Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,366.25 |
1,372.75 |
6.50 |
0.5% |
1,367.25 |
High |
1,374.50 |
1,372.75 |
-1.75 |
-0.1% |
1,374.50 |
Low |
1,363.25 |
1,366.00 |
2.75 |
0.2% |
1,338.50 |
Close |
1,372.50 |
1,372.50 |
0.00 |
0.0% |
1,372.50 |
Range |
11.25 |
6.75 |
-4.50 |
-40.0% |
36.00 |
ATR |
15.15 |
14.55 |
-0.60 |
-4.0% |
0.00 |
Volume |
1,062,312 |
904,651 |
-157,661 |
-14.8% |
8,756,220 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,390.75 |
1,388.25 |
1,376.25 |
|
R3 |
1,384.00 |
1,381.50 |
1,374.25 |
|
R2 |
1,377.25 |
1,377.25 |
1,373.75 |
|
R1 |
1,374.75 |
1,374.75 |
1,373.00 |
1,372.50 |
PP |
1,370.50 |
1,370.50 |
1,370.50 |
1,369.25 |
S1 |
1,368.00 |
1,368.00 |
1,372.00 |
1,366.00 |
S2 |
1,363.75 |
1,363.75 |
1,371.25 |
|
S3 |
1,357.00 |
1,361.25 |
1,370.75 |
|
S4 |
1,350.25 |
1,354.50 |
1,368.75 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,469.75 |
1,457.25 |
1,392.25 |
|
R3 |
1,433.75 |
1,421.25 |
1,382.50 |
|
R2 |
1,397.75 |
1,397.75 |
1,379.00 |
|
R1 |
1,385.25 |
1,385.25 |
1,375.75 |
1,391.50 |
PP |
1,361.75 |
1,361.75 |
1,361.75 |
1,365.00 |
S1 |
1,349.25 |
1,349.25 |
1,369.25 |
1,355.50 |
S2 |
1,325.75 |
1,325.75 |
1,366.00 |
|
S3 |
1,289.75 |
1,313.25 |
1,362.50 |
|
S4 |
1,253.75 |
1,277.25 |
1,352.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,374.50 |
1,338.50 |
36.00 |
2.6% |
15.25 |
1.1% |
94% |
False |
False |
1,626,447 |
10 |
1,377.25 |
1,338.50 |
38.75 |
2.8% |
14.50 |
1.1% |
88% |
False |
False |
1,690,693 |
20 |
1,377.25 |
1,334.25 |
43.00 |
3.1% |
14.25 |
1.0% |
89% |
False |
False |
1,640,168 |
40 |
1,377.25 |
1,272.75 |
104.50 |
7.6% |
14.75 |
1.1% |
95% |
False |
False |
1,644,558 |
60 |
1,377.25 |
1,195.50 |
181.75 |
13.2% |
15.50 |
1.1% |
97% |
False |
False |
1,543,333 |
80 |
1,377.25 |
1,141.75 |
235.50 |
17.2% |
18.75 |
1.4% |
98% |
False |
False |
1,281,535 |
100 |
1,377.25 |
1,141.75 |
235.50 |
17.2% |
21.00 |
1.5% |
98% |
False |
False |
1,025,807 |
120 |
1,377.25 |
1,062.00 |
315.25 |
23.0% |
23.50 |
1.7% |
98% |
False |
False |
855,116 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,401.50 |
2.618 |
1,390.50 |
1.618 |
1,383.75 |
1.000 |
1,379.50 |
0.618 |
1,377.00 |
HIGH |
1,372.75 |
0.618 |
1,370.25 |
0.500 |
1,369.50 |
0.382 |
1,368.50 |
LOW |
1,366.00 |
0.618 |
1,361.75 |
1.000 |
1,359.25 |
1.618 |
1,355.00 |
2.618 |
1,348.25 |
4.250 |
1,337.25 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,371.50 |
1,369.25 |
PP |
1,370.50 |
1,365.75 |
S1 |
1,369.50 |
1,362.50 |
|