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 |
6,915.5 |
7,046.5 |
131.0 |
1.9% |
6,884.5 |
High |
7,048.0 |
7,100.5 |
52.5 |
0.7% |
6,915.0 |
Low |
6,915.5 |
7,018.5 |
103.0 |
1.5% |
6,602.0 |
Close |
7,046.5 |
7,080.5 |
34.0 |
0.5% |
6,889.5 |
Range |
132.5 |
82.0 |
-50.5 |
-38.1% |
313.0 |
ATR |
123.5 |
120.5 |
-3.0 |
-2.4% |
0.0 |
Volume |
254,343 |
221,995 |
-32,348 |
-12.7% |
794,407 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,312.5 |
7,278.5 |
7,125.6 |
|
R3 |
7,230.5 |
7,196.5 |
7,103.1 |
|
R2 |
7,148.5 |
7,148.5 |
7,095.5 |
|
R1 |
7,114.5 |
7,114.5 |
7,088.0 |
7,131.5 |
PP |
7,066.5 |
7,066.5 |
7,066.5 |
7,075.0 |
S1 |
7,032.5 |
7,032.5 |
7,073.0 |
7,049.5 |
S2 |
6,984.5 |
6,984.5 |
7,065.5 |
|
S3 |
6,902.5 |
6,950.5 |
7,058.0 |
|
S4 |
6,820.5 |
6,868.5 |
7,035.4 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,741.2 |
7,628.3 |
7,061.7 |
|
R3 |
7,428.2 |
7,315.3 |
6,975.6 |
|
R2 |
7,115.2 |
7,115.2 |
6,946.9 |
|
R1 |
7,002.3 |
7,002.3 |
6,918.2 |
7,058.8 |
PP |
6,802.2 |
6,802.2 |
6,802.2 |
6,830.4 |
S1 |
6,689.3 |
6,689.3 |
6,860.8 |
6,745.8 |
S2 |
6,489.2 |
6,489.2 |
6,832.1 |
|
S3 |
6,176.2 |
6,376.3 |
6,803.4 |
|
S4 |
5,863.2 |
6,063.3 |
6,717.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,100.5 |
6,699.0 |
401.5 |
5.7% |
110.0 |
1.6% |
95% |
True |
False |
187,961 |
10 |
7,100.5 |
6,602.0 |
498.5 |
7.0% |
119.0 |
1.7% |
96% |
True |
False |
169,110 |
20 |
7,100.5 |
6,602.0 |
498.5 |
7.0% |
117.3 |
1.7% |
96% |
True |
False |
157,147 |
40 |
7,100.5 |
6,285.5 |
815.0 |
11.5% |
110.7 |
1.6% |
98% |
True |
False |
148,752 |
60 |
7,100.5 |
5,614.5 |
1,486.0 |
21.0% |
115.1 |
1.6% |
99% |
True |
False |
136,754 |
80 |
7,100.5 |
5,382.0 |
1,718.5 |
24.3% |
129.2 |
1.8% |
99% |
True |
False |
108,973 |
100 |
7,100.5 |
5,382.0 |
1,718.5 |
24.3% |
144.2 |
2.0% |
99% |
True |
False |
87,283 |
120 |
7,100.5 |
5,100.0 |
2,000.5 |
28.3% |
152.2 |
2.1% |
99% |
True |
False |
72,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,449.0 |
2.618 |
7,315.2 |
1.618 |
7,233.2 |
1.000 |
7,182.5 |
0.618 |
7,151.2 |
HIGH |
7,100.5 |
0.618 |
7,069.2 |
0.500 |
7,059.5 |
0.382 |
7,049.8 |
LOW |
7,018.5 |
0.618 |
6,967.8 |
1.000 |
6,936.5 |
1.618 |
6,885.8 |
2.618 |
6,803.8 |
4.250 |
6,670.0 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,073.5 |
7,045.1 |
PP |
7,066.5 |
7,009.7 |
S1 |
7,059.5 |
6,974.3 |
|