Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
140.65 |
141.74 |
1.09 |
0.8% |
140.22 |
High |
141.61 |
141.83 |
0.22 |
0.2% |
141.28 |
Low |
140.60 |
141.08 |
0.48 |
0.3% |
138.55 |
Close |
141.61 |
141.17 |
-0.44 |
-0.3% |
139.65 |
Range |
1.01 |
0.75 |
-0.26 |
-25.7% |
2.73 |
ATR |
1.28 |
1.24 |
-0.04 |
-2.9% |
0.00 |
Volume |
119,858,938 |
119,647,414 |
-211,524 |
-0.2% |
624,858,898 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.61 |
143.14 |
141.58 |
|
R3 |
142.86 |
142.39 |
141.38 |
|
R2 |
142.11 |
142.11 |
141.31 |
|
R1 |
141.64 |
141.64 |
141.24 |
141.50 |
PP |
141.36 |
141.36 |
141.36 |
141.29 |
S1 |
140.89 |
140.89 |
141.10 |
140.75 |
S2 |
140.61 |
140.61 |
141.03 |
|
S3 |
139.86 |
140.14 |
140.96 |
|
S4 |
139.11 |
139.39 |
140.76 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
148.02 |
146.56 |
141.15 |
|
R3 |
145.29 |
143.83 |
140.40 |
|
R2 |
142.56 |
142.56 |
140.15 |
|
R1 |
141.10 |
141.10 |
139.90 |
140.47 |
PP |
139.83 |
139.83 |
139.83 |
139.51 |
S1 |
138.37 |
138.37 |
139.40 |
137.74 |
S2 |
137.10 |
137.10 |
139.15 |
|
S3 |
134.37 |
135.64 |
138.90 |
|
S4 |
131.64 |
132.91 |
138.15 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
141.83 |
138.55 |
3.28 |
2.3% |
0.91 |
0.6% |
80% |
True |
False |
123,493,325 |
10 |
141.83 |
138.55 |
3.28 |
2.3% |
0.92 |
0.6% |
80% |
True |
False |
132,731,339 |
20 |
141.83 |
134.36 |
7.47 |
5.3% |
1.01 |
0.7% |
91% |
True |
False |
139,602,637 |
40 |
141.83 |
130.68 |
11.15 |
7.9% |
1.02 |
0.7% |
94% |
True |
False |
141,376,743 |
60 |
141.83 |
125.50 |
16.33 |
11.6% |
1.08 |
0.8% |
96% |
True |
False |
141,222,383 |
80 |
141.83 |
120.03 |
21.80 |
15.4% |
1.26 |
0.9% |
97% |
True |
False |
152,755,636 |
100 |
141.83 |
116.20 |
25.63 |
18.2% |
1.44 |
1.0% |
97% |
True |
False |
168,072,433 |
120 |
141.83 |
111.58 |
30.25 |
21.4% |
1.60 |
1.1% |
98% |
True |
False |
184,275,089 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
145.02 |
2.618 |
143.79 |
1.618 |
143.04 |
1.000 |
142.58 |
0.618 |
142.29 |
HIGH |
141.83 |
0.618 |
141.54 |
0.500 |
141.46 |
0.382 |
141.37 |
LOW |
141.08 |
0.618 |
140.62 |
1.000 |
140.33 |
1.618 |
139.87 |
2.618 |
139.12 |
4.250 |
137.89 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
141.46 |
140.84 |
PP |
141.36 |
140.52 |
S1 |
141.27 |
140.19 |
|