Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,649.6 |
1,644.1 |
-5.5 |
-0.3% |
1,659.0 |
High |
1,656.6 |
1,666.3 |
9.7 |
0.6% |
1,670.1 |
Low |
1,627.5 |
1,641.5 |
14.0 |
0.9% |
1,627.5 |
Close |
1,642.5 |
1,662.4 |
19.9 |
1.2% |
1,662.4 |
Range |
29.1 |
24.8 |
-4.3 |
-14.8% |
42.6 |
ATR |
29.7 |
29.3 |
-0.3 |
-1.2% |
0.0 |
Volume |
163,339 |
135,973 |
-27,366 |
-16.8% |
697,271 |
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,731.1 |
1,721.6 |
1,676.0 |
|
R3 |
1,706.3 |
1,696.8 |
1,669.2 |
|
R2 |
1,681.5 |
1,681.5 |
1,666.9 |
|
R1 |
1,672.0 |
1,672.0 |
1,664.7 |
1,676.8 |
PP |
1,656.7 |
1,656.7 |
1,656.7 |
1,659.1 |
S1 |
1,647.2 |
1,647.2 |
1,660.1 |
1,652.0 |
S2 |
1,631.9 |
1,631.9 |
1,657.9 |
|
S3 |
1,607.1 |
1,622.4 |
1,655.6 |
|
S4 |
1,582.3 |
1,597.6 |
1,648.8 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,781.1 |
1,764.4 |
1,685.8 |
|
R3 |
1,738.5 |
1,721.8 |
1,674.1 |
|
R2 |
1,695.9 |
1,695.9 |
1,670.2 |
|
R1 |
1,679.2 |
1,679.2 |
1,666.3 |
1,687.6 |
PP |
1,653.3 |
1,653.3 |
1,653.3 |
1,657.5 |
S1 |
1,636.6 |
1,636.6 |
1,658.5 |
1,645.0 |
S2 |
1,610.7 |
1,610.7 |
1,654.6 |
|
S3 |
1,568.1 |
1,594.0 |
1,650.7 |
|
S4 |
1,525.5 |
1,551.4 |
1,639.0 |
|
|
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% |
22.2 |
1.3% |
82% |
False |
False |
139,454 |
10 |
1,717.4 |
1,627.5 |
89.9 |
5.4% |
28.4 |
1.7% |
39% |
False |
False |
161,758 |
20 |
1,792.7 |
1,627.5 |
165.2 |
9.9% |
31.6 |
1.9% |
21% |
False |
False |
170,807 |
40 |
1,792.7 |
1,627.5 |
165.2 |
9.9% |
28.3 |
1.7% |
21% |
False |
False |
155,946 |
60 |
1,792.7 |
1,526.2 |
266.5 |
16.0% |
28.3 |
1.7% |
51% |
False |
False |
110,549 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.0% |
29.3 |
1.8% |
51% |
False |
False |
84,000 |
100 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
30.0 |
1.8% |
48% |
False |
False |
67,789 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
30.3 |
1.8% |
48% |
False |
False |
56,657 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.7 |
2.618 |
1,731.2 |
1.618 |
1,706.4 |
1.000 |
1,691.1 |
0.618 |
1,681.6 |
HIGH |
1,666.3 |
0.618 |
1,656.8 |
0.500 |
1,653.9 |
0.382 |
1,651.0 |
LOW |
1,641.5 |
0.618 |
1,626.2 |
1.000 |
1,616.7 |
1.618 |
1,601.4 |
2.618 |
1,576.6 |
4.250 |
1,536.1 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,659.6 |
1,657.2 |
PP |
1,656.7 |
1,652.1 |
S1 |
1,653.9 |
1,646.9 |
|