Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
6,971.0 |
7,030.5 |
59.5 |
0.9% |
6,900.0 |
High |
7,063.0 |
7,115.5 |
52.5 |
0.7% |
6,926.0 |
Low |
6,932.0 |
7,030.5 |
98.5 |
1.4% |
6,617.5 |
Close |
7,060.0 |
7,093.0 |
33.0 |
0.5% |
6,903.0 |
Range |
131.0 |
85.0 |
-46.0 |
-35.1% |
308.5 |
ATR |
118.7 |
116.3 |
-2.4 |
-2.0% |
0.0 |
Volume |
122,761 |
114,878 |
-7,883 |
-6.4% |
32,689 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,334.7 |
7,298.8 |
7,139.8 |
|
R3 |
7,249.7 |
7,213.8 |
7,116.4 |
|
R2 |
7,164.7 |
7,164.7 |
7,108.6 |
|
R1 |
7,128.8 |
7,128.8 |
7,100.8 |
7,146.8 |
PP |
7,079.7 |
7,079.7 |
7,079.7 |
7,088.6 |
S1 |
7,043.8 |
7,043.8 |
7,085.2 |
7,061.8 |
S2 |
6,994.7 |
6,994.7 |
7,077.4 |
|
S3 |
6,909.7 |
6,958.8 |
7,069.6 |
|
S4 |
6,824.7 |
6,873.8 |
7,046.3 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,741.0 |
7,630.5 |
7,072.7 |
|
R3 |
7,432.5 |
7,322.0 |
6,987.8 |
|
R2 |
7,124.0 |
7,124.0 |
6,959.6 |
|
R1 |
7,013.5 |
7,013.5 |
6,931.3 |
7,068.8 |
PP |
6,815.5 |
6,815.5 |
6,815.5 |
6,843.1 |
S1 |
6,705.0 |
6,705.0 |
6,874.7 |
6,760.3 |
S2 |
6,507.0 |
6,507.0 |
6,846.4 |
|
S3 |
6,198.5 |
6,396.5 |
6,818.2 |
|
S4 |
5,890.0 |
6,088.0 |
6,733.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,115.5 |
6,689.5 |
426.0 |
6.0% |
113.9 |
1.6% |
95% |
True |
False |
60,064 |
10 |
7,115.5 |
6,617.5 |
498.0 |
7.0% |
118.0 |
1.7% |
95% |
True |
False |
32,489 |
20 |
7,115.5 |
6,617.5 |
498.0 |
7.0% |
111.0 |
1.6% |
95% |
True |
False |
16,659 |
40 |
7,115.5 |
6,358.0 |
757.5 |
10.7% |
101.5 |
1.4% |
97% |
True |
False |
8,536 |
60 |
7,115.5 |
5,790.5 |
1,325.0 |
18.7% |
101.4 |
1.4% |
98% |
True |
False |
5,832 |
80 |
7,115.5 |
5,409.0 |
1,706.5 |
24.1% |
116.0 |
1.6% |
99% |
True |
False |
4,945 |
100 |
7,115.5 |
5,409.0 |
1,706.5 |
24.1% |
127.9 |
1.8% |
99% |
True |
False |
3,985 |
120 |
7,115.5 |
5,187.5 |
1,928.0 |
27.2% |
129.0 |
1.8% |
99% |
True |
False |
3,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,476.8 |
2.618 |
7,338.0 |
1.618 |
7,253.0 |
1.000 |
7,200.5 |
0.618 |
7,168.0 |
HIGH |
7,115.5 |
0.618 |
7,083.0 |
0.500 |
7,073.0 |
0.382 |
7,063.0 |
LOW |
7,030.5 |
0.618 |
6,978.0 |
1.000 |
6,945.5 |
1.618 |
6,893.0 |
2.618 |
6,808.0 |
4.250 |
6,669.3 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,086.3 |
7,058.2 |
PP |
7,079.7 |
7,023.3 |
S1 |
7,073.0 |
6,988.5 |
|