Trading Metrics calculated at close of trading on 26-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,644.1 |
1,662.2 |
18.1 |
1.1% |
1,659.0 |
High |
1,666.3 |
1,693.4 |
27.1 |
1.6% |
1,670.1 |
Low |
1,641.5 |
1,655.1 |
13.6 |
0.8% |
1,627.5 |
Close |
1,662.4 |
1,685.6 |
23.2 |
1.4% |
1,662.4 |
Range |
24.8 |
38.3 |
13.5 |
54.4% |
42.6 |
ATR |
29.3 |
30.0 |
0.6 |
2.2% |
0.0 |
Volume |
135,973 |
177,189 |
41,216 |
30.3% |
697,271 |
|
Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.9 |
1,777.6 |
1,706.7 |
|
R3 |
1,754.6 |
1,739.3 |
1,696.1 |
|
R2 |
1,716.3 |
1,716.3 |
1,692.6 |
|
R1 |
1,701.0 |
1,701.0 |
1,689.1 |
1,708.7 |
PP |
1,678.0 |
1,678.0 |
1,678.0 |
1,681.9 |
S1 |
1,662.7 |
1,662.7 |
1,682.1 |
1,670.4 |
S2 |
1,639.7 |
1,639.7 |
1,678.6 |
|
S3 |
1,601.4 |
1,624.4 |
1,675.1 |
|
S4 |
1,563.1 |
1,586.1 |
1,664.5 |
|
|
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 |
1,693.4 |
1,627.5 |
65.9 |
3.9% |
26.3 |
1.6% |
88% |
True |
False |
150,353 |
10 |
1,706.2 |
1,627.5 |
78.7 |
4.7% |
29.8 |
1.8% |
74% |
False |
False |
165,152 |
20 |
1,792.7 |
1,627.5 |
165.2 |
9.8% |
32.6 |
1.9% |
35% |
False |
False |
173,388 |
40 |
1,792.7 |
1,627.5 |
165.2 |
9.8% |
28.6 |
1.7% |
35% |
False |
False |
157,563 |
60 |
1,792.7 |
1,526.2 |
266.5 |
15.8% |
28.3 |
1.7% |
60% |
False |
False |
113,473 |
80 |
1,792.7 |
1,526.2 |
266.5 |
15.8% |
29.6 |
1.8% |
60% |
False |
False |
86,133 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.7% |
30.0 |
1.8% |
57% |
False |
False |
69,556 |
120 |
1,808.0 |
1,526.2 |
281.8 |
16.7% |
30.4 |
1.8% |
57% |
False |
False |
58,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,856.2 |
2.618 |
1,793.7 |
1.618 |
1,755.4 |
1.000 |
1,731.7 |
0.618 |
1,717.1 |
HIGH |
1,693.4 |
0.618 |
1,678.8 |
0.500 |
1,674.3 |
0.382 |
1,669.7 |
LOW |
1,655.1 |
0.618 |
1,631.4 |
1.000 |
1,616.8 |
1.618 |
1,593.1 |
2.618 |
1,554.8 |
4.250 |
1,492.3 |
|
|
Fisher Pivots for day following 26-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,681.8 |
1,677.2 |
PP |
1,678.0 |
1,668.8 |
S1 |
1,674.3 |
1,660.5 |
|