Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,664.6 |
1,650.8 |
-13.8 |
-0.8% |
1,715.0 |
High |
1,664.9 |
1,661.8 |
-3.1 |
-0.2% |
1,717.4 |
Low |
1,641.2 |
1,646.3 |
5.1 |
0.3% |
1,634.7 |
Close |
1,647.0 |
1,650.3 |
3.3 |
0.2% |
1,655.8 |
Range |
23.7 |
15.5 |
-8.2 |
-34.6% |
82.7 |
ATR |
30.8 |
29.7 |
-1.1 |
-3.5% |
0.0 |
Volume |
143,076 |
132,188 |
-10,888 |
-7.6% |
920,314 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.3 |
1,690.3 |
1,658.8 |
|
R3 |
1,683.8 |
1,674.8 |
1,654.6 |
|
R2 |
1,668.3 |
1,668.3 |
1,653.1 |
|
R1 |
1,659.3 |
1,659.3 |
1,651.7 |
1,656.1 |
PP |
1,652.8 |
1,652.8 |
1,652.8 |
1,651.2 |
S1 |
1,643.8 |
1,643.8 |
1,648.9 |
1,640.6 |
S2 |
1,637.3 |
1,637.3 |
1,647.5 |
|
S3 |
1,621.8 |
1,628.3 |
1,646.0 |
|
S4 |
1,606.3 |
1,612.8 |
1,641.8 |
|
|
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 |
1,670.1 |
1,636.2 |
33.9 |
2.1% |
22.7 |
1.4% |
42% |
False |
False |
143,659 |
10 |
1,717.4 |
1,634.7 |
82.7 |
5.0% |
29.1 |
1.8% |
19% |
False |
False |
165,630 |
20 |
1,792.7 |
1,634.7 |
158.0 |
9.6% |
30.4 |
1.8% |
10% |
False |
False |
169,407 |
40 |
1,792.7 |
1,634.7 |
158.0 |
9.6% |
29.3 |
1.8% |
10% |
False |
False |
151,280 |
60 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
27.9 |
1.7% |
47% |
False |
False |
105,646 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
29.4 |
1.8% |
47% |
False |
False |
80,402 |
100 |
1,808.0 |
1,526.2 |
281.8 |
17.1% |
30.0 |
1.8% |
44% |
False |
False |
64,812 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.1% |
30.5 |
1.8% |
44% |
False |
False |
54,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,727.7 |
2.618 |
1,702.4 |
1.618 |
1,686.9 |
1.000 |
1,677.3 |
0.618 |
1,671.4 |
HIGH |
1,661.8 |
0.618 |
1,655.9 |
0.500 |
1,654.1 |
0.382 |
1,652.2 |
LOW |
1,646.3 |
0.618 |
1,636.7 |
1.000 |
1,630.8 |
1.618 |
1,621.2 |
2.618 |
1,605.7 |
4.250 |
1,580.4 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,654.1 |
1,655.7 |
PP |
1,652.8 |
1,653.9 |
S1 |
1,651.6 |
1,652.1 |
|