Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,690.2 |
1,679.3 |
-10.9 |
-0.6% |
1,659.0 |
High |
1,696.9 |
1,684.5 |
-12.4 |
-0.7% |
1,670.1 |
Low |
1,678.6 |
1,654.0 |
-24.6 |
-1.5% |
1,627.5 |
Close |
1,684.9 |
1,657.9 |
-27.0 |
-1.6% |
1,662.4 |
Range |
18.3 |
30.5 |
12.2 |
66.7% |
42.6 |
ATR |
29.1 |
29.3 |
0.1 |
0.4% |
0.0 |
Volume |
159,882 |
182,524 |
22,642 |
14.2% |
697,271 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,757.0 |
1,737.9 |
1,674.7 |
|
R3 |
1,726.5 |
1,707.4 |
1,666.3 |
|
R2 |
1,696.0 |
1,696.0 |
1,663.5 |
|
R1 |
1,676.9 |
1,676.9 |
1,660.7 |
1,671.2 |
PP |
1,665.5 |
1,665.5 |
1,665.5 |
1,662.6 |
S1 |
1,646.4 |
1,646.4 |
1,655.1 |
1,640.7 |
S2 |
1,635.0 |
1,635.0 |
1,652.3 |
|
S3 |
1,604.5 |
1,615.9 |
1,649.5 |
|
S4 |
1,574.0 |
1,585.4 |
1,641.1 |
|
|
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 |
4.2% |
28.2 |
1.7% |
44% |
False |
False |
163,781 |
10 |
1,696.9 |
1,627.5 |
69.4 |
4.2% |
25.4 |
1.5% |
44% |
False |
False |
153,720 |
20 |
1,727.3 |
1,627.5 |
99.8 |
6.0% |
28.6 |
1.7% |
30% |
False |
False |
166,939 |
40 |
1,792.7 |
1,627.5 |
165.2 |
10.0% |
28.6 |
1.7% |
18% |
False |
False |
159,352 |
60 |
1,792.7 |
1,572.3 |
220.4 |
13.3% |
27.8 |
1.7% |
39% |
False |
False |
119,002 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.1% |
29.4 |
1.8% |
49% |
False |
False |
90,275 |
100 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
29.8 |
1.8% |
47% |
False |
False |
72,960 |
120 |
1,808.0 |
1,526.2 |
281.8 |
17.0% |
29.8 |
1.8% |
47% |
False |
False |
60,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,814.1 |
2.618 |
1,764.3 |
1.618 |
1,733.8 |
1.000 |
1,715.0 |
0.618 |
1,703.3 |
HIGH |
1,684.5 |
0.618 |
1,672.8 |
0.500 |
1,669.3 |
0.382 |
1,665.7 |
LOW |
1,654.0 |
0.618 |
1,635.2 |
1.000 |
1,623.5 |
1.618 |
1,604.7 |
2.618 |
1,574.2 |
4.250 |
1,524.4 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,669.3 |
1,675.5 |
PP |
1,665.5 |
1,669.6 |
S1 |
1,661.7 |
1,663.8 |
|