Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,920.58 |
12,953.20 |
32.62 |
0.3% |
12,977.34 |
High |
12,976.36 |
13,180.40 |
204.04 |
1.6% |
12,977.34 |
Low |
12,919.98 |
12,953.13 |
33.15 |
0.3% |
12,734.86 |
Close |
12,959.71 |
13,177.68 |
217.97 |
1.7% |
12,922.02 |
Range |
56.38 |
227.27 |
170.89 |
303.1% |
242.48 |
ATR |
104.42 |
113.20 |
8.77 |
8.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,785.55 |
13,708.88 |
13,302.68 |
|
R3 |
13,558.28 |
13,481.61 |
13,240.18 |
|
R2 |
13,331.01 |
13,331.01 |
13,219.35 |
|
R1 |
13,254.34 |
13,254.34 |
13,198.51 |
13,292.68 |
PP |
13,103.74 |
13,103.74 |
13,103.74 |
13,122.90 |
S1 |
13,027.07 |
13,027.07 |
13,156.85 |
13,065.41 |
S2 |
12,876.47 |
12,876.47 |
13,136.01 |
|
S3 |
12,649.20 |
12,799.80 |
13,115.18 |
|
S4 |
12,421.93 |
12,572.53 |
13,052.68 |
|
|
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 |
13,180.40 |
12,751.51 |
428.89 |
3.3% |
110.78 |
0.8% |
99% |
True |
False |
|
10 |
13,180.40 |
12,734.86 |
445.54 |
3.4% |
115.66 |
0.9% |
99% |
True |
False |
|
20 |
13,180.40 |
12,734.86 |
445.54 |
3.4% |
106.29 |
0.8% |
99% |
True |
False |
|
40 |
13,180.40 |
12,423.12 |
757.28 |
5.7% |
111.30 |
0.8% |
100% |
True |
False |
|
60 |
13,180.40 |
11,735.19 |
1,445.21 |
11.0% |
119.06 |
0.9% |
100% |
True |
False |
|
80 |
13,180.40 |
11,231.56 |
1,948.84 |
14.8% |
141.55 |
1.1% |
100% |
True |
False |
|
100 |
13,180.40 |
11,231.56 |
1,948.84 |
14.8% |
158.30 |
1.2% |
100% |
True |
False |
|
120 |
13,180.40 |
10,404.49 |
2,775.91 |
21.1% |
177.48 |
1.3% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,146.30 |
2.618 |
13,775.39 |
1.618 |
13,548.12 |
1.000 |
13,407.67 |
0.618 |
13,320.85 |
HIGH |
13,180.40 |
0.618 |
13,093.58 |
0.500 |
13,066.77 |
0.382 |
13,039.95 |
LOW |
12,953.13 |
0.618 |
12,812.68 |
1.000 |
12,725.86 |
1.618 |
12,585.41 |
2.618 |
12,358.14 |
4.250 |
11,987.23 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,140.71 |
13,132.93 |
PP |
13,103.74 |
13,088.17 |
S1 |
13,066.77 |
13,043.42 |
|