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 |
13,177.15 |
13,192.97 |
15.82 |
0.1% |
12,977.34 |
High |
13,221.27 |
13,253.51 |
32.24 |
0.2% |
12,977.34 |
Low |
13,166.25 |
13,170.19 |
3.94 |
0.0% |
12,734.86 |
Close |
13,194.10 |
13,252.76 |
58.66 |
0.4% |
12,922.02 |
Range |
55.02 |
83.32 |
28.30 |
51.4% |
242.48 |
ATR |
109.04 |
107.20 |
-1.84 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,475.45 |
13,447.42 |
13,298.59 |
|
R3 |
13,392.13 |
13,364.10 |
13,275.67 |
|
R2 |
13,308.81 |
13,308.81 |
13,268.04 |
|
R1 |
13,280.78 |
13,280.78 |
13,260.40 |
13,294.80 |
PP |
13,225.49 |
13,225.49 |
13,225.49 |
13,232.49 |
S1 |
13,197.46 |
13,197.46 |
13,245.12 |
13,211.48 |
S2 |
13,142.17 |
13,142.17 |
13,237.48 |
|
S3 |
13,058.85 |
13,114.14 |
13,229.85 |
|
S4 |
12,975.53 |
13,030.82 |
13,206.93 |
|
|
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 |
13,253.51 |
12,906.43 |
347.08 |
2.6% |
96.87 |
0.7% |
100% |
True |
False |
|
10 |
13,253.51 |
12,734.86 |
518.65 |
3.9% |
107.93 |
0.8% |
100% |
True |
False |
|
20 |
13,253.51 |
12,734.86 |
518.65 |
3.9% |
101.32 |
0.8% |
100% |
True |
False |
|
40 |
13,253.51 |
12,529.41 |
724.10 |
5.5% |
107.77 |
0.8% |
100% |
True |
False |
|
60 |
13,253.51 |
11,735.19 |
1,518.32 |
11.5% |
116.51 |
0.9% |
100% |
True |
False |
|
80 |
13,253.51 |
11,231.56 |
2,021.95 |
15.3% |
137.15 |
1.0% |
100% |
True |
False |
|
100 |
13,253.51 |
11,231.56 |
2,021.95 |
15.3% |
156.14 |
1.2% |
100% |
True |
False |
|
120 |
13,253.51 |
10,404.49 |
2,849.02 |
21.5% |
171.50 |
1.3% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,607.62 |
2.618 |
13,471.64 |
1.618 |
13,388.32 |
1.000 |
13,336.83 |
0.618 |
13,305.00 |
HIGH |
13,253.51 |
0.618 |
13,221.68 |
0.500 |
13,211.85 |
0.382 |
13,202.02 |
LOW |
13,170.19 |
0.618 |
13,118.70 |
1.000 |
13,086.87 |
1.618 |
13,035.38 |
2.618 |
12,952.06 |
4.250 |
12,816.08 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,239.12 |
13,202.95 |
PP |
13,225.49 |
13,153.13 |
S1 |
13,211.85 |
13,103.32 |
|