Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,662.2 |
1,690.2 |
28.0 |
1.7% |
1,659.0 |
High |
1,693.4 |
1,696.9 |
3.5 |
0.2% |
1,670.1 |
Low |
1,655.1 |
1,678.6 |
23.5 |
1.4% |
1,627.5 |
Close |
1,685.6 |
1,684.9 |
-0.7 |
0.0% |
1,662.4 |
Range |
38.3 |
18.3 |
-20.0 |
-52.2% |
42.6 |
ATR |
30.0 |
29.1 |
-0.8 |
-2.8% |
0.0 |
Volume |
177,189 |
159,882 |
-17,307 |
-9.8% |
697,271 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,741.7 |
1,731.6 |
1,695.0 |
|
R3 |
1,723.4 |
1,713.3 |
1,689.9 |
|
R2 |
1,705.1 |
1,705.1 |
1,688.3 |
|
R1 |
1,695.0 |
1,695.0 |
1,686.6 |
1,690.9 |
PP |
1,686.8 |
1,686.8 |
1,686.8 |
1,684.8 |
S1 |
1,676.7 |
1,676.7 |
1,683.2 |
1,672.6 |
S2 |
1,668.5 |
1,668.5 |
1,681.5 |
|
S3 |
1,650.2 |
1,658.4 |
1,679.9 |
|
S4 |
1,631.9 |
1,640.1 |
1,674.8 |
|
|
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 |
1,696.9 |
1,627.5 |
69.4 |
4.1% |
25.2 |
1.5% |
83% |
True |
False |
153,714 |
10 |
1,696.9 |
1,627.5 |
69.4 |
4.1% |
27.2 |
1.6% |
83% |
True |
False |
160,902 |
20 |
1,792.3 |
1,627.5 |
164.8 |
9.8% |
32.2 |
1.9% |
35% |
False |
False |
173,872 |
40 |
1,792.7 |
1,627.5 |
165.2 |
9.8% |
28.5 |
1.7% |
35% |
False |
False |
158,441 |
60 |
1,792.7 |
1,549.8 |
242.9 |
14.4% |
27.9 |
1.7% |
56% |
False |
False |
116,045 |
80 |
1,792.7 |
1,526.2 |
266.5 |
15.8% |
29.2 |
1.7% |
60% |
False |
False |
88,066 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.7% |
29.8 |
1.8% |
56% |
False |
False |
71,152 |
120 |
1,808.0 |
1,526.2 |
281.8 |
16.7% |
29.9 |
1.8% |
56% |
False |
False |
59,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,774.7 |
2.618 |
1,744.8 |
1.618 |
1,726.5 |
1.000 |
1,715.2 |
0.618 |
1,708.2 |
HIGH |
1,696.9 |
0.618 |
1,689.9 |
0.500 |
1,687.8 |
0.382 |
1,685.6 |
LOW |
1,678.6 |
0.618 |
1,667.3 |
1.000 |
1,660.3 |
1.618 |
1,649.0 |
2.618 |
1,630.7 |
4.250 |
1,600.8 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,687.8 |
1,679.7 |
PP |
1,686.8 |
1,674.4 |
S1 |
1,685.9 |
1,669.2 |
|