Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,657.8 |
1,659.0 |
1.2 |
0.1% |
1,715.0 |
High |
1,664.9 |
1,670.1 |
5.2 |
0.3% |
1,717.4 |
Low |
1,639.7 |
1,652.3 |
12.6 |
0.8% |
1,634.7 |
Close |
1,655.8 |
1,667.3 |
11.5 |
0.7% |
1,655.8 |
Range |
25.2 |
17.8 |
-7.4 |
-29.4% |
82.7 |
ATR |
32.2 |
31.2 |
-1.0 |
-3.2% |
0.0 |
Volume |
150,971 |
122,695 |
-28,276 |
-18.7% |
920,314 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.6 |
1,709.8 |
1,677.1 |
|
R3 |
1,698.8 |
1,692.0 |
1,672.2 |
|
R2 |
1,681.0 |
1,681.0 |
1,670.6 |
|
R1 |
1,674.2 |
1,674.2 |
1,668.9 |
1,677.6 |
PP |
1,663.2 |
1,663.2 |
1,663.2 |
1,665.0 |
S1 |
1,656.4 |
1,656.4 |
1,665.7 |
1,659.8 |
S2 |
1,645.4 |
1,645.4 |
1,664.0 |
|
S3 |
1,627.6 |
1,638.6 |
1,662.4 |
|
S4 |
1,609.8 |
1,620.8 |
1,657.5 |
|
|
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 |
1,706.2 |
1,634.7 |
71.5 |
4.3% |
33.3 |
2.0% |
46% |
False |
False |
179,952 |
10 |
1,717.4 |
1,634.7 |
82.7 |
5.0% |
31.5 |
1.9% |
39% |
False |
False |
174,124 |
20 |
1,792.7 |
1,634.7 |
158.0 |
9.5% |
31.8 |
1.9% |
21% |
False |
False |
173,281 |
40 |
1,792.7 |
1,634.7 |
158.0 |
9.5% |
29.2 |
1.8% |
21% |
False |
False |
145,610 |
60 |
1,792.7 |
1,526.2 |
266.5 |
16.0% |
28.1 |
1.7% |
53% |
False |
False |
101,200 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.0% |
29.7 |
1.8% |
53% |
False |
False |
77,095 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
30.4 |
1.8% |
50% |
False |
False |
62,070 |
120 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
31.2 |
1.9% |
50% |
False |
False |
51,886 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,745.8 |
2.618 |
1,716.7 |
1.618 |
1,698.9 |
1.000 |
1,687.9 |
0.618 |
1,681.1 |
HIGH |
1,670.1 |
0.618 |
1,663.3 |
0.500 |
1,661.2 |
0.382 |
1,659.1 |
LOW |
1,652.3 |
0.618 |
1,641.3 |
1.000 |
1,634.5 |
1.618 |
1,623.5 |
2.618 |
1,605.7 |
4.250 |
1,576.7 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,665.3 |
1,662.6 |
PP |
1,663.2 |
1,657.9 |
S1 |
1,661.2 |
1,653.2 |
|