Trading Metrics calculated at close of trading on 20-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,389 |
14,365 |
-24 |
-0.2% |
14,313 |
High |
14,443 |
14,476 |
33 |
0.2% |
14,480 |
Low |
14,308 |
14,347 |
39 |
0.3% |
14,292 |
Close |
14,388 |
14,408 |
20 |
0.1% |
14,433 |
Range |
135 |
129 |
-6 |
-4.4% |
188 |
ATR |
110 |
112 |
1 |
1.2% |
0 |
Volume |
210,333 |
134,708 |
-75,625 |
-36.0% |
536,422 |
|
Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,797 |
14,732 |
14,479 |
|
R3 |
14,668 |
14,603 |
14,444 |
|
R2 |
14,539 |
14,539 |
14,432 |
|
R1 |
14,474 |
14,474 |
14,420 |
14,507 |
PP |
14,410 |
14,410 |
14,410 |
14,427 |
S1 |
14,345 |
14,345 |
14,396 |
14,378 |
S2 |
14,281 |
14,281 |
14,384 |
|
S3 |
14,152 |
14,216 |
14,373 |
|
S4 |
14,023 |
14,087 |
14,337 |
|
|
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% |
121 |
0.8% |
66% |
False |
False |
143,877 |
10 |
14,480 |
14,202 |
278 |
1.9% |
102 |
0.7% |
74% |
False |
False |
120,819 |
20 |
14,480 |
13,681 |
799 |
5.5% |
126 |
0.9% |
91% |
False |
False |
61,897 |
40 |
14,480 |
13,607 |
873 |
6.1% |
101 |
0.7% |
92% |
False |
False |
31,021 |
60 |
14,480 |
12,700 |
1,780 |
12.4% |
90 |
0.6% |
96% |
False |
False |
20,684 |
80 |
14,480 |
12,665 |
1,815 |
12.6% |
74 |
0.5% |
96% |
False |
False |
15,514 |
100 |
14,480 |
12,342 |
2,138 |
14.8% |
70 |
0.5% |
97% |
False |
False |
12,413 |
120 |
14,480 |
12,342 |
2,138 |
14.8% |
64 |
0.4% |
97% |
False |
False |
10,345 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,024 |
2.618 |
14,814 |
1.618 |
14,685 |
1.000 |
14,605 |
0.618 |
14,556 |
HIGH |
14,476 |
0.618 |
14,427 |
0.500 |
14,412 |
0.382 |
14,396 |
LOW |
14,347 |
0.618 |
14,267 |
1.000 |
14,218 |
1.618 |
14,138 |
2.618 |
14,009 |
4.250 |
13,799 |
|
|
Fisher Pivots for day following 20-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,412 |
14,396 |
PP |
14,410 |
14,384 |
S1 |
14,409 |
14,373 |
|