Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,125.99 |
13,147.94 |
21.95 |
0.2% |
13,082.62 |
High |
13,151.57 |
13,224.49 |
72.92 |
0.6% |
13,264.98 |
Low |
13,032.67 |
13,147.78 |
115.11 |
0.9% |
13,032.67 |
Close |
13,145.82 |
13,212.04 |
66.22 |
0.5% |
13,212.04 |
Range |
118.90 |
76.71 |
-42.19 |
-35.5% |
232.31 |
ATR |
106.20 |
104.23 |
-1.97 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,424.90 |
13,395.18 |
13,254.23 |
|
R3 |
13,348.19 |
13,318.47 |
13,233.14 |
|
R2 |
13,271.48 |
13,271.48 |
13,226.10 |
|
R1 |
13,241.76 |
13,241.76 |
13,219.07 |
13,256.62 |
PP |
13,194.77 |
13,194.77 |
13,194.77 |
13,202.20 |
S1 |
13,165.05 |
13,165.05 |
13,205.01 |
13,179.91 |
S2 |
13,118.06 |
13,118.06 |
13,197.98 |
|
S3 |
13,041.35 |
13,088.34 |
13,190.94 |
|
S4 |
12,964.64 |
13,011.63 |
13,169.85 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,866.83 |
13,771.74 |
13,339.81 |
|
R3 |
13,634.52 |
13,539.43 |
13,275.93 |
|
R2 |
13,402.21 |
13,402.21 |
13,254.63 |
|
R1 |
13,307.12 |
13,307.12 |
13,233.34 |
13,354.67 |
PP |
13,169.90 |
13,169.90 |
13,169.90 |
13,193.67 |
S1 |
13,074.81 |
13,074.81 |
13,190.74 |
13,122.36 |
S2 |
12,937.59 |
12,937.59 |
13,169.45 |
|
S3 |
12,705.28 |
12,842.50 |
13,148.15 |
|
S4 |
12,472.97 |
12,610.19 |
13,084.27 |
|
|
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 |
13,032.67 |
232.31 |
1.8% |
114.22 |
0.9% |
77% |
False |
False |
|
10 |
13,269.71 |
13,002.77 |
266.94 |
2.0% |
102.85 |
0.8% |
78% |
False |
False |
|
20 |
13,289.08 |
12,734.86 |
554.22 |
4.2% |
104.79 |
0.8% |
86% |
False |
False |
|
40 |
13,289.08 |
12,704.96 |
584.12 |
4.4% |
102.32 |
0.8% |
87% |
False |
False |
|
60 |
13,289.08 |
12,283.90 |
1,005.18 |
7.6% |
107.13 |
0.8% |
92% |
False |
False |
|
80 |
13,289.08 |
11,735.19 |
1,553.89 |
11.8% |
122.48 |
0.9% |
95% |
False |
False |
|
100 |
13,289.08 |
11,231.56 |
2,057.52 |
15.6% |
141.29 |
1.1% |
96% |
False |
False |
|
120 |
13,289.08 |
11,104.56 |
2,184.52 |
16.5% |
155.03 |
1.2% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,550.51 |
2.618 |
13,425.32 |
1.618 |
13,348.61 |
1.000 |
13,301.20 |
0.618 |
13,271.90 |
HIGH |
13,224.49 |
0.618 |
13,195.19 |
0.500 |
13,186.14 |
0.382 |
13,177.08 |
LOW |
13,147.78 |
0.618 |
13,100.37 |
1.000 |
13,071.07 |
1.618 |
13,023.66 |
2.618 |
12,946.95 |
4.250 |
12,821.76 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,203.41 |
13,184.22 |
PP |
13,194.77 |
13,156.40 |
S1 |
13,186.14 |
13,128.58 |
|