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 |
13,190 |
13,233 |
43 |
0.3% |
12,922 |
High |
13,253 |
13,302 |
49 |
0.4% |
13,302 |
Low |
13,167 |
13,226 |
59 |
0.4% |
12,881 |
Close |
13,238 |
13,302 |
64 |
0.5% |
13,302 |
Range |
86 |
76 |
-10 |
-11.6% |
421 |
ATR |
125 |
121 |
-3 |
-2.8% |
0 |
Volume |
21,266 |
2,117 |
-19,149 |
-90.0% |
134,615 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,505 |
13,479 |
13,344 |
|
R3 |
13,429 |
13,403 |
13,323 |
|
R2 |
13,353 |
13,353 |
13,316 |
|
R1 |
13,327 |
13,327 |
13,309 |
13,340 |
PP |
13,277 |
13,277 |
13,277 |
13,283 |
S1 |
13,251 |
13,251 |
13,295 |
13,264 |
S2 |
13,201 |
13,201 |
13,288 |
|
S3 |
13,125 |
13,175 |
13,281 |
|
S4 |
13,049 |
13,099 |
13,260 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,425 |
14,284 |
13,534 |
|
R3 |
14,004 |
13,863 |
13,418 |
|
R2 |
13,583 |
13,583 |
13,379 |
|
R1 |
13,442 |
13,442 |
13,341 |
13,513 |
PP |
13,162 |
13,162 |
13,162 |
13,197 |
S1 |
13,021 |
13,021 |
13,264 |
13,092 |
S2 |
12,741 |
12,741 |
13,225 |
|
S3 |
12,320 |
12,600 |
13,186 |
|
S4 |
11,899 |
12,179 |
13,071 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,302 |
12,881 |
421 |
3.2% |
110 |
0.8% |
100% |
True |
False |
26,923 |
10 |
13,302 |
12,721 |
581 |
4.4% |
122 |
0.9% |
100% |
True |
False |
66,669 |
20 |
13,302 |
12,721 |
581 |
4.4% |
116 |
0.9% |
100% |
True |
False |
88,192 |
40 |
13,302 |
12,476 |
826 |
6.2% |
125 |
0.9% |
100% |
True |
False |
91,655 |
60 |
13,302 |
11,693 |
1,609 |
12.1% |
132 |
1.0% |
100% |
True |
False |
85,823 |
80 |
13,302 |
11,077 |
2,225 |
16.7% |
155 |
1.2% |
100% |
True |
False |
75,628 |
100 |
13,302 |
11,077 |
2,225 |
16.7% |
164 |
1.2% |
100% |
True |
False |
60,508 |
120 |
13,302 |
10,288 |
3,014 |
22.7% |
177 |
1.3% |
100% |
True |
False |
50,429 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,625 |
2.618 |
13,501 |
1.618 |
13,425 |
1.000 |
13,378 |
0.618 |
13,349 |
HIGH |
13,302 |
0.618 |
13,273 |
0.500 |
13,264 |
0.382 |
13,255 |
LOW |
13,226 |
0.618 |
13,179 |
1.000 |
13,150 |
1.618 |
13,103 |
2.618 |
13,027 |
4.250 |
12,903 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,289 |
13,276 |
PP |
13,277 |
13,250 |
S1 |
13,264 |
13,224 |
|