14,467 |
|
R1 |
14,484 |
14,484 |
14,459 |
14,500 |
PP |
14,436 |
14,436 |
14,436 |
14,444 |
S1 |
14,404 |
14,404 |
14,445 |
14,420 |
S2 |
14,356 |
14,356 |
14,437 |
|
S3 |
14,276 |
14,324 |
14,430 |
|
S4 |
14,196 |
14,244 |
14,408 |
|
|
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 |
14,468 |
14,237 |
231 |
1.6% |
83 |
0.6% |
93% |
True |
False |
114,985 |
10 |
14,468 |
13,858 |
610 |
4.2% |
102 |
0.7% |
97% |
True |
False |
62,224 |
20 |
14,468 |
13,681 |
787 |
5.4% |
118 |
0.8% |
98% |
True |
False |
31,394 |
40 |
14,468 |
13,361 |
1,107 |
7.7% |
93 |
0.6% |
99% |
True |
False |
15,758 |
60 |
14,468 |
12,700 |
1,768 |
12.2% |
83 |
0.6% |
99% |
True |
False |
10,508 |
80 |
14,468 |
12,358 |
2,110 |
14.6% |
70 |
0.5% |
99% |
True |
False |
7,882 |
100 |
14,468 |
12,342 |
2,126 |
14.7% |
67 |
0.5% |
99% |
True |
False |
6,308 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,808 |
2.618 |
14,678 |
1.618 |
14,598 |
1.000 |
14,548 |
0.618 |
14,518 |
HIGH |
14,468 |
0.618 |
14,438 |
0.500 |
14,428 |
0.382 |
14,419 |
LOW |
14,388 |
0.618 |
14,339 |
1.000 |
14,308 |
1.618 |
14,259 |
2.618 |
14,179 |
4.250 |
14,048 |
|
|
Fisher Pivots for day following 14-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,444 |
14,436 |
PP |
14,436 |
14,420 |
S1 |
14,428 |
14,405 |
|