Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,215.0 |
4,208.0 |
-7.0 |
-0.2% |
4,269.0 |
High |
4,218.0 |
4,256.0 |
38.0 |
0.9% |
4,278.0 |
Low |
4,191.0 |
4,204.0 |
13.0 |
0.3% |
4,136.0 |
Close |
4,196.0 |
4,250.0 |
54.0 |
1.3% |
4,216.0 |
Range |
27.0 |
52.0 |
25.0 |
92.6% |
142.0 |
ATR |
48.0 |
48.8 |
0.9 |
1.8% |
0.0 |
Volume |
60,508 |
142,939 |
82,431 |
136.2% |
170,296 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,392.7 |
4,373.3 |
4,278.6 |
|
R3 |
4,340.7 |
4,321.3 |
4,264.3 |
|
R2 |
4,288.7 |
4,288.7 |
4,259.5 |
|
R1 |
4,269.3 |
4,269.3 |
4,254.8 |
4,279.0 |
PP |
4,236.7 |
4,236.7 |
4,236.7 |
4,241.5 |
S1 |
4,217.3 |
4,217.3 |
4,245.2 |
4,227.0 |
S2 |
4,184.7 |
4,184.7 |
4,240.5 |
|
S3 |
4,132.7 |
4,165.3 |
4,235.7 |
|
S4 |
4,080.7 |
4,113.3 |
4,221.4 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,636.0 |
4,568.0 |
4,294.1 |
|
R3 |
4,494.0 |
4,426.0 |
4,255.1 |
|
R2 |
4,352.0 |
4,352.0 |
4,242.0 |
|
R1 |
4,284.0 |
4,284.0 |
4,229.0 |
4,247.0 |
PP |
4,210.0 |
4,210.0 |
4,210.0 |
4,191.5 |
S1 |
4,142.0 |
4,142.0 |
4,203.0 |
4,105.0 |
S2 |
4,068.0 |
4,068.0 |
4,190.0 |
|
S3 |
3,926.0 |
4,000.0 |
4,177.0 |
|
S4 |
3,784.0 |
3,858.0 |
4,137.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,256.0 |
4,136.0 |
120.0 |
2.8% |
39.4 |
0.9% |
95% |
True |
False |
63,489 |
10 |
4,319.0 |
4,136.0 |
183.0 |
4.3% |
39.6 |
0.9% |
62% |
False |
False |
46,931 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
40.6 |
1.0% |
63% |
False |
False |
37,996 |
40 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
40.8 |
1.0% |
63% |
False |
False |
31,159 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.2% |
42.0 |
1.0% |
77% |
False |
False |
28,172 |
80 |
4,319.0 |
3,963.0 |
356.0 |
8.4% |
40.1 |
0.9% |
81% |
False |
False |
23,730 |
100 |
4,387.0 |
3,963.0 |
424.0 |
10.0% |
35.4 |
0.8% |
68% |
False |
False |
18,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,477.0 |
2.618 |
4,392.1 |
1.618 |
4,340.1 |
1.000 |
4,308.0 |
0.618 |
4,288.1 |
HIGH |
4,256.0 |
0.618 |
4,236.1 |
0.500 |
4,230.0 |
0.382 |
4,223.9 |
LOW |
4,204.0 |
0.618 |
4,171.9 |
1.000 |
4,152.0 |
1.618 |
4,119.9 |
2.618 |
4,067.9 |
4.250 |
3,983.0 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,243.3 |
4,239.3 |
PP |
4,236.7 |
4,228.7 |
S1 |
4,230.0 |
4,218.0 |
|