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 |
7,046.5 |
7,080.5 |
34.0 |
0.5% |
6,884.5 |
High |
7,100.5 |
7,164.0 |
63.5 |
0.9% |
6,915.0 |
Low |
7,018.5 |
7,072.5 |
54.0 |
0.8% |
6,602.0 |
Close |
7,080.5 |
7,155.0 |
74.5 |
1.1% |
6,889.5 |
Range |
82.0 |
91.5 |
9.5 |
11.6% |
313.0 |
ATR |
120.5 |
118.4 |
-2.1 |
-1.7% |
0.0 |
Volume |
221,995 |
158,302 |
-63,693 |
-28.7% |
794,407 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,405.0 |
7,371.5 |
7,205.3 |
|
R3 |
7,313.5 |
7,280.0 |
7,180.2 |
|
R2 |
7,222.0 |
7,222.0 |
7,171.8 |
|
R1 |
7,188.5 |
7,188.5 |
7,163.4 |
7,205.3 |
PP |
7,130.5 |
7,130.5 |
7,130.5 |
7,138.9 |
S1 |
7,097.0 |
7,097.0 |
7,146.6 |
7,113.8 |
S2 |
7,039.0 |
7,039.0 |
7,138.2 |
|
S3 |
6,947.5 |
7,005.5 |
7,129.8 |
|
S4 |
6,856.0 |
6,914.0 |
7,104.7 |
|
|
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 |
7,164.0 |
6,831.5 |
332.5 |
4.6% |
93.1 |
1.3% |
97% |
True |
False |
185,029 |
10 |
7,164.0 |
6,602.0 |
562.0 |
7.9% |
113.7 |
1.6% |
98% |
True |
False |
169,920 |
20 |
7,164.0 |
6,602.0 |
562.0 |
7.9% |
115.9 |
1.6% |
98% |
True |
False |
157,239 |
40 |
7,164.0 |
6,336.0 |
828.0 |
11.6% |
110.1 |
1.5% |
99% |
True |
False |
148,646 |
60 |
7,164.0 |
5,643.5 |
1,520.5 |
21.3% |
113.8 |
1.6% |
99% |
True |
False |
137,308 |
80 |
7,164.0 |
5,382.0 |
1,782.0 |
24.9% |
128.1 |
1.8% |
99% |
True |
False |
110,946 |
100 |
7,164.0 |
5,382.0 |
1,782.0 |
24.9% |
143.9 |
2.0% |
99% |
True |
False |
88,857 |
120 |
7,164.0 |
5,147.5 |
2,016.5 |
28.2% |
150.1 |
2.1% |
100% |
True |
False |
74,150 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,552.9 |
2.618 |
7,403.5 |
1.618 |
7,312.0 |
1.000 |
7,255.5 |
0.618 |
7,220.5 |
HIGH |
7,164.0 |
0.618 |
7,129.0 |
0.500 |
7,118.3 |
0.382 |
7,107.5 |
LOW |
7,072.5 |
0.618 |
7,016.0 |
1.000 |
6,981.0 |
1.618 |
6,924.5 |
2.618 |
6,833.0 |
4.250 |
6,683.6 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,142.8 |
7,116.6 |
PP |
7,130.5 |
7,078.2 |
S1 |
7,118.3 |
7,039.8 |
|