Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,080.5 |
7,150.0 |
69.5 |
1.0% |
6,864.5 |
High |
7,164.0 |
7,196.5 |
32.5 |
0.5% |
7,196.5 |
Low |
7,072.5 |
7,142.5 |
70.0 |
1.0% |
6,848.0 |
Close |
7,155.0 |
7,192.0 |
37.0 |
0.5% |
7,192.0 |
Range |
91.5 |
54.0 |
-37.5 |
-41.0% |
348.5 |
ATR |
118.4 |
113.8 |
-4.6 |
-3.9% |
0.0 |
Volume |
158,302 |
36,204 |
-122,098 |
-77.1% |
828,676 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,339.0 |
7,319.5 |
7,221.7 |
|
R3 |
7,285.0 |
7,265.5 |
7,206.9 |
|
R2 |
7,231.0 |
7,231.0 |
7,201.9 |
|
R1 |
7,211.5 |
7,211.5 |
7,197.0 |
7,221.3 |
PP |
7,177.0 |
7,177.0 |
7,177.0 |
7,181.9 |
S1 |
7,157.5 |
7,157.5 |
7,187.1 |
7,167.3 |
S2 |
7,123.0 |
7,123.0 |
7,182.1 |
|
S3 |
7,069.0 |
7,103.5 |
7,177.2 |
|
S4 |
7,015.0 |
7,049.5 |
7,162.3 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,124.3 |
8,006.7 |
7,383.7 |
|
R3 |
7,775.8 |
7,658.2 |
7,287.8 |
|
R2 |
7,427.3 |
7,427.3 |
7,255.9 |
|
R1 |
7,309.7 |
7,309.7 |
7,223.9 |
7,368.5 |
PP |
7,078.8 |
7,078.8 |
7,078.8 |
7,108.3 |
S1 |
6,961.2 |
6,961.2 |
7,160.1 |
7,020.0 |
S2 |
6,730.3 |
6,730.3 |
7,128.1 |
|
S3 |
6,381.8 |
6,612.7 |
7,096.2 |
|
S4 |
6,033.3 |
6,264.2 |
7,000.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,196.5 |
6,848.0 |
348.5 |
4.8% |
87.2 |
1.2% |
99% |
True |
False |
165,735 |
10 |
7,196.5 |
6,602.0 |
594.5 |
8.3% |
112.5 |
1.6% |
99% |
True |
False |
162,308 |
20 |
7,196.5 |
6,602.0 |
594.5 |
8.3% |
110.9 |
1.5% |
99% |
True |
False |
150,998 |
40 |
7,196.5 |
6,338.0 |
858.5 |
11.9% |
109.1 |
1.5% |
99% |
True |
False |
146,053 |
60 |
7,196.5 |
5,773.0 |
1,423.5 |
19.8% |
110.6 |
1.5% |
100% |
True |
False |
135,763 |
80 |
7,196.5 |
5,382.0 |
1,814.5 |
25.2% |
126.9 |
1.8% |
100% |
True |
False |
111,392 |
100 |
7,196.5 |
5,382.0 |
1,814.5 |
25.2% |
142.8 |
2.0% |
100% |
True |
False |
89,216 |
120 |
7,196.5 |
5,147.5 |
2,049.0 |
28.5% |
149.0 |
2.1% |
100% |
True |
False |
74,446 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,426.0 |
2.618 |
7,337.9 |
1.618 |
7,283.9 |
1.000 |
7,250.5 |
0.618 |
7,229.9 |
HIGH |
7,196.5 |
0.618 |
7,175.9 |
0.500 |
7,169.5 |
0.382 |
7,163.1 |
LOW |
7,142.5 |
0.618 |
7,109.1 |
1.000 |
7,088.5 |
1.618 |
7,055.1 |
2.618 |
7,001.1 |
4.250 |
6,913.0 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,184.5 |
7,163.8 |
PP |
7,177.0 |
7,135.7 |
S1 |
7,169.5 |
7,107.5 |
|