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 |
1,643.2 |
1,657.8 |
14.6 |
0.9% |
1,715.0 |
High |
1,667.4 |
1,664.9 |
-2.5 |
-0.1% |
1,717.4 |
Low |
1,636.2 |
1,639.7 |
3.5 |
0.2% |
1,634.7 |
Close |
1,659.5 |
1,655.8 |
-3.7 |
-0.2% |
1,655.8 |
Range |
31.2 |
25.2 |
-6.0 |
-19.2% |
82.7 |
ATR |
32.7 |
32.2 |
-0.5 |
-1.6% |
0.0 |
Volume |
169,365 |
150,971 |
-18,394 |
-10.9% |
920,314 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.1 |
1,717.6 |
1,669.7 |
|
R3 |
1,703.9 |
1,692.4 |
1,662.7 |
|
R2 |
1,678.7 |
1,678.7 |
1,660.4 |
|
R1 |
1,667.2 |
1,667.2 |
1,658.1 |
1,660.4 |
PP |
1,653.5 |
1,653.5 |
1,653.5 |
1,650.0 |
S1 |
1,642.0 |
1,642.0 |
1,653.5 |
1,635.2 |
S2 |
1,628.3 |
1,628.3 |
1,651.2 |
|
S3 |
1,603.1 |
1,616.8 |
1,648.9 |
|
S4 |
1,577.9 |
1,591.6 |
1,641.9 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,917.4 |
1,869.3 |
1,701.3 |
|
R3 |
1,834.7 |
1,786.6 |
1,678.5 |
|
R2 |
1,752.0 |
1,752.0 |
1,671.0 |
|
R1 |
1,703.9 |
1,703.9 |
1,663.4 |
1,686.6 |
PP |
1,669.3 |
1,669.3 |
1,669.3 |
1,660.7 |
S1 |
1,621.2 |
1,621.2 |
1,648.2 |
1,603.9 |
S2 |
1,586.6 |
1,586.6 |
1,640.6 |
|
S3 |
1,503.9 |
1,538.5 |
1,633.1 |
|
S4 |
1,421.2 |
1,455.8 |
1,610.3 |
|
|
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% |
34.7 |
2.1% |
26% |
False |
False |
184,062 |
10 |
1,718.0 |
1,634.7 |
83.3 |
5.0% |
32.1 |
1.9% |
25% |
False |
False |
176,802 |
20 |
1,792.7 |
1,634.7 |
158.0 |
9.5% |
31.9 |
1.9% |
13% |
False |
False |
172,685 |
40 |
1,792.7 |
1,634.7 |
158.0 |
9.5% |
29.3 |
1.8% |
13% |
False |
False |
143,031 |
60 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
28.2 |
1.7% |
49% |
False |
False |
99,179 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
30.2 |
1.8% |
49% |
False |
False |
75,579 |
100 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
30.5 |
1.8% |
46% |
False |
False |
60,845 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
31.9 |
1.9% |
46% |
False |
False |
50,867 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,772.0 |
2.618 |
1,730.9 |
1.618 |
1,705.7 |
1.000 |
1,690.1 |
0.618 |
1,680.5 |
HIGH |
1,664.9 |
0.618 |
1,655.3 |
0.500 |
1,652.3 |
0.382 |
1,649.3 |
LOW |
1,639.7 |
0.618 |
1,624.1 |
1.000 |
1,614.5 |
1.618 |
1,598.9 |
2.618 |
1,573.7 |
4.250 |
1,532.6 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,654.6 |
1,658.8 |
PP |
1,653.5 |
1,657.8 |
S1 |
1,652.3 |
1,656.8 |
|