Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,396.50 |
1,394.00 |
-2.50 |
-0.2% |
1,367.25 |
High |
1,399.75 |
1,403.00 |
3.25 |
0.2% |
1,374.50 |
Low |
1,390.00 |
1,390.50 |
0.50 |
0.0% |
1,338.50 |
Close |
1,394.25 |
1,401.75 |
7.50 |
0.5% |
1,372.50 |
Range |
9.75 |
12.50 |
2.75 |
28.2% |
36.00 |
ATR |
14.94 |
14.76 |
-0.17 |
-1.2% |
0.00 |
Volume |
511,055 |
352,598 |
-158,457 |
-31.0% |
8,756,220 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,436.00 |
1,431.25 |
1,408.50 |
|
R3 |
1,423.50 |
1,418.75 |
1,405.25 |
|
R2 |
1,411.00 |
1,411.00 |
1,404.00 |
|
R1 |
1,406.25 |
1,406.25 |
1,403.00 |
1,408.50 |
PP |
1,398.50 |
1,398.50 |
1,398.50 |
1,399.50 |
S1 |
1,393.75 |
1,393.75 |
1,400.50 |
1,396.00 |
S2 |
1,386.00 |
1,386.00 |
1,399.50 |
|
S3 |
1,373.50 |
1,381.25 |
1,398.25 |
|
S4 |
1,361.00 |
1,368.75 |
1,395.00 |
|
|
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 |
1,403.00 |
1,363.25 |
39.75 |
2.8% |
13.25 |
0.9% |
97% |
True |
False |
769,890 |
10 |
1,403.00 |
1,338.50 |
64.50 |
4.6% |
14.75 |
1.1% |
98% |
True |
False |
1,300,222 |
20 |
1,403.00 |
1,334.25 |
68.75 |
4.9% |
14.50 |
1.0% |
98% |
True |
False |
1,471,996 |
40 |
1,403.00 |
1,296.00 |
107.00 |
7.6% |
14.50 |
1.0% |
99% |
True |
False |
1,559,814 |
60 |
1,403.00 |
1,195.50 |
207.50 |
14.8% |
15.25 |
1.1% |
99% |
True |
False |
1,459,038 |
80 |
1,403.00 |
1,141.75 |
261.25 |
18.6% |
18.25 |
1.3% |
100% |
True |
False |
1,304,882 |
100 |
1,403.00 |
1,141.75 |
261.25 |
18.6% |
20.50 |
1.5% |
100% |
True |
False |
1,044,536 |
120 |
1,403.00 |
1,062.00 |
341.00 |
24.3% |
22.75 |
1.6% |
100% |
True |
False |
870,779 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,456.00 |
2.618 |
1,435.75 |
1.618 |
1,423.25 |
1.000 |
1,415.50 |
0.618 |
1,410.75 |
HIGH |
1,403.00 |
0.618 |
1,398.25 |
0.500 |
1,396.75 |
0.382 |
1,395.25 |
LOW |
1,390.50 |
0.618 |
1,382.75 |
1.000 |
1,378.00 |
1.618 |
1,370.25 |
2.618 |
1,357.75 |
4.250 |
1,337.50 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,400.00 |
1,397.00 |
PP |
1,398.50 |
1,392.00 |
S1 |
1,396.75 |
1,387.25 |
|