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 |
12,908.62 |
12,920.58 |
11.96 |
0.1% |
12,977.34 |
High |
12,968.79 |
12,976.36 |
7.57 |
0.1% |
12,977.34 |
Low |
12,906.43 |
12,919.98 |
13.55 |
0.1% |
12,734.86 |
Close |
12,922.02 |
12,959.71 |
37.69 |
0.3% |
12,922.02 |
Range |
62.36 |
56.38 |
-5.98 |
-9.6% |
242.48 |
ATR |
108.12 |
104.42 |
-3.70 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,121.16 |
13,096.81 |
12,990.72 |
|
R3 |
13,064.78 |
13,040.43 |
12,975.21 |
|
R2 |
13,008.40 |
13,008.40 |
12,970.05 |
|
R1 |
12,984.05 |
12,984.05 |
12,964.88 |
12,996.23 |
PP |
12,952.02 |
12,952.02 |
12,952.02 |
12,958.10 |
S1 |
12,927.67 |
12,927.67 |
12,954.54 |
12,939.85 |
S2 |
12,895.64 |
12,895.64 |
12,949.37 |
|
S3 |
12,839.26 |
12,871.29 |
12,944.21 |
|
S4 |
12,782.88 |
12,814.91 |
12,928.70 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,605.51 |
13,506.25 |
13,055.38 |
|
R3 |
13,363.03 |
13,263.77 |
12,988.70 |
|
R2 |
13,120.55 |
13,120.55 |
12,966.47 |
|
R1 |
13,021.29 |
13,021.29 |
12,944.25 |
12,949.68 |
PP |
12,878.07 |
12,878.07 |
12,878.07 |
12,842.27 |
S1 |
12,778.81 |
12,778.81 |
12,899.79 |
12,707.20 |
S2 |
12,635.59 |
12,635.59 |
12,877.57 |
|
S3 |
12,393.11 |
12,536.33 |
12,855.34 |
|
S4 |
12,150.63 |
12,293.85 |
12,788.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,976.36 |
12,734.86 |
241.50 |
1.9% |
110.10 |
0.8% |
93% |
True |
False |
|
10 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
99.81 |
0.8% |
70% |
False |
False |
|
20 |
13,055.75 |
12,734.86 |
320.89 |
2.5% |
99.37 |
0.8% |
70% |
False |
False |
|
40 |
13,055.75 |
12,311.79 |
743.96 |
5.7% |
109.58 |
0.8% |
87% |
False |
False |
|
60 |
13,055.75 |
11,735.19 |
1,320.56 |
10.2% |
118.00 |
0.9% |
93% |
False |
False |
|
80 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
140.76 |
1.1% |
95% |
False |
False |
|
100 |
13,055.75 |
11,231.56 |
1,824.19 |
14.1% |
159.59 |
1.2% |
95% |
False |
False |
|
120 |
13,055.75 |
10,404.49 |
2,651.26 |
20.5% |
177.05 |
1.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,215.98 |
2.618 |
13,123.96 |
1.618 |
13,067.58 |
1.000 |
13,032.74 |
0.618 |
13,011.20 |
HIGH |
12,976.36 |
0.618 |
12,954.82 |
0.500 |
12,948.17 |
0.382 |
12,941.52 |
LOW |
12,919.98 |
0.618 |
12,885.14 |
1.000 |
12,863.60 |
1.618 |
12,828.76 |
2.618 |
12,772.38 |
4.250 |
12,680.37 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,955.86 |
12,941.79 |
PP |
12,952.02 |
12,923.87 |
S1 |
12,948.17 |
12,905.95 |
|