Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,659.0 |
1,664.6 |
5.6 |
0.3% |
1,715.0 |
High |
1,670.1 |
1,664.9 |
-5.2 |
-0.3% |
1,717.4 |
Low |
1,652.3 |
1,641.2 |
-11.1 |
-0.7% |
1,634.7 |
Close |
1,667.3 |
1,647.0 |
-20.3 |
-1.2% |
1,655.8 |
Range |
17.8 |
23.7 |
5.9 |
33.1% |
82.7 |
ATR |
31.2 |
30.8 |
-0.4 |
-1.2% |
0.0 |
Volume |
122,695 |
143,076 |
20,381 |
16.6% |
920,314 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,722.1 |
1,708.3 |
1,660.0 |
|
R3 |
1,698.4 |
1,684.6 |
1,653.5 |
|
R2 |
1,674.7 |
1,674.7 |
1,651.3 |
|
R1 |
1,660.9 |
1,660.9 |
1,649.2 |
1,656.0 |
PP |
1,651.0 |
1,651.0 |
1,651.0 |
1,648.6 |
S1 |
1,637.2 |
1,637.2 |
1,644.8 |
1,632.3 |
S2 |
1,627.3 |
1,627.3 |
1,642.7 |
|
S3 |
1,603.6 |
1,613.5 |
1,640.5 |
|
S4 |
1,579.9 |
1,589.8 |
1,634.0 |
|
|
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 |
1,682.8 |
1,634.7 |
48.1 |
2.9% |
29.2 |
1.8% |
26% |
False |
False |
168,090 |
10 |
1,717.4 |
1,634.7 |
82.7 |
5.0% |
29.3 |
1.8% |
15% |
False |
False |
166,278 |
20 |
1,792.7 |
1,634.7 |
158.0 |
9.6% |
31.2 |
1.9% |
8% |
False |
False |
170,899 |
40 |
1,792.7 |
1,634.7 |
158.0 |
9.6% |
29.3 |
1.8% |
8% |
False |
False |
148,755 |
60 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
27.9 |
1.7% |
45% |
False |
False |
103,533 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
29.6 |
1.8% |
45% |
False |
False |
78,804 |
100 |
1,808.0 |
1,526.2 |
281.8 |
17.1% |
30.1 |
1.8% |
43% |
False |
False |
63,497 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.1% |
30.9 |
1.9% |
43% |
False |
False |
53,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,765.6 |
2.618 |
1,726.9 |
1.618 |
1,703.2 |
1.000 |
1,688.6 |
0.618 |
1,679.5 |
HIGH |
1,664.9 |
0.618 |
1,655.8 |
0.500 |
1,653.1 |
0.382 |
1,650.3 |
LOW |
1,641.2 |
0.618 |
1,626.6 |
1.000 |
1,617.5 |
1.618 |
1,602.9 |
2.618 |
1,579.2 |
4.250 |
1,540.5 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,653.1 |
1,654.9 |
PP |
1,651.0 |
1,652.3 |
S1 |
1,649.0 |
1,649.6 |
|