Trading Metrics calculated at close of trading on 28-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
14,481 |
14,445 |
-36 |
-0.2% |
14,368 |
High |
14,495 |
14,511 |
16 |
0.1% |
14,476 |
Low |
14,364 |
14,396 |
32 |
0.2% |
14,269 |
Close |
14,445 |
14,497 |
52 |
0.4% |
14,459 |
Range |
131 |
115 |
-16 |
-12.2% |
207 |
ATR |
121 |
120 |
0 |
-0.3% |
0 |
Volume |
130,736 |
121,051 |
-9,685 |
-7.4% |
816,592 |
|
Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,813 |
14,770 |
14,560 |
|
R3 |
14,698 |
14,655 |
14,529 |
|
R2 |
14,583 |
14,583 |
14,518 |
|
R1 |
14,540 |
14,540 |
14,508 |
14,562 |
PP |
14,468 |
14,468 |
14,468 |
14,479 |
S1 |
14,425 |
14,425 |
14,487 |
14,447 |
S2 |
14,353 |
14,353 |
14,476 |
|
S3 |
14,238 |
14,310 |
14,466 |
|
S4 |
14,123 |
14,195 |
14,434 |
|
|
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 |
14,320 |
197 |
1.4% |
138 |
1.0% |
90% |
False |
False |
141,965 |
10 |
14,517 |
14,269 |
248 |
1.7% |
135 |
0.9% |
92% |
False |
False |
148,550 |
20 |
14,517 |
13,858 |
659 |
4.5% |
118 |
0.8% |
97% |
False |
False |
105,387 |
40 |
14,517 |
13,681 |
836 |
5.8% |
112 |
0.8% |
98% |
False |
False |
52,879 |
60 |
14,517 |
13,170 |
1,347 |
9.3% |
91 |
0.6% |
99% |
False |
False |
35,265 |
80 |
14,517 |
12,700 |
1,817 |
12.5% |
82 |
0.6% |
99% |
False |
False |
26,450 |
100 |
14,517 |
12,342 |
2,175 |
15.0% |
77 |
0.5% |
99% |
False |
False |
21,162 |
120 |
14,517 |
12,342 |
2,175 |
15.0% |
70 |
0.5% |
99% |
False |
False |
17,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,000 |
2.618 |
14,812 |
1.618 |
14,697 |
1.000 |
14,626 |
0.618 |
14,582 |
HIGH |
14,511 |
0.618 |
14,467 |
0.500 |
14,454 |
0.382 |
14,440 |
LOW |
14,396 |
0.618 |
14,325 |
1.000 |
14,281 |
1.618 |
14,210 |
2.618 |
14,095 |
4.250 |
13,907 |
|
|
Fisher Pivots for day following 28-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
14,483 |
14,477 |
PP |
14,468 |
14,457 |
S1 |
14,454 |
14,438 |
|