Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,231.94 |
13,238.45 |
6.51 |
0.0% |
12,920.58 |
High |
13,269.71 |
13,238.45 |
-31.26 |
-0.2% |
13,289.08 |
Low |
13,208.63 |
13,123.38 |
-85.25 |
-0.6% |
12,919.98 |
Close |
13,239.13 |
13,170.19 |
-68.94 |
-0.5% |
13,232.62 |
Range |
61.08 |
115.07 |
53.99 |
88.4% |
369.10 |
ATR |
100.62 |
101.70 |
1.08 |
1.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,522.55 |
13,461.44 |
13,233.48 |
|
R3 |
13,407.48 |
13,346.37 |
13,201.83 |
|
R2 |
13,292.41 |
13,292.41 |
13,191.29 |
|
R1 |
13,231.30 |
13,231.30 |
13,180.74 |
13,204.32 |
PP |
13,177.34 |
13,177.34 |
13,177.34 |
13,163.85 |
S1 |
13,116.23 |
13,116.23 |
13,159.64 |
13,089.25 |
S2 |
13,062.27 |
13,062.27 |
13,149.09 |
|
S3 |
12,947.20 |
13,001.16 |
13,138.55 |
|
S4 |
12,832.13 |
12,886.09 |
13,106.90 |
|
|
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 |
13,123.38 |
165.70 |
1.3% |
74.42 |
0.6% |
28% |
False |
True |
|
10 |
13,289.08 |
12,751.51 |
537.57 |
4.1% |
92.60 |
0.7% |
78% |
False |
False |
|
20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
99.10 |
0.8% |
79% |
False |
False |
|
40 |
13,289.08 |
12,529.41 |
759.67 |
5.8% |
107.10 |
0.8% |
84% |
False |
False |
|
60 |
13,289.08 |
12,107.37 |
1,181.71 |
9.0% |
109.41 |
0.8% |
90% |
False |
False |
|
80 |
13,289.08 |
11,231.56 |
2,057.52 |
15.6% |
132.84 |
1.0% |
94% |
False |
False |
|
100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.6% |
152.12 |
1.2% |
94% |
False |
False |
|
120 |
13,289.08 |
10,404.49 |
2,884.59 |
21.9% |
166.95 |
1.3% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,727.50 |
2.618 |
13,539.70 |
1.618 |
13,424.63 |
1.000 |
13,353.52 |
0.618 |
13,309.56 |
HIGH |
13,238.45 |
0.618 |
13,194.49 |
0.500 |
13,180.92 |
0.382 |
13,167.34 |
LOW |
13,123.38 |
0.618 |
13,052.27 |
1.000 |
13,008.31 |
1.618 |
12,937.20 |
2.618 |
12,822.13 |
4.250 |
12,634.33 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,180.92 |
13,206.23 |
PP |
13,177.34 |
13,194.22 |
S1 |
13,173.77 |
13,182.20 |
|