Trading Metrics calculated at close of trading on 25-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,347 |
14,451 |
104 |
0.7% |
14,368 |
High |
14,471 |
14,517 |
46 |
0.3% |
14,476 |
Low |
14,325 |
14,320 |
-5 |
0.0% |
14,269 |
Close |
14,459 |
14,386 |
-73 |
-0.5% |
14,459 |
Range |
146 |
197 |
51 |
34.9% |
207 |
ATR |
116 |
121 |
6 |
5.0% |
0 |
Volume |
138,866 |
207,407 |
68,541 |
49.4% |
816,592 |
|
Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,999 |
14,889 |
14,494 |
|
R3 |
14,802 |
14,692 |
14,440 |
|
R2 |
14,605 |
14,605 |
14,422 |
|
R1 |
14,495 |
14,495 |
14,404 |
14,452 |
PP |
14,408 |
14,408 |
14,408 |
14,386 |
S1 |
14,298 |
14,298 |
14,368 |
14,255 |
S2 |
14,211 |
14,211 |
14,350 |
|
S3 |
14,014 |
14,101 |
14,332 |
|
S4 |
13,817 |
13,904 |
14,278 |
|
|
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 |
14,517 |
14,308 |
209 |
1.5% |
148 |
1.0% |
37% |
True |
False |
171,283 |
10 |
14,517 |
14,269 |
248 |
1.7% |
121 |
0.8% |
47% |
True |
False |
145,372 |
20 |
14,517 |
13,701 |
816 |
5.7% |
125 |
0.9% |
84% |
True |
False |
87,389 |
40 |
14,517 |
13,681 |
836 |
5.8% |
109 |
0.8% |
84% |
True |
False |
43,803 |
60 |
14,517 |
12,700 |
1,817 |
12.6% |
95 |
0.7% |
93% |
True |
False |
29,206 |
80 |
14,517 |
12,700 |
1,817 |
12.6% |
78 |
0.5% |
93% |
True |
False |
21,906 |
100 |
14,517 |
12,342 |
2,175 |
15.1% |
74 |
0.5% |
94% |
True |
False |
17,527 |
120 |
14,517 |
12,342 |
2,175 |
15.1% |
68 |
0.5% |
94% |
True |
False |
14,607 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,354 |
2.618 |
15,033 |
1.618 |
14,836 |
1.000 |
14,714 |
0.618 |
14,639 |
HIGH |
14,517 |
0.618 |
14,442 |
0.500 |
14,419 |
0.382 |
14,395 |
LOW |
14,320 |
0.618 |
14,198 |
1.000 |
14,123 |
1.618 |
14,001 |
2.618 |
13,804 |
4.250 |
13,483 |
|
|
Fisher Pivots for day following 25-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,419 |
14,413 |
PP |
14,408 |
14,404 |
S1 |
14,397 |
14,395 |
|