Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,715.0 |
1,700.8 |
-14.2 |
-0.8% |
1,712.4 |
High |
1,717.4 |
1,706.2 |
-11.2 |
-0.7% |
1,718.0 |
Low |
1,692.5 |
1,662.1 |
-30.4 |
-1.8% |
1,663.4 |
Close |
1,699.8 |
1,694.2 |
-5.6 |
-0.3% |
1,711.5 |
Range |
24.9 |
44.1 |
19.2 |
77.1% |
54.6 |
ATR |
29.8 |
30.8 |
1.0 |
3.4% |
0.0 |
Volume |
143,246 |
202,388 |
59,142 |
41.3% |
847,715 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,819.8 |
1,801.1 |
1,718.5 |
|
R3 |
1,775.7 |
1,757.0 |
1,706.3 |
|
R2 |
1,731.6 |
1,731.6 |
1,702.3 |
|
R1 |
1,712.9 |
1,712.9 |
1,698.2 |
1,700.2 |
PP |
1,687.5 |
1,687.5 |
1,687.5 |
1,681.2 |
S1 |
1,668.8 |
1,668.8 |
1,690.2 |
1,656.1 |
S2 |
1,643.4 |
1,643.4 |
1,686.1 |
|
S3 |
1,599.3 |
1,624.7 |
1,682.1 |
|
S4 |
1,555.2 |
1,580.6 |
1,669.9 |
|
|
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 |
1,662.1 |
55.3 |
3.3% |
29.3 |
1.7% |
58% |
False |
True |
164,466 |
10 |
1,792.3 |
1,662.1 |
130.2 |
7.7% |
37.3 |
2.2% |
25% |
False |
True |
186,842 |
20 |
1,792.7 |
1,662.1 |
130.6 |
7.7% |
29.6 |
1.7% |
25% |
False |
True |
165,519 |
40 |
1,792.7 |
1,635.8 |
156.9 |
9.3% |
28.6 |
1.7% |
37% |
False |
False |
130,744 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.7% |
27.9 |
1.6% |
63% |
False |
False |
89,918 |
80 |
1,792.7 |
1,526.2 |
266.5 |
15.7% |
30.2 |
1.8% |
63% |
False |
False |
68,474 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.6% |
30.1 |
1.8% |
60% |
False |
False |
55,143 |
120 |
1,818.8 |
1,526.2 |
292.6 |
17.3% |
32.9 |
1.9% |
57% |
False |
False |
46,091 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,893.6 |
2.618 |
1,821.7 |
1.618 |
1,777.6 |
1.000 |
1,750.3 |
0.618 |
1,733.5 |
HIGH |
1,706.2 |
0.618 |
1,689.4 |
0.500 |
1,684.2 |
0.382 |
1,678.9 |
LOW |
1,662.1 |
0.618 |
1,634.8 |
1.000 |
1,618.0 |
1.618 |
1,590.7 |
2.618 |
1,546.6 |
4.250 |
1,474.7 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,690.9 |
1,692.7 |
PP |
1,687.5 |
1,691.2 |
S1 |
1,684.2 |
1,689.8 |
|