Trading Metrics calculated at close of trading on 15-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,403 |
14,443 |
40 |
0.3% |
14,313 |
High |
14,468 |
14,480 |
12 |
0.1% |
14,480 |
Low |
14,388 |
14,397 |
9 |
0.1% |
14,292 |
Close |
14,452 |
14,433 |
-19 |
-0.1% |
14,433 |
Range |
80 |
83 |
3 |
3.8% |
188 |
ATR |
105 |
103 |
-2 |
-1.5% |
0 |
Volume |
108,806 |
97,955 |
-10,851 |
-10.0% |
536,422 |
|
Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,686 |
14,642 |
14,479 |
|
R3 |
14,603 |
14,559 |
14,456 |
|
R2 |
14,520 |
14,520 |
14,448 |
|
R1 |
14,476 |
14,476 |
14,441 |
14,457 |
PP |
14,437 |
14,437 |
14,437 |
14,427 |
S1 |
14,393 |
14,393 |
14,426 |
14,374 |
S2 |
14,354 |
14,354 |
14,418 |
|
S3 |
14,271 |
14,310 |
14,410 |
|
S4 |
14,188 |
14,227 |
14,387 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,966 |
14,887 |
14,537 |
|
R3 |
14,778 |
14,699 |
14,485 |
|
R2 |
14,590 |
14,590 |
14,468 |
|
R1 |
14,511 |
14,511 |
14,450 |
14,551 |
PP |
14,402 |
14,402 |
14,402 |
14,421 |
S1 |
14,323 |
14,323 |
14,416 |
14,363 |
S2 |
14,214 |
14,214 |
14,399 |
|
S3 |
14,026 |
14,135 |
14,381 |
|
S4 |
13,838 |
13,947 |
14,330 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,480 |
14,292 |
188 |
1.3% |
77 |
0.5% |
75% |
True |
False |
107,284 |
10 |
14,480 |
13,937 |
543 |
3.8% |
94 |
0.7% |
91% |
True |
False |
71,844 |
20 |
14,480 |
13,681 |
799 |
5.5% |
119 |
0.8% |
94% |
True |
False |
36,280 |
40 |
14,480 |
13,410 |
1,070 |
7.4% |
95 |
0.7% |
96% |
True |
False |
18,207 |
60 |
14,480 |
12,700 |
1,780 |
12.3% |
83 |
0.6% |
97% |
True |
False |
12,140 |
80 |
14,480 |
12,550 |
1,930 |
13.4% |
70 |
0.5% |
98% |
True |
False |
9,107 |
100 |
14,480 |
12,342 |
2,138 |
14.8% |
67 |
0.5% |
98% |
True |
False |
7,288 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,833 |
2.618 |
14,697 |
1.618 |
14,614 |
1.000 |
14,563 |
0.618 |
14,531 |
HIGH |
14,480 |
0.618 |
14,448 |
0.500 |
14,439 |
0.382 |
14,429 |
LOW |
14,397 |
0.618 |
14,346 |
1.000 |
14,314 |
1.618 |
14,263 |
2.618 |
14,180 |
4.250 |
14,044 |
|
|
Fisher Pivots for day following 15-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,439 |
14,427 |
PP |
14,437 |
14,420 |
S1 |
14,435 |
14,414 |
|