Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,242.09 |
13,195.39 |
-46.70 |
-0.4% |
13,231.94 |
High |
13,264.98 |
13,212.64 |
-52.34 |
-0.4% |
13,269.71 |
Low |
13,194.33 |
13,069.26 |
-125.07 |
-0.9% |
13,002.77 |
Close |
13,197.73 |
13,126.21 |
-71.52 |
-0.5% |
13,080.73 |
Range |
70.65 |
143.38 |
72.73 |
102.9% |
266.94 |
ATR |
102.28 |
105.22 |
2.94 |
2.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,566.18 |
13,489.57 |
13,205.07 |
|
R3 |
13,422.80 |
13,346.19 |
13,165.64 |
|
R2 |
13,279.42 |
13,279.42 |
13,152.50 |
|
R1 |
13,202.81 |
13,202.81 |
13,139.35 |
13,169.43 |
PP |
13,136.04 |
13,136.04 |
13,136.04 |
13,119.34 |
S1 |
13,059.43 |
13,059.43 |
13,113.07 |
13,026.05 |
S2 |
12,992.66 |
12,992.66 |
13,099.92 |
|
S3 |
12,849.28 |
12,916.05 |
13,086.78 |
|
S4 |
12,705.90 |
12,772.67 |
13,047.35 |
|
|
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 |
13,264.98 |
13,002.77 |
262.21 |
2.0% |
115.94 |
0.9% |
47% |
False |
False |
|
10 |
13,289.08 |
13,002.77 |
286.31 |
2.2% |
97.39 |
0.7% |
43% |
False |
False |
|
20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
102.97 |
0.8% |
71% |
False |
False |
|
40 |
13,289.08 |
12,632.76 |
656.32 |
5.0% |
102.88 |
0.8% |
75% |
False |
False |
|
60 |
13,289.08 |
12,221.19 |
1,067.89 |
8.1% |
109.72 |
0.8% |
85% |
False |
False |
|
80 |
13,289.08 |
11,735.19 |
1,553.89 |
11.8% |
123.85 |
0.9% |
90% |
False |
False |
|
100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.7% |
143.58 |
1.1% |
92% |
False |
False |
|
120 |
13,289.08 |
10,858.67 |
2,430.41 |
18.5% |
157.19 |
1.2% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,822.01 |
2.618 |
13,588.01 |
1.618 |
13,444.63 |
1.000 |
13,356.02 |
0.618 |
13,301.25 |
HIGH |
13,212.64 |
0.618 |
13,157.87 |
0.500 |
13,140.95 |
0.382 |
13,124.03 |
LOW |
13,069.26 |
0.618 |
12,980.65 |
1.000 |
12,925.88 |
1.618 |
12,837.27 |
2.618 |
12,693.89 |
4.250 |
12,459.90 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,140.95 |
13,167.12 |
PP |
13,136.04 |
13,153.48 |
S1 |
13,131.12 |
13,139.85 |
|