Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,253.51 |
13,231.94 |
-21.57 |
-0.2% |
12,920.58 |
High |
13,289.08 |
13,269.71 |
-19.37 |
-0.1% |
13,289.08 |
Low |
13,231.45 |
13,208.63 |
-22.82 |
-0.2% |
12,919.98 |
Close |
13,232.62 |
13,239.13 |
6.51 |
0.0% |
13,232.62 |
Range |
57.63 |
61.08 |
3.45 |
6.0% |
369.10 |
ATR |
103.66 |
100.62 |
-3.04 |
-2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,422.40 |
13,391.84 |
13,272.72 |
|
R3 |
13,361.32 |
13,330.76 |
13,255.93 |
|
R2 |
13,300.24 |
13,300.24 |
13,250.33 |
|
R1 |
13,269.68 |
13,269.68 |
13,244.73 |
13,284.96 |
PP |
13,239.16 |
13,239.16 |
13,239.16 |
13,246.80 |
S1 |
13,208.60 |
13,208.60 |
13,233.53 |
13,223.88 |
S2 |
13,178.08 |
13,178.08 |
13,227.93 |
|
S3 |
13,117.00 |
13,147.52 |
13,222.33 |
|
S4 |
13,055.92 |
13,086.44 |
13,205.54 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,254.53 |
14,112.67 |
13,435.63 |
|
R3 |
13,885.43 |
13,743.57 |
13,334.12 |
|
R2 |
13,516.33 |
13,516.33 |
13,300.29 |
|
R1 |
13,374.47 |
13,374.47 |
13,266.45 |
13,445.40 |
PP |
13,147.23 |
13,147.23 |
13,147.23 |
13,182.69 |
S1 |
13,005.37 |
13,005.37 |
13,198.79 |
13,076.30 |
S2 |
12,778.13 |
12,778.13 |
13,164.95 |
|
S3 |
12,409.03 |
12,636.27 |
13,131.12 |
|
S4 |
12,039.93 |
12,267.17 |
13,029.62 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,289.08 |
12,953.13 |
335.95 |
2.5% |
96.86 |
0.7% |
85% |
False |
False |
|
10 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
103.48 |
0.8% |
91% |
False |
False |
|
20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
97.30 |
0.7% |
91% |
False |
False |
|
40 |
13,289.08 |
12,529.41 |
759.67 |
5.7% |
106.69 |
0.8% |
93% |
False |
False |
|
60 |
13,289.08 |
11,999.44 |
1,289.64 |
9.7% |
109.50 |
0.8% |
96% |
False |
False |
|
80 |
13,289.08 |
11,231.56 |
2,057.52 |
15.5% |
133.13 |
1.0% |
98% |
False |
False |
|
100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.5% |
153.28 |
1.2% |
98% |
False |
False |
|
120 |
13,289.08 |
10,404.49 |
2,884.59 |
21.8% |
168.69 |
1.3% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,529.30 |
2.618 |
13,429.62 |
1.618 |
13,368.54 |
1.000 |
13,330.79 |
0.618 |
13,307.46 |
HIGH |
13,269.71 |
0.618 |
13,246.38 |
0.500 |
13,239.17 |
0.382 |
13,231.96 |
LOW |
13,208.63 |
0.618 |
13,170.88 |
1.000 |
13,147.55 |
1.618 |
13,109.80 |
2.618 |
13,048.72 |
4.250 |
12,949.04 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,239.17 |
13,235.97 |
PP |
13,239.16 |
13,232.80 |
S1 |
13,239.14 |
13,229.64 |
|