Trading Metrics calculated at close of trading on 22-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,412 |
14,347 |
-65 |
-0.5% |
14,368 |
High |
14,441 |
14,471 |
30 |
0.2% |
14,476 |
Low |
14,309 |
14,325 |
16 |
0.1% |
14,269 |
Close |
14,347 |
14,459 |
112 |
0.8% |
14,459 |
Range |
132 |
146 |
14 |
10.6% |
207 |
ATR |
113 |
116 |
2 |
2.1% |
0 |
Volume |
165,101 |
138,866 |
-26,235 |
-15.9% |
816,592 |
|
Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,856 |
14,804 |
14,539 |
|
R3 |
14,710 |
14,658 |
14,499 |
|
R2 |
14,564 |
14,564 |
14,486 |
|
R1 |
14,512 |
14,512 |
14,473 |
14,538 |
PP |
14,418 |
14,418 |
14,418 |
14,432 |
S1 |
14,366 |
14,366 |
14,446 |
14,392 |
S2 |
14,272 |
14,272 |
14,432 |
|
S3 |
14,126 |
14,220 |
14,419 |
|
S4 |
13,980 |
14,074 |
14,379 |
|
|
Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,022 |
14,948 |
14,573 |
|
R3 |
14,815 |
14,741 |
14,516 |
|
R2 |
14,608 |
14,608 |
14,497 |
|
R1 |
14,534 |
14,534 |
14,478 |
14,571 |
PP |
14,401 |
14,401 |
14,401 |
14,420 |
S1 |
14,327 |
14,327 |
14,440 |
14,364 |
S2 |
14,194 |
14,194 |
14,421 |
|
S3 |
13,987 |
14,120 |
14,402 |
|
S4 |
13,780 |
13,913 |
14,345 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,476 |
14,269 |
207 |
1.4% |
144 |
1.0% |
92% |
False |
False |
163,318 |
10 |
14,480 |
14,269 |
211 |
1.5% |
111 |
0.8% |
90% |
False |
False |
135,301 |
20 |
14,480 |
13,681 |
799 |
5.5% |
130 |
0.9% |
97% |
False |
False |
77,053 |
40 |
14,480 |
13,681 |
799 |
5.5% |
104 |
0.7% |
97% |
False |
False |
38,619 |
60 |
14,480 |
12,700 |
1,780 |
12.3% |
91 |
0.6% |
99% |
False |
False |
25,750 |
80 |
14,480 |
12,700 |
1,780 |
12.3% |
76 |
0.5% |
99% |
False |
False |
19,314 |
100 |
14,480 |
12,342 |
2,138 |
14.8% |
72 |
0.5% |
99% |
False |
False |
15,453 |
120 |
14,480 |
12,342 |
2,138 |
14.8% |
66 |
0.5% |
99% |
False |
False |
12,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,092 |
2.618 |
14,853 |
1.618 |
14,707 |
1.000 |
14,617 |
0.618 |
14,561 |
HIGH |
14,471 |
0.618 |
14,415 |
0.500 |
14,398 |
0.382 |
14,381 |
LOW |
14,325 |
0.618 |
14,235 |
1.000 |
14,179 |
1.618 |
14,089 |
2.618 |
13,943 |
4.250 |
13,705 |
|
|
Fisher Pivots for day following 22-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,439 |
14,437 |
PP |
14,418 |
14,415 |
S1 |
14,398 |
14,393 |
|