Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,208.0 |
4,298.0 |
90.0 |
2.1% |
4,269.0 |
High |
4,256.0 |
4,302.0 |
46.0 |
1.1% |
4,278.0 |
Low |
4,204.0 |
4,285.0 |
81.0 |
1.9% |
4,136.0 |
Close |
4,250.0 |
4,293.0 |
43.0 |
1.0% |
4,216.0 |
Range |
52.0 |
17.0 |
-35.0 |
-67.3% |
142.0 |
ATR |
48.8 |
49.1 |
0.2 |
0.5% |
0.0 |
Volume |
142,939 |
72,423 |
-70,516 |
-49.3% |
170,296 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,344.3 |
4,335.7 |
4,302.4 |
|
R3 |
4,327.3 |
4,318.7 |
4,297.7 |
|
R2 |
4,310.3 |
4,310.3 |
4,296.1 |
|
R1 |
4,301.7 |
4,301.7 |
4,294.6 |
4,297.5 |
PP |
4,293.3 |
4,293.3 |
4,293.3 |
4,291.3 |
S1 |
4,284.7 |
4,284.7 |
4,291.4 |
4,280.5 |
S2 |
4,276.3 |
4,276.3 |
4,289.9 |
|
S3 |
4,259.3 |
4,267.7 |
4,288.3 |
|
S4 |
4,242.3 |
4,250.7 |
4,283.7 |
|
|
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 |
4,302.0 |
4,145.0 |
157.0 |
3.7% |
34.6 |
0.8% |
94% |
True |
False |
70,778 |
10 |
4,302.0 |
4,136.0 |
166.0 |
3.9% |
35.0 |
0.8% |
95% |
True |
False |
49,776 |
20 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
39.5 |
0.9% |
86% |
False |
False |
40,175 |
40 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
40.0 |
0.9% |
86% |
False |
False |
32,351 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.1% |
41.5 |
1.0% |
91% |
False |
False |
28,881 |
80 |
4,319.0 |
3,963.0 |
356.0 |
8.3% |
40.3 |
0.9% |
93% |
False |
False |
24,635 |
100 |
4,387.0 |
3,963.0 |
424.0 |
9.9% |
35.6 |
0.8% |
78% |
False |
False |
19,720 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,374.3 |
2.618 |
4,346.5 |
1.618 |
4,329.5 |
1.000 |
4,319.0 |
0.618 |
4,312.5 |
HIGH |
4,302.0 |
0.618 |
4,295.5 |
0.500 |
4,293.5 |
0.382 |
4,291.5 |
LOW |
4,285.0 |
0.618 |
4,274.5 |
1.000 |
4,268.0 |
1.618 |
4,257.5 |
2.618 |
4,240.5 |
4.250 |
4,212.8 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,293.5 |
4,277.5 |
PP |
4,293.3 |
4,262.0 |
S1 |
4,293.2 |
4,246.5 |
|