Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,124.40 |
13,045.99 |
-78.41 |
-0.6% |
13,231.94 |
High |
13,124.47 |
13,099.91 |
-24.56 |
-0.2% |
13,269.71 |
Low |
13,017.42 |
13,002.77 |
-14.65 |
-0.1% |
13,002.77 |
Close |
13,046.14 |
13,080.73 |
34.59 |
0.3% |
13,080.73 |
Range |
107.05 |
97.14 |
-9.91 |
-9.3% |
266.94 |
ATR |
100.46 |
100.22 |
-0.24 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,352.56 |
13,313.78 |
13,134.16 |
|
R3 |
13,255.42 |
13,216.64 |
13,107.44 |
|
R2 |
13,158.28 |
13,158.28 |
13,098.54 |
|
R1 |
13,119.50 |
13,119.50 |
13,089.63 |
13,138.89 |
PP |
13,061.14 |
13,061.14 |
13,061.14 |
13,070.83 |
S1 |
13,022.36 |
13,022.36 |
13,071.83 |
13,041.75 |
S2 |
12,964.00 |
12,964.00 |
13,062.92 |
|
S3 |
12,866.86 |
12,925.22 |
13,054.02 |
|
S4 |
12,769.72 |
12,828.08 |
13,027.30 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,918.56 |
13,766.58 |
13,227.55 |
|
R3 |
13,651.62 |
13,499.64 |
13,154.14 |
|
R2 |
13,384.68 |
13,384.68 |
13,129.67 |
|
R1 |
13,232.70 |
13,232.70 |
13,105.20 |
13,175.22 |
PP |
13,117.74 |
13,117.74 |
13,117.74 |
13,089.00 |
S1 |
12,965.76 |
12,965.76 |
13,056.26 |
12,908.28 |
S2 |
12,850.80 |
12,850.80 |
13,031.79 |
|
S3 |
12,583.86 |
12,698.82 |
13,007.32 |
|
S4 |
12,316.92 |
12,431.88 |
12,933.91 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,269.71 |
13,002.77 |
266.94 |
2.0% |
91.49 |
0.7% |
29% |
False |
True |
|
10 |
13,289.08 |
12,919.98 |
369.10 |
2.8% |
93.71 |
0.7% |
44% |
False |
False |
|
20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
101.18 |
0.8% |
62% |
False |
False |
|
40 |
13,289.08 |
12,529.41 |
759.67 |
5.8% |
103.14 |
0.8% |
73% |
False |
False |
|
60 |
13,289.08 |
12,140.17 |
1,148.91 |
8.8% |
109.74 |
0.8% |
82% |
False |
False |
|
80 |
13,289.08 |
11,517.04 |
1,772.04 |
13.5% |
127.67 |
1.0% |
88% |
False |
False |
|
100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.7% |
147.97 |
1.1% |
90% |
False |
False |
|
120 |
13,289.08 |
10,404.49 |
2,884.59 |
22.1% |
162.06 |
1.2% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,512.76 |
2.618 |
13,354.22 |
1.618 |
13,257.08 |
1.000 |
13,197.05 |
0.618 |
13,159.94 |
HIGH |
13,099.91 |
0.618 |
13,062.80 |
0.500 |
13,051.34 |
0.382 |
13,039.88 |
LOW |
13,002.77 |
0.618 |
12,942.74 |
1.000 |
12,905.63 |
1.618 |
12,845.60 |
2.618 |
12,748.46 |
4.250 |
12,589.93 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,070.93 |
13,096.40 |
PP |
13,061.14 |
13,091.17 |
S1 |
13,051.34 |
13,085.95 |
|