Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,700.5 |
1,715.0 |
14.5 |
0.9% |
1,712.4 |
High |
1,716.5 |
1,717.4 |
0.9 |
0.1% |
1,718.0 |
Low |
1,677.0 |
1,692.5 |
15.5 |
0.9% |
1,663.4 |
Close |
1,711.5 |
1,699.8 |
-11.7 |
-0.7% |
1,711.5 |
Range |
39.5 |
24.9 |
-14.6 |
-37.0% |
54.6 |
ATR |
30.2 |
29.8 |
-0.4 |
-1.2% |
0.0 |
Volume |
192,192 |
143,246 |
-48,946 |
-25.5% |
847,715 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,777.9 |
1,763.8 |
1,713.5 |
|
R3 |
1,753.0 |
1,738.9 |
1,706.6 |
|
R2 |
1,728.1 |
1,728.1 |
1,704.4 |
|
R1 |
1,714.0 |
1,714.0 |
1,702.1 |
1,708.6 |
PP |
1,703.2 |
1,703.2 |
1,703.2 |
1,700.6 |
S1 |
1,689.1 |
1,689.1 |
1,697.5 |
1,683.7 |
S2 |
1,678.3 |
1,678.3 |
1,695.2 |
|
S3 |
1,653.4 |
1,664.2 |
1,693.0 |
|
S4 |
1,628.5 |
1,639.3 |
1,686.1 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.4 |
1,841.1 |
1,741.5 |
|
R3 |
1,806.8 |
1,786.5 |
1,726.5 |
|
R2 |
1,752.2 |
1,752.2 |
1,721.5 |
|
R1 |
1,731.9 |
1,731.9 |
1,716.5 |
1,714.8 |
PP |
1,697.6 |
1,697.6 |
1,697.6 |
1,689.1 |
S1 |
1,677.3 |
1,677.3 |
1,706.5 |
1,660.2 |
S2 |
1,643.0 |
1,643.0 |
1,701.5 |
|
S3 |
1,588.4 |
1,622.7 |
1,696.5 |
|
S4 |
1,533.8 |
1,568.1 |
1,681.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,717.4 |
1,663.4 |
54.0 |
3.2% |
29.8 |
1.8% |
67% |
True |
False |
168,295 |
10 |
1,792.7 |
1,663.4 |
129.3 |
7.6% |
35.4 |
2.1% |
28% |
False |
False |
181,623 |
20 |
1,792.7 |
1,663.4 |
129.3 |
7.6% |
28.3 |
1.7% |
28% |
False |
False |
160,461 |
40 |
1,792.7 |
1,628.7 |
164.0 |
9.6% |
28.1 |
1.7% |
43% |
False |
False |
126,221 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.7% |
28.5 |
1.7% |
65% |
False |
False |
86,609 |
80 |
1,792.7 |
1,526.2 |
266.5 |
15.7% |
29.9 |
1.8% |
65% |
False |
False |
65,956 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.6% |
30.1 |
1.8% |
62% |
False |
False |
53,124 |
120 |
1,818.8 |
1,526.2 |
292.6 |
17.2% |
32.7 |
1.9% |
59% |
False |
False |
44,408 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,823.2 |
2.618 |
1,782.6 |
1.618 |
1,757.7 |
1.000 |
1,742.3 |
0.618 |
1,732.8 |
HIGH |
1,717.4 |
0.618 |
1,707.9 |
0.500 |
1,705.0 |
0.382 |
1,702.0 |
LOW |
1,692.5 |
0.618 |
1,677.1 |
1.000 |
1,667.6 |
1.618 |
1,652.2 |
2.618 |
1,627.3 |
4.250 |
1,586.7 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,705.0 |
1,698.9 |
PP |
1,703.2 |
1,698.1 |
S1 |
1,701.5 |
1,697.2 |
|