Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,650.8 |
1,649.6 |
-1.2 |
-0.1% |
1,715.0 |
High |
1,661.8 |
1,656.6 |
-5.2 |
-0.3% |
1,717.4 |
Low |
1,646.3 |
1,627.5 |
-18.8 |
-1.1% |
1,634.7 |
Close |
1,650.3 |
1,642.5 |
-7.8 |
-0.5% |
1,655.8 |
Range |
15.5 |
29.1 |
13.6 |
87.7% |
82.7 |
ATR |
29.7 |
29.7 |
0.0 |
-0.1% |
0.0 |
Volume |
132,188 |
163,339 |
31,151 |
23.6% |
920,314 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,729.5 |
1,715.1 |
1,658.5 |
|
R3 |
1,700.4 |
1,686.0 |
1,650.5 |
|
R2 |
1,671.3 |
1,671.3 |
1,647.8 |
|
R1 |
1,656.9 |
1,656.9 |
1,645.2 |
1,649.6 |
PP |
1,642.2 |
1,642.2 |
1,642.2 |
1,638.5 |
S1 |
1,627.8 |
1,627.8 |
1,639.8 |
1,620.5 |
S2 |
1,613.1 |
1,613.1 |
1,637.2 |
|
S3 |
1,584.0 |
1,598.7 |
1,634.5 |
|
S4 |
1,554.9 |
1,569.6 |
1,626.5 |
|
|
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 |
1,670.1 |
1,627.5 |
42.6 |
2.6% |
22.3 |
1.4% |
35% |
False |
True |
142,453 |
10 |
1,717.4 |
1,627.5 |
89.9 |
5.5% |
29.9 |
1.8% |
17% |
False |
True |
167,380 |
20 |
1,792.7 |
1,627.5 |
165.2 |
10.1% |
31.0 |
1.9% |
9% |
False |
True |
170,536 |
40 |
1,792.7 |
1,627.5 |
165.2 |
10.1% |
28.4 |
1.7% |
9% |
False |
True |
154,281 |
60 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
28.2 |
1.7% |
44% |
False |
False |
108,330 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.2% |
29.4 |
1.8% |
44% |
False |
False |
82,356 |
100 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
29.9 |
1.8% |
41% |
False |
False |
66,437 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.2% |
30.4 |
1.9% |
41% |
False |
False |
55,529 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.3 |
2.618 |
1,732.8 |
1.618 |
1,703.7 |
1.000 |
1,685.7 |
0.618 |
1,674.6 |
HIGH |
1,656.6 |
0.618 |
1,645.5 |
0.500 |
1,642.1 |
0.382 |
1,638.6 |
LOW |
1,627.5 |
0.618 |
1,609.5 |
1.000 |
1,598.4 |
1.618 |
1,580.4 |
2.618 |
1,551.3 |
4.250 |
1,503.8 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,642.4 |
1,646.2 |
PP |
1,642.2 |
1,645.0 |
S1 |
1,642.1 |
1,643.7 |
|