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 |
1,700.8 |
1,675.2 |
-25.6 |
-1.5% |
1,712.4 |
High |
1,706.2 |
1,682.8 |
-23.4 |
-1.4% |
1,718.0 |
Low |
1,662.1 |
1,634.7 |
-27.4 |
-1.6% |
1,663.4 |
Close |
1,694.2 |
1,642.9 |
-51.3 |
-3.0% |
1,711.5 |
Range |
44.1 |
48.1 |
4.0 |
9.1% |
54.6 |
ATR |
30.8 |
32.9 |
2.0 |
6.7% |
0.0 |
Volume |
202,388 |
254,344 |
51,956 |
25.7% |
847,715 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,797.8 |
1,768.4 |
1,669.4 |
|
R3 |
1,749.7 |
1,720.3 |
1,656.1 |
|
R2 |
1,701.6 |
1,701.6 |
1,651.7 |
|
R1 |
1,672.2 |
1,672.2 |
1,647.3 |
1,662.9 |
PP |
1,653.5 |
1,653.5 |
1,653.5 |
1,648.8 |
S1 |
1,624.1 |
1,624.1 |
1,638.5 |
1,614.8 |
S2 |
1,605.4 |
1,605.4 |
1,634.1 |
|
S3 |
1,557.3 |
1,576.0 |
1,629.7 |
|
S4 |
1,509.2 |
1,527.9 |
1,616.4 |
|
|
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 |
1,634.7 |
82.7 |
5.0% |
35.6 |
2.2% |
10% |
False |
True |
187,601 |
10 |
1,727.3 |
1,634.7 |
92.6 |
5.6% |
31.7 |
1.9% |
9% |
False |
True |
180,158 |
20 |
1,792.7 |
1,634.7 |
158.0 |
9.6% |
31.2 |
1.9% |
5% |
False |
True |
171,256 |
40 |
1,792.7 |
1,634.7 |
158.0 |
9.6% |
29.0 |
1.8% |
5% |
False |
True |
136,365 |
60 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
28.2 |
1.7% |
44% |
False |
False |
93,973 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
30.4 |
1.9% |
44% |
False |
False |
71,637 |
100 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
30.4 |
1.9% |
41% |
False |
False |
57,681 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
33.0 |
2.0% |
41% |
False |
False |
48,209 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,887.2 |
2.618 |
1,808.7 |
1.618 |
1,760.6 |
1.000 |
1,730.9 |
0.618 |
1,712.5 |
HIGH |
1,682.8 |
0.618 |
1,664.4 |
0.500 |
1,658.8 |
0.382 |
1,653.1 |
LOW |
1,634.7 |
0.618 |
1,605.0 |
1.000 |
1,586.6 |
1.618 |
1,556.9 |
2.618 |
1,508.8 |
4.250 |
1,430.3 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,658.8 |
1,676.1 |
PP |
1,653.5 |
1,665.0 |
S1 |
1,648.2 |
1,654.0 |
|