Trading Metrics calculated at close of trading on 19-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,368 |
14,389 |
21 |
0.1% |
14,313 |
High |
14,448 |
14,443 |
-5 |
0.0% |
14,480 |
Low |
14,269 |
14,308 |
39 |
0.3% |
14,292 |
Close |
14,390 |
14,388 |
-2 |
0.0% |
14,433 |
Range |
179 |
135 |
-44 |
-24.6% |
188 |
ATR |
109 |
110 |
2 |
1.7% |
0 |
Volume |
167,584 |
210,333 |
42,749 |
25.5% |
536,422 |
|
Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,785 |
14,721 |
14,462 |
|
R3 |
14,650 |
14,586 |
14,425 |
|
R2 |
14,515 |
14,515 |
14,413 |
|
R1 |
14,451 |
14,451 |
14,401 |
14,416 |
PP |
14,380 |
14,380 |
14,380 |
14,362 |
S1 |
14,316 |
14,316 |
14,376 |
14,281 |
S2 |
14,245 |
14,245 |
14,363 |
|
S3 |
14,110 |
14,181 |
14,351 |
|
S4 |
13,975 |
14,046 |
14,314 |
|
|
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% |
108 |
0.7% |
56% |
False |
False |
138,810 |
10 |
14,480 |
14,170 |
310 |
2.2% |
97 |
0.7% |
70% |
False |
False |
109,107 |
20 |
14,480 |
13,681 |
799 |
5.6% |
126 |
0.9% |
88% |
False |
False |
55,166 |
40 |
14,480 |
13,507 |
973 |
6.8% |
100 |
0.7% |
91% |
False |
False |
27,654 |
60 |
14,480 |
12,700 |
1,780 |
12.4% |
88 |
0.6% |
95% |
False |
False |
18,439 |
80 |
14,480 |
12,584 |
1,896 |
13.2% |
73 |
0.5% |
95% |
False |
False |
13,830 |
100 |
14,480 |
12,342 |
2,138 |
14.9% |
69 |
0.5% |
96% |
False |
False |
11,066 |
120 |
14,480 |
12,342 |
2,138 |
14.9% |
63 |
0.4% |
96% |
False |
False |
9,223 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,017 |
2.618 |
14,797 |
1.618 |
14,662 |
1.000 |
14,578 |
0.618 |
14,527 |
HIGH |
14,443 |
0.618 |
14,392 |
0.500 |
14,376 |
0.382 |
14,360 |
LOW |
14,308 |
0.618 |
14,225 |
1.000 |
14,173 |
1.618 |
14,090 |
2.618 |
13,955 |
4.250 |
13,734 |
|
|
Fisher Pivots for day following 19-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,384 |
14,384 |
PP |
14,380 |
14,379 |
S1 |
14,376 |
14,375 |
|