Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,372.50 |
1,396.50 |
24.00 |
1.7% |
1,367.25 |
High |
1,397.00 |
1,399.75 |
2.75 |
0.2% |
1,374.50 |
Low |
1,371.50 |
1,390.00 |
18.50 |
1.3% |
1,338.50 |
Close |
1,396.25 |
1,394.25 |
-2.00 |
-0.1% |
1,372.50 |
Range |
25.50 |
9.75 |
-15.75 |
-61.8% |
36.00 |
ATR |
15.33 |
14.94 |
-0.40 |
-2.6% |
0.00 |
Volume |
1,018,838 |
511,055 |
-507,783 |
-49.8% |
8,756,220 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,424.00 |
1,418.75 |
1,399.50 |
|
R3 |
1,414.25 |
1,409.00 |
1,397.00 |
|
R2 |
1,404.50 |
1,404.50 |
1,396.00 |
|
R1 |
1,399.25 |
1,399.25 |
1,395.25 |
1,397.00 |
PP |
1,394.75 |
1,394.75 |
1,394.75 |
1,393.50 |
S1 |
1,389.50 |
1,389.50 |
1,393.25 |
1,387.25 |
S2 |
1,385.00 |
1,385.00 |
1,392.50 |
|
S3 |
1,375.25 |
1,379.75 |
1,391.50 |
|
S4 |
1,365.50 |
1,370.00 |
1,389.00 |
|
|
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 |
1,399.75 |
1,350.50 |
49.25 |
3.5% |
14.25 |
1.0% |
89% |
True |
False |
1,065,388 |
10 |
1,399.75 |
1,338.50 |
61.25 |
4.4% |
15.25 |
1.1% |
91% |
True |
False |
1,461,571 |
20 |
1,399.75 |
1,334.25 |
65.50 |
4.7% |
14.75 |
1.1% |
92% |
True |
False |
1,568,161 |
40 |
1,399.75 |
1,286.50 |
113.25 |
8.1% |
14.50 |
1.0% |
95% |
True |
False |
1,592,518 |
60 |
1,399.75 |
1,195.50 |
204.25 |
14.6% |
15.50 |
1.1% |
97% |
True |
False |
1,489,542 |
80 |
1,399.75 |
1,141.75 |
258.00 |
18.5% |
18.50 |
1.3% |
98% |
True |
False |
1,300,511 |
100 |
1,399.75 |
1,141.75 |
258.00 |
18.5% |
20.75 |
1.5% |
98% |
True |
False |
1,041,024 |
120 |
1,399.75 |
1,062.00 |
337.75 |
24.2% |
23.25 |
1.7% |
98% |
True |
False |
867,850 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,441.25 |
2.618 |
1,425.25 |
1.618 |
1,415.50 |
1.000 |
1,409.50 |
0.618 |
1,405.75 |
HIGH |
1,399.75 |
0.618 |
1,396.00 |
0.500 |
1,395.00 |
0.382 |
1,393.75 |
LOW |
1,390.00 |
0.618 |
1,384.00 |
1.000 |
1,380.25 |
1.618 |
1,374.25 |
2.618 |
1,364.50 |
4.250 |
1,348.50 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,395.00 |
1,390.50 |
PP |
1,394.75 |
1,386.75 |
S1 |
1,394.50 |
1,383.00 |
|