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 |
13,178 |
13,190 |
12 |
0.1% |
12,960 |
High |
13,220 |
13,253 |
33 |
0.2% |
12,975 |
Low |
13,146 |
13,167 |
21 |
0.2% |
12,721 |
Close |
13,195 |
13,238 |
43 |
0.3% |
12,931 |
Range |
74 |
86 |
12 |
16.2% |
254 |
ATR |
128 |
125 |
-3 |
-2.3% |
0 |
Volume |
25,056 |
21,266 |
-3,790 |
-15.1% |
532,078 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,477 |
13,444 |
13,285 |
|
R3 |
13,391 |
13,358 |
13,262 |
|
R2 |
13,305 |
13,305 |
13,254 |
|
R1 |
13,272 |
13,272 |
13,246 |
13,289 |
PP |
13,219 |
13,219 |
13,219 |
13,228 |
S1 |
13,186 |
13,186 |
13,230 |
13,203 |
S2 |
13,133 |
13,133 |
13,222 |
|
S3 |
13,047 |
13,100 |
13,214 |
|
S4 |
12,961 |
13,014 |
13,191 |
|
|
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 |
13,253 |
12,881 |
372 |
2.8% |
111 |
0.8% |
96% |
True |
False |
37,875 |
10 |
13,253 |
12,721 |
532 |
4.0% |
123 |
0.9% |
97% |
True |
False |
75,316 |
20 |
13,253 |
12,700 |
553 |
4.2% |
121 |
0.9% |
97% |
True |
False |
94,906 |
40 |
13,253 |
12,476 |
777 |
5.9% |
126 |
1.0% |
98% |
True |
False |
93,341 |
60 |
13,253 |
11,661 |
1,592 |
12.0% |
134 |
1.0% |
99% |
True |
False |
87,025 |
80 |
13,253 |
11,077 |
2,176 |
16.4% |
156 |
1.2% |
99% |
True |
False |
75,602 |
100 |
13,253 |
11,077 |
2,176 |
16.4% |
166 |
1.3% |
99% |
True |
False |
60,487 |
120 |
13,253 |
10,288 |
2,965 |
22.4% |
179 |
1.4% |
99% |
True |
False |
50,411 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,619 |
2.618 |
13,478 |
1.618 |
13,392 |
1.000 |
13,339 |
0.618 |
13,306 |
HIGH |
13,253 |
0.618 |
13,220 |
0.500 |
13,210 |
0.382 |
13,200 |
LOW |
13,167 |
0.618 |
13,114 |
1.000 |
13,081 |
1.618 |
13,028 |
2.618 |
12,942 |
4.250 |
12,802 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,229 |
13,194 |
PP |
13,219 |
13,150 |
S1 |
13,210 |
13,107 |
|