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 |
12,969 |
13,178 |
209 |
1.6% |
12,960 |
High |
13,182 |
13,220 |
38 |
0.3% |
12,975 |
Low |
12,960 |
13,146 |
186 |
1.4% |
12,721 |
Close |
13,176 |
13,195 |
19 |
0.1% |
12,931 |
Range |
222 |
74 |
-148 |
-66.7% |
254 |
ATR |
132 |
128 |
-4 |
-3.1% |
0 |
Volume |
37,646 |
25,056 |
-12,590 |
-33.4% |
532,078 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,409 |
13,376 |
13,236 |
|
R3 |
13,335 |
13,302 |
13,215 |
|
R2 |
13,261 |
13,261 |
13,209 |
|
R1 |
13,228 |
13,228 |
13,202 |
13,245 |
PP |
13,187 |
13,187 |
13,187 |
13,195 |
S1 |
13,154 |
13,154 |
13,188 |
13,171 |
S2 |
13,113 |
13,113 |
13,182 |
|
S3 |
13,039 |
13,080 |
13,175 |
|
S4 |
12,965 |
13,006 |
13,154 |
|
|
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 |
13,220 |
12,823 |
397 |
3.0% |
119 |
0.9% |
94% |
True |
False |
51,216 |
10 |
13,220 |
12,721 |
499 |
3.8% |
128 |
1.0% |
95% |
True |
False |
85,927 |
20 |
13,220 |
12,700 |
520 |
3.9% |
127 |
1.0% |
95% |
True |
False |
101,175 |
40 |
13,220 |
12,397 |
823 |
6.2% |
127 |
1.0% |
97% |
True |
False |
94,930 |
60 |
13,220 |
11,661 |
1,559 |
11.8% |
135 |
1.0% |
98% |
True |
False |
88,478 |
80 |
13,220 |
11,077 |
2,143 |
16.2% |
158 |
1.2% |
99% |
True |
False |
75,337 |
100 |
13,220 |
11,077 |
2,143 |
16.2% |
166 |
1.3% |
99% |
True |
False |
60,275 |
120 |
13,220 |
10,288 |
2,932 |
22.2% |
183 |
1.4% |
99% |
True |
False |
50,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,535 |
2.618 |
13,414 |
1.618 |
13,340 |
1.000 |
13,294 |
0.618 |
13,266 |
HIGH |
13,220 |
0.618 |
13,192 |
0.500 |
13,183 |
0.382 |
13,174 |
LOW |
13,146 |
0.618 |
13,100 |
1.000 |
13,072 |
1.618 |
13,026 |
2.618 |
12,952 |
4.250 |
12,832 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,191 |
13,147 |
PP |
13,187 |
13,099 |
S1 |
13,183 |
13,051 |
|