Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,195.39 |
13,125.99 |
-69.40 |
-0.5% |
13,231.94 |
High |
13,212.64 |
13,151.57 |
-61.07 |
-0.5% |
13,269.71 |
Low |
13,069.26 |
13,032.67 |
-36.59 |
-0.3% |
13,002.77 |
Close |
13,126.21 |
13,145.82 |
19.61 |
0.1% |
13,080.73 |
Range |
143.38 |
118.90 |
-24.48 |
-17.1% |
266.94 |
ATR |
105.22 |
106.20 |
0.98 |
0.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,466.72 |
13,425.17 |
13,211.22 |
|
R3 |
13,347.82 |
13,306.27 |
13,178.52 |
|
R2 |
13,228.92 |
13,228.92 |
13,167.62 |
|
R1 |
13,187.37 |
13,187.37 |
13,156.72 |
13,208.15 |
PP |
13,110.02 |
13,110.02 |
13,110.02 |
13,120.41 |
S1 |
13,068.47 |
13,068.47 |
13,134.92 |
13,089.25 |
S2 |
12,991.12 |
12,991.12 |
13,124.02 |
|
S3 |
12,872.22 |
12,949.57 |
13,113.12 |
|
S4 |
12,753.32 |
12,830.67 |
13,080.43 |
|
|
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% |
118.31 |
0.9% |
55% |
False |
False |
|
10 |
13,289.08 |
13,002.77 |
286.31 |
2.2% |
100.95 |
0.8% |
50% |
False |
False |
|
20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
104.44 |
0.8% |
74% |
False |
False |
|
40 |
13,289.08 |
12,676.05 |
613.03 |
4.7% |
102.05 |
0.8% |
77% |
False |
False |
|
60 |
13,289.08 |
12,283.90 |
1,005.18 |
7.6% |
107.39 |
0.8% |
86% |
False |
False |
|
80 |
13,289.08 |
11,735.19 |
1,553.89 |
11.8% |
123.59 |
0.9% |
91% |
False |
False |
|
100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.7% |
142.46 |
1.1% |
93% |
False |
False |
|
120 |
13,289.08 |
11,051.13 |
2,237.95 |
17.0% |
155.90 |
1.2% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,656.90 |
2.618 |
13,462.85 |
1.618 |
13,343.95 |
1.000 |
13,270.47 |
0.618 |
13,225.05 |
HIGH |
13,151.57 |
0.618 |
13,106.15 |
0.500 |
13,092.12 |
0.382 |
13,078.09 |
LOW |
13,032.67 |
0.618 |
12,959.19 |
1.000 |
12,913.77 |
1.618 |
12,840.29 |
2.618 |
12,721.39 |
4.250 |
12,527.35 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,127.92 |
13,148.83 |
PP |
13,110.02 |
13,147.82 |
S1 |
13,092.12 |
13,146.82 |
|