Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,661.8 |
1,660.6 |
-1.2 |
-0.1% |
1,662.2 |
High |
1,664.5 |
1,670.0 |
5.5 |
0.3% |
1,696.9 |
Low |
1,644.3 |
1,659.0 |
14.7 |
0.9% |
1,644.3 |
Close |
1,652.2 |
1,669.3 |
17.1 |
1.0% |
1,669.3 |
Range |
20.2 |
11.0 |
-9.2 |
-45.5% |
52.6 |
ATR |
28.6 |
27.8 |
-0.8 |
-2.7% |
0.0 |
Volume |
45,737 |
9,781 |
-35,956 |
-78.6% |
575,113 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,699.1 |
1,695.2 |
1,675.4 |
|
R3 |
1,688.1 |
1,684.2 |
1,672.3 |
|
R2 |
1,677.1 |
1,677.1 |
1,671.3 |
|
R1 |
1,673.2 |
1,673.2 |
1,670.3 |
1,675.2 |
PP |
1,666.1 |
1,666.1 |
1,666.1 |
1,667.1 |
S1 |
1,662.2 |
1,662.2 |
1,668.3 |
1,664.2 |
S2 |
1,655.1 |
1,655.1 |
1,667.3 |
|
S3 |
1,644.1 |
1,651.2 |
1,666.3 |
|
S4 |
1,633.1 |
1,640.2 |
1,663.3 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,828.0 |
1,801.2 |
1,698.2 |
|
R3 |
1,775.4 |
1,748.6 |
1,683.8 |
|
R2 |
1,722.8 |
1,722.8 |
1,678.9 |
|
R1 |
1,696.0 |
1,696.0 |
1,674.1 |
1,709.4 |
PP |
1,670.2 |
1,670.2 |
1,670.2 |
1,676.9 |
S1 |
1,643.4 |
1,643.4 |
1,664.5 |
1,656.8 |
S2 |
1,617.6 |
1,617.6 |
1,659.7 |
|
S3 |
1,565.0 |
1,590.8 |
1,654.8 |
|
S4 |
1,512.4 |
1,538.2 |
1,640.4 |
|
|
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 |
1,644.3 |
52.6 |
3.2% |
23.7 |
1.4% |
48% |
False |
False |
115,022 |
10 |
1,696.9 |
1,627.5 |
69.4 |
4.2% |
22.9 |
1.4% |
60% |
False |
False |
127,238 |
20 |
1,718.0 |
1,627.5 |
90.5 |
5.4% |
27.5 |
1.6% |
46% |
False |
False |
152,020 |
40 |
1,792.7 |
1,627.5 |
165.2 |
9.9% |
28.4 |
1.7% |
25% |
False |
False |
154,549 |
60 |
1,792.7 |
1,601.0 |
191.7 |
11.5% |
27.3 |
1.6% |
36% |
False |
False |
119,737 |
80 |
1,792.7 |
1,526.2 |
266.5 |
16.0% |
29.1 |
1.7% |
54% |
False |
False |
90,897 |
100 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
29.6 |
1.8% |
51% |
False |
False |
73,478 |
120 |
1,808.0 |
1,526.2 |
281.8 |
16.9% |
29.6 |
1.8% |
51% |
False |
False |
61,410 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,716.8 |
2.618 |
1,698.8 |
1.618 |
1,687.8 |
1.000 |
1,681.0 |
0.618 |
1,676.8 |
HIGH |
1,670.0 |
0.618 |
1,665.8 |
0.500 |
1,664.5 |
0.382 |
1,663.2 |
LOW |
1,659.0 |
0.618 |
1,652.2 |
1.000 |
1,648.0 |
1.618 |
1,641.2 |
2.618 |
1,630.2 |
4.250 |
1,612.3 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,667.7 |
1,667.7 |
PP |
1,666.1 |
1,666.0 |
S1 |
1,664.5 |
1,664.4 |
|