Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,238.45 |
13,170.79 |
-67.66 |
-0.5% |
12,920.58 |
High |
13,238.45 |
13,190.02 |
-48.43 |
-0.4% |
13,289.08 |
Low |
13,123.38 |
13,112.93 |
-10.45 |
-0.1% |
12,919.98 |
Close |
13,170.19 |
13,124.62 |
-45.57 |
-0.3% |
13,232.62 |
Range |
115.07 |
77.09 |
-37.98 |
-33.0% |
369.10 |
ATR |
101.70 |
99.94 |
-1.76 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,373.79 |
13,326.30 |
13,167.02 |
|
R3 |
13,296.70 |
13,249.21 |
13,145.82 |
|
R2 |
13,219.61 |
13,219.61 |
13,138.75 |
|
R1 |
13,172.12 |
13,172.12 |
13,131.69 |
13,157.32 |
PP |
13,142.52 |
13,142.52 |
13,142.52 |
13,135.13 |
S1 |
13,095.03 |
13,095.03 |
13,117.55 |
13,080.23 |
S2 |
13,065.43 |
13,065.43 |
13,110.49 |
|
S3 |
12,988.34 |
13,017.94 |
13,103.42 |
|
S4 |
12,911.25 |
12,940.85 |
13,082.22 |
|
|
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 |
13,112.93 |
176.15 |
1.3% |
78.84 |
0.6% |
7% |
False |
True |
|
10 |
13,289.08 |
12,835.53 |
453.55 |
3.5% |
89.69 |
0.7% |
64% |
False |
False |
|
20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
99.81 |
0.8% |
70% |
False |
False |
|
40 |
13,289.08 |
12,529.41 |
759.67 |
5.8% |
106.65 |
0.8% |
78% |
False |
False |
|
60 |
13,289.08 |
12,140.17 |
1,148.91 |
8.8% |
109.44 |
0.8% |
86% |
False |
False |
|
80 |
13,289.08 |
11,231.56 |
2,057.52 |
15.7% |
130.87 |
1.0% |
92% |
False |
False |
|
100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.7% |
150.93 |
1.1% |
92% |
False |
False |
|
120 |
13,289.08 |
10,404.49 |
2,884.59 |
22.0% |
164.93 |
1.3% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,517.65 |
2.618 |
13,391.84 |
1.618 |
13,314.75 |
1.000 |
13,267.11 |
0.618 |
13,237.66 |
HIGH |
13,190.02 |
0.618 |
13,160.57 |
0.500 |
13,151.48 |
0.382 |
13,142.38 |
LOW |
13,112.93 |
0.618 |
13,065.29 |
1.000 |
13,035.84 |
1.618 |
12,988.20 |
2.618 |
12,911.11 |
4.250 |
12,785.30 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,151.48 |
13,191.32 |
PP |
13,142.52 |
13,169.09 |
S1 |
13,133.57 |
13,146.85 |
|