Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,372.75 |
1,372.50 |
-0.25 |
0.0% |
1,367.25 |
High |
1,372.75 |
1,397.00 |
24.25 |
1.8% |
1,374.50 |
Low |
1,366.00 |
1,371.50 |
5.50 |
0.4% |
1,338.50 |
Close |
1,372.50 |
1,396.25 |
23.75 |
1.7% |
1,372.50 |
Range |
6.75 |
25.50 |
18.75 |
277.8% |
36.00 |
ATR |
14.55 |
15.33 |
0.78 |
5.4% |
0.00 |
Volume |
904,651 |
1,018,838 |
114,187 |
12.6% |
8,756,220 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.75 |
1,456.00 |
1,410.25 |
|
R3 |
1,439.25 |
1,430.50 |
1,403.25 |
|
R2 |
1,413.75 |
1,413.75 |
1,401.00 |
|
R1 |
1,405.00 |
1,405.00 |
1,398.50 |
1,409.50 |
PP |
1,388.25 |
1,388.25 |
1,388.25 |
1,390.50 |
S1 |
1,379.50 |
1,379.50 |
1,394.00 |
1,384.00 |
S2 |
1,362.75 |
1,362.75 |
1,391.50 |
|
S3 |
1,337.25 |
1,354.00 |
1,389.25 |
|
S4 |
1,311.75 |
1,328.50 |
1,382.25 |
|
|
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 |
1,397.00 |
1,341.25 |
55.75 |
4.0% |
15.00 |
1.1% |
99% |
True |
False |
1,340,832 |
10 |
1,397.00 |
1,338.50 |
58.50 |
4.2% |
16.25 |
1.2% |
99% |
True |
False |
1,638,534 |
20 |
1,397.00 |
1,334.25 |
62.75 |
4.5% |
15.00 |
1.1% |
99% |
True |
False |
1,629,377 |
40 |
1,397.00 |
1,281.25 |
115.75 |
8.3% |
14.75 |
1.1% |
99% |
True |
False |
1,625,662 |
60 |
1,397.00 |
1,195.50 |
201.50 |
14.4% |
15.75 |
1.1% |
100% |
True |
False |
1,512,734 |
80 |
1,397.00 |
1,141.75 |
255.25 |
18.3% |
18.75 |
1.3% |
100% |
True |
False |
1,294,155 |
100 |
1,397.00 |
1,141.75 |
255.25 |
18.3% |
21.00 |
1.5% |
100% |
True |
False |
1,035,948 |
120 |
1,397.00 |
1,062.00 |
335.00 |
24.0% |
23.50 |
1.7% |
100% |
True |
False |
863,599 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,505.50 |
2.618 |
1,463.75 |
1.618 |
1,438.25 |
1.000 |
1,422.50 |
0.618 |
1,412.75 |
HIGH |
1,397.00 |
0.618 |
1,387.25 |
0.500 |
1,384.25 |
0.382 |
1,381.25 |
LOW |
1,371.50 |
0.618 |
1,355.75 |
1.000 |
1,346.00 |
1.618 |
1,330.25 |
2.618 |
1,304.75 |
4.250 |
1,263.00 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,392.25 |
1,391.00 |
PP |
1,388.25 |
1,385.50 |
S1 |
1,384.25 |
1,380.00 |
|