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 |
12,908 |
12,922 |
14 |
0.1% |
12,960 |
High |
12,965 |
12,971 |
6 |
0.0% |
12,975 |
Low |
12,884 |
12,881 |
-3 |
0.0% |
12,721 |
Close |
12,931 |
12,966 |
35 |
0.3% |
12,931 |
Range |
81 |
90 |
9 |
11.1% |
254 |
ATR |
128 |
125 |
-3 |
-2.1% |
0 |
Volume |
56,879 |
48,530 |
-8,349 |
-14.7% |
532,078 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,209 |
13,178 |
13,016 |
|
R3 |
13,119 |
13,088 |
12,991 |
|
R2 |
13,029 |
13,029 |
12,983 |
|
R1 |
12,998 |
12,998 |
12,974 |
13,014 |
PP |
12,939 |
12,939 |
12,939 |
12,947 |
S1 |
12,908 |
12,908 |
12,958 |
12,924 |
S2 |
12,849 |
12,849 |
12,950 |
|
S3 |
12,759 |
12,818 |
12,941 |
|
S4 |
12,669 |
12,728 |
12,917 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,638 |
13,538 |
13,071 |
|
R3 |
13,384 |
13,284 |
13,001 |
|
R2 |
13,130 |
13,130 |
12,978 |
|
R1 |
13,030 |
13,030 |
12,954 |
12,953 |
PP |
12,876 |
12,876 |
12,876 |
12,837 |
S1 |
12,776 |
12,776 |
12,908 |
12,699 |
S2 |
12,622 |
12,622 |
12,885 |
|
S3 |
12,368 |
12,522 |
12,861 |
|
S4 |
12,114 |
12,268 |
12,791 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,973 |
12,721 |
252 |
1.9% |
132 |
1.0% |
97% |
False |
False |
94,339 |
10 |
13,042 |
12,721 |
321 |
2.5% |
120 |
0.9% |
76% |
False |
False |
104,610 |
20 |
13,042 |
12,700 |
342 |
2.6% |
122 |
0.9% |
78% |
False |
False |
107,721 |
40 |
13,042 |
12,248 |
794 |
6.1% |
129 |
1.0% |
90% |
False |
False |
98,321 |
60 |
13,042 |
11,661 |
1,381 |
10.7% |
138 |
1.1% |
94% |
False |
False |
91,379 |
80 |
13,042 |
11,077 |
1,965 |
15.2% |
159 |
1.2% |
96% |
False |
False |
74,554 |
100 |
13,042 |
11,077 |
1,965 |
15.2% |
168 |
1.3% |
96% |
False |
False |
59,648 |
120 |
13,042 |
10,288 |
2,754 |
21.2% |
186 |
1.4% |
97% |
False |
False |
49,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,354 |
2.618 |
13,207 |
1.618 |
13,117 |
1.000 |
13,061 |
0.618 |
13,027 |
HIGH |
12,971 |
0.618 |
12,937 |
0.500 |
12,926 |
0.382 |
12,916 |
LOW |
12,881 |
0.618 |
12,826 |
1.000 |
12,791 |
1.618 |
12,736 |
2.618 |
12,646 |
4.250 |
12,499 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,953 |
12,943 |
PP |
12,939 |
12,920 |
S1 |
12,926 |
12,897 |
|