Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,443 |
14,368 |
-75 |
-0.5% |
14,313 |
High |
14,480 |
14,448 |
-32 |
-0.2% |
14,480 |
Low |
14,397 |
14,269 |
-128 |
-0.9% |
14,292 |
Close |
14,433 |
14,390 |
-43 |
-0.3% |
14,433 |
Range |
83 |
179 |
96 |
115.7% |
188 |
ATR |
103 |
109 |
5 |
5.3% |
0 |
Volume |
97,955 |
167,584 |
69,629 |
71.1% |
536,422 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,906 |
14,827 |
14,489 |
|
R3 |
14,727 |
14,648 |
14,439 |
|
R2 |
14,548 |
14,548 |
14,423 |
|
R1 |
14,469 |
14,469 |
14,407 |
14,509 |
PP |
14,369 |
14,369 |
14,369 |
14,389 |
S1 |
14,290 |
14,290 |
14,374 |
14,330 |
S2 |
14,190 |
14,190 |
14,357 |
|
S3 |
14,011 |
14,111 |
14,341 |
|
S4 |
13,832 |
13,932 |
14,292 |
|
|
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 |
14,269 |
211 |
1.5% |
94 |
0.7% |
57% |
False |
True |
119,461 |
10 |
14,480 |
14,047 |
433 |
3.0% |
99 |
0.7% |
79% |
False |
False |
88,479 |
20 |
14,480 |
13,681 |
799 |
5.6% |
123 |
0.9% |
89% |
False |
False |
44,656 |
40 |
14,480 |
13,500 |
980 |
6.8% |
97 |
0.7% |
91% |
False |
False |
22,396 |
60 |
14,480 |
12,700 |
1,780 |
12.4% |
86 |
0.6% |
95% |
False |
False |
14,933 |
80 |
14,480 |
12,550 |
1,930 |
13.4% |
72 |
0.5% |
95% |
False |
False |
11,201 |
100 |
14,480 |
12,342 |
2,138 |
14.9% |
68 |
0.5% |
96% |
False |
False |
8,963 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,209 |
2.618 |
14,917 |
1.618 |
14,738 |
1.000 |
14,627 |
0.618 |
14,559 |
HIGH |
14,448 |
0.618 |
14,380 |
0.500 |
14,359 |
0.382 |
14,338 |
LOW |
14,269 |
0.618 |
14,159 |
1.000 |
14,090 |
1.618 |
13,980 |
2.618 |
13,801 |
4.250 |
13,508 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,380 |
14,385 |
PP |
14,369 |
14,380 |
S1 |
14,359 |
14,375 |
|