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 |
1,675.2 |
1,643.2 |
-32.0 |
-1.9% |
1,712.4 |
High |
1,682.8 |
1,667.4 |
-15.4 |
-0.9% |
1,718.0 |
Low |
1,634.7 |
1,636.2 |
1.5 |
0.1% |
1,663.4 |
Close |
1,642.9 |
1,659.5 |
16.6 |
1.0% |
1,711.5 |
Range |
48.1 |
31.2 |
-16.9 |
-35.1% |
54.6 |
ATR |
32.9 |
32.7 |
-0.1 |
-0.4% |
0.0 |
Volume |
254,344 |
169,365 |
-84,979 |
-33.4% |
847,715 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,748.0 |
1,734.9 |
1,676.7 |
|
R3 |
1,716.8 |
1,703.7 |
1,668.1 |
|
R2 |
1,685.6 |
1,685.6 |
1,665.2 |
|
R1 |
1,672.5 |
1,672.5 |
1,662.4 |
1,679.1 |
PP |
1,654.4 |
1,654.4 |
1,654.4 |
1,657.6 |
S1 |
1,641.3 |
1,641.3 |
1,656.6 |
1,647.9 |
S2 |
1,623.2 |
1,623.2 |
1,653.8 |
|
S3 |
1,592.0 |
1,610.1 |
1,650.9 |
|
S4 |
1,560.8 |
1,578.9 |
1,642.3 |
|
|
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% |
37.6 |
2.3% |
30% |
False |
False |
192,307 |
10 |
1,725.4 |
1,634.7 |
90.7 |
5.5% |
31.6 |
1.9% |
27% |
False |
False |
175,122 |
20 |
1,792.7 |
1,634.7 |
158.0 |
9.5% |
31.8 |
1.9% |
16% |
False |
False |
172,940 |
40 |
1,792.7 |
1,634.7 |
158.0 |
9.5% |
29.2 |
1.8% |
16% |
False |
False |
139,723 |
60 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
28.2 |
1.7% |
50% |
False |
False |
96,729 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
30.1 |
1.8% |
50% |
False |
False |
73,724 |
100 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
30.5 |
1.8% |
47% |
False |
False |
59,357 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
32.8 |
2.0% |
47% |
False |
False |
49,619 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,800.0 |
2.618 |
1,749.1 |
1.618 |
1,717.9 |
1.000 |
1,698.6 |
0.618 |
1,686.7 |
HIGH |
1,667.4 |
0.618 |
1,655.5 |
0.500 |
1,651.8 |
0.382 |
1,648.1 |
LOW |
1,636.2 |
0.618 |
1,616.9 |
1.000 |
1,605.0 |
1.618 |
1,585.7 |
2.618 |
1,554.5 |
4.250 |
1,503.6 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,656.9 |
1,670.5 |
PP |
1,654.4 |
1,666.8 |
S1 |
1,651.8 |
1,663.2 |
|