Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,170.79 |
13,124.40 |
-46.39 |
-0.4% |
12,920.58 |
High |
13,190.02 |
13,124.47 |
-65.55 |
-0.5% |
13,289.08 |
Low |
13,112.93 |
13,017.42 |
-95.51 |
-0.7% |
12,919.98 |
Close |
13,124.62 |
13,046.14 |
-78.48 |
-0.6% |
13,232.62 |
Range |
77.09 |
107.05 |
29.96 |
38.9% |
369.10 |
ATR |
99.94 |
100.46 |
0.52 |
0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,383.83 |
13,322.03 |
13,105.02 |
|
R3 |
13,276.78 |
13,214.98 |
13,075.58 |
|
R2 |
13,169.73 |
13,169.73 |
13,065.77 |
|
R1 |
13,107.93 |
13,107.93 |
13,055.95 |
13,085.31 |
PP |
13,062.68 |
13,062.68 |
13,062.68 |
13,051.36 |
S1 |
13,000.88 |
13,000.88 |
13,036.33 |
12,978.26 |
S2 |
12,955.63 |
12,955.63 |
13,026.51 |
|
S3 |
12,848.58 |
12,893.83 |
13,016.70 |
|
S4 |
12,741.53 |
12,786.78 |
12,987.26 |
|
|
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 |
13,017.42 |
271.66 |
2.1% |
83.58 |
0.6% |
11% |
False |
True |
|
10 |
13,289.08 |
12,906.43 |
382.65 |
2.9% |
90.23 |
0.7% |
37% |
False |
False |
|
20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
99.49 |
0.8% |
56% |
False |
False |
|
40 |
13,289.08 |
12,529.41 |
759.67 |
5.8% |
104.38 |
0.8% |
68% |
False |
False |
|
60 |
13,289.08 |
12,140.17 |
1,148.91 |
8.8% |
109.10 |
0.8% |
79% |
False |
False |
|
80 |
13,289.08 |
11,232.16 |
2,056.92 |
15.8% |
130.58 |
1.0% |
88% |
False |
False |
|
100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.8% |
147.88 |
1.1% |
88% |
False |
False |
|
120 |
13,289.08 |
10,404.49 |
2,884.59 |
22.1% |
163.27 |
1.3% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,579.43 |
2.618 |
13,404.73 |
1.618 |
13,297.68 |
1.000 |
13,231.52 |
0.618 |
13,190.63 |
HIGH |
13,124.47 |
0.618 |
13,083.58 |
0.500 |
13,070.95 |
0.382 |
13,058.31 |
LOW |
13,017.42 |
0.618 |
12,951.26 |
1.000 |
12,910.37 |
1.618 |
12,844.21 |
2.618 |
12,737.16 |
4.250 |
12,562.46 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,070.95 |
13,127.94 |
PP |
13,062.68 |
13,100.67 |
S1 |
13,054.41 |
13,073.41 |
|