Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
4,298.0 |
4,274.0 |
-24.0 |
-0.6% |
4,269.0 |
High |
4,302.0 |
4,288.0 |
-14.0 |
-0.3% |
4,278.0 |
Low |
4,285.0 |
4,268.0 |
-17.0 |
-0.4% |
4,136.0 |
Close |
4,293.0 |
4,283.0 |
-10.0 |
-0.2% |
4,216.0 |
Range |
17.0 |
20.0 |
3.0 |
17.6% |
142.0 |
ATR |
49.1 |
47.3 |
-1.7 |
-3.5% |
0.0 |
Volume |
72,423 |
3,142 |
-69,281 |
-95.7% |
170,296 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,339.7 |
4,331.3 |
4,294.0 |
|
R3 |
4,319.7 |
4,311.3 |
4,288.5 |
|
R2 |
4,299.7 |
4,299.7 |
4,286.7 |
|
R1 |
4,291.3 |
4,291.3 |
4,284.8 |
4,295.5 |
PP |
4,279.7 |
4,279.7 |
4,279.7 |
4,281.8 |
S1 |
4,271.3 |
4,271.3 |
4,281.2 |
4,275.5 |
S2 |
4,259.7 |
4,259.7 |
4,279.3 |
|
S3 |
4,239.7 |
4,251.3 |
4,277.5 |
|
S4 |
4,219.7 |
4,231.3 |
4,272.0 |
|
|
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 |
4,180.0 |
122.0 |
2.8% |
31.6 |
0.7% |
84% |
False |
False |
64,644 |
10 |
4,302.0 |
4,136.0 |
166.0 |
3.9% |
33.8 |
0.8% |
89% |
False |
False |
46,828 |
20 |
4,319.0 |
4,136.0 |
183.0 |
4.3% |
38.0 |
0.9% |
80% |
False |
False |
37,984 |
40 |
4,319.0 |
4,130.0 |
189.0 |
4.4% |
39.7 |
0.9% |
81% |
False |
False |
31,796 |
60 |
4,319.0 |
4,015.0 |
304.0 |
7.1% |
41.3 |
1.0% |
88% |
False |
False |
28,502 |
80 |
4,319.0 |
3,963.0 |
356.0 |
8.3% |
40.3 |
0.9% |
90% |
False |
False |
24,674 |
100 |
4,387.0 |
3,963.0 |
424.0 |
9.9% |
35.5 |
0.8% |
75% |
False |
False |
19,751 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,373.0 |
2.618 |
4,340.4 |
1.618 |
4,320.4 |
1.000 |
4,308.0 |
0.618 |
4,300.4 |
HIGH |
4,288.0 |
0.618 |
4,280.4 |
0.500 |
4,278.0 |
0.382 |
4,275.6 |
LOW |
4,268.0 |
0.618 |
4,255.6 |
1.000 |
4,248.0 |
1.618 |
4,235.6 |
2.618 |
4,215.6 |
4.250 |
4,183.0 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
4,281.3 |
4,273.0 |
PP |
4,279.7 |
4,263.0 |
S1 |
4,278.0 |
4,253.0 |
|