Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,394.00 |
1,401.50 |
7.50 |
0.5% |
1,372.75 |
High |
1,403.00 |
1,406.25 |
3.25 |
0.2% |
1,406.25 |
Low |
1,390.50 |
1,400.00 |
9.50 |
0.7% |
1,366.00 |
Close |
1,401.75 |
1,405.11 |
3.36 |
0.2% |
1,405.11 |
Range |
12.50 |
6.25 |
-6.25 |
-50.0% |
40.25 |
ATR |
14.76 |
14.15 |
-0.61 |
-4.1% |
0.00 |
Volume |
352,598 |
48,062 |
-304,536 |
-86.4% |
2,835,204 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,422.50 |
1,420.00 |
1,408.50 |
|
R3 |
1,416.25 |
1,413.75 |
1,406.75 |
|
R2 |
1,410.00 |
1,410.00 |
1,406.25 |
|
R1 |
1,407.50 |
1,407.50 |
1,405.75 |
1,408.75 |
PP |
1,403.75 |
1,403.75 |
1,403.75 |
1,404.50 |
S1 |
1,401.25 |
1,401.25 |
1,404.50 |
1,402.50 |
S2 |
1,397.50 |
1,397.50 |
1,404.00 |
|
S3 |
1,391.25 |
1,395.00 |
1,403.50 |
|
S4 |
1,385.00 |
1,388.75 |
1,401.75 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,513.25 |
1,499.50 |
1,427.25 |
|
R3 |
1,473.00 |
1,459.25 |
1,416.25 |
|
R2 |
1,432.75 |
1,432.75 |
1,412.50 |
|
R1 |
1,419.00 |
1,419.00 |
1,408.75 |
1,425.75 |
PP |
1,392.50 |
1,392.50 |
1,392.50 |
1,396.00 |
S1 |
1,378.75 |
1,378.75 |
1,401.50 |
1,385.50 |
S2 |
1,352.25 |
1,352.25 |
1,397.75 |
|
S3 |
1,312.00 |
1,338.50 |
1,394.00 |
|
S4 |
1,271.75 |
1,298.25 |
1,383.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,406.25 |
1,366.00 |
40.25 |
2.9% |
12.25 |
0.9% |
97% |
True |
False |
567,040 |
10 |
1,406.25 |
1,338.50 |
67.75 |
4.8% |
14.25 |
1.0% |
98% |
True |
False |
1,159,142 |
20 |
1,406.25 |
1,338.50 |
67.75 |
4.8% |
13.50 |
1.0% |
98% |
True |
False |
1,376,416 |
40 |
1,406.25 |
1,296.00 |
110.25 |
7.8% |
14.25 |
1.0% |
99% |
True |
False |
1,523,299 |
60 |
1,406.25 |
1,198.75 |
207.50 |
14.8% |
15.00 |
1.1% |
99% |
True |
False |
1,438,269 |
80 |
1,406.25 |
1,141.75 |
264.50 |
18.8% |
18.00 |
1.3% |
100% |
True |
False |
1,305,270 |
100 |
1,406.25 |
1,141.75 |
264.50 |
18.8% |
20.50 |
1.5% |
100% |
True |
False |
1,045,002 |
120 |
1,406.25 |
1,062.00 |
344.25 |
24.5% |
22.50 |
1.6% |
100% |
True |
False |
871,169 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,432.75 |
2.618 |
1,422.50 |
1.618 |
1,416.25 |
1.000 |
1,412.50 |
0.618 |
1,410.00 |
HIGH |
1,406.25 |
0.618 |
1,403.75 |
0.500 |
1,403.00 |
0.382 |
1,402.50 |
LOW |
1,400.00 |
0.618 |
1,396.25 |
1.000 |
1,393.75 |
1.618 |
1,390.00 |
2.618 |
1,383.75 |
4.250 |
1,373.50 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,404.50 |
1,402.75 |
PP |
1,403.75 |
1,400.50 |
S1 |
1,403.00 |
1,398.00 |
|