Trading Metrics calculated at close of trading on 21-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,365 |
14,412 |
47 |
0.3% |
14,313 |
High |
14,476 |
14,441 |
-35 |
-0.2% |
14,480 |
Low |
14,347 |
14,309 |
-38 |
-0.3% |
14,292 |
Close |
14,408 |
14,347 |
-61 |
-0.4% |
14,433 |
Range |
129 |
132 |
3 |
2.3% |
188 |
ATR |
112 |
113 |
1 |
1.3% |
0 |
Volume |
134,708 |
165,101 |
30,393 |
22.6% |
536,422 |
|
Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,762 |
14,686 |
14,420 |
|
R3 |
14,630 |
14,554 |
14,383 |
|
R2 |
14,498 |
14,498 |
14,371 |
|
R1 |
14,422 |
14,422 |
14,359 |
14,394 |
PP |
14,366 |
14,366 |
14,366 |
14,352 |
S1 |
14,290 |
14,290 |
14,335 |
14,262 |
S2 |
14,234 |
14,234 |
14,323 |
|
S3 |
14,102 |
14,158 |
14,311 |
|
S4 |
13,970 |
14,026 |
14,275 |
|
|
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% |
132 |
0.9% |
37% |
False |
False |
155,136 |
10 |
14,480 |
14,237 |
243 |
1.7% |
107 |
0.7% |
45% |
False |
False |
135,060 |
20 |
14,480 |
13,681 |
799 |
5.6% |
128 |
0.9% |
83% |
False |
False |
70,129 |
40 |
14,480 |
13,647 |
833 |
5.8% |
103 |
0.7% |
84% |
False |
False |
35,148 |
60 |
14,480 |
12,700 |
1,780 |
12.4% |
91 |
0.6% |
93% |
False |
False |
23,435 |
80 |
14,480 |
12,700 |
1,780 |
12.4% |
74 |
0.5% |
93% |
False |
False |
17,578 |
100 |
14,480 |
12,342 |
2,138 |
14.9% |
71 |
0.5% |
94% |
False |
False |
14,064 |
120 |
14,480 |
12,342 |
2,138 |
14.9% |
65 |
0.5% |
94% |
False |
False |
11,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,002 |
2.618 |
14,787 |
1.618 |
14,655 |
1.000 |
14,573 |
0.618 |
14,523 |
HIGH |
14,441 |
0.618 |
14,391 |
0.500 |
14,375 |
0.382 |
14,360 |
LOW |
14,309 |
0.618 |
14,228 |
1.000 |
14,177 |
1.618 |
14,096 |
2.618 |
13,964 |
4.250 |
13,748 |
|
|
Fisher Pivots for day following 21-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,375 |
14,392 |
PP |
14,366 |
14,377 |
S1 |
14,356 |
14,362 |
|