Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,030.5 |
7,102.0 |
71.5 |
1.0% |
6,900.0 |
High |
7,115.5 |
7,179.0 |
63.5 |
0.9% |
6,926.0 |
Low |
7,030.5 |
7,088.0 |
57.5 |
0.8% |
6,617.5 |
Close |
7,093.0 |
7,167.0 |
74.0 |
1.0% |
6,903.0 |
Range |
85.0 |
91.0 |
6.0 |
7.1% |
308.5 |
ATR |
116.3 |
114.5 |
-1.8 |
-1.6% |
0.0 |
Volume |
114,878 |
81,537 |
-33,341 |
-29.0% |
32,689 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,417.7 |
7,383.3 |
7,217.1 |
|
R3 |
7,326.7 |
7,292.3 |
7,192.0 |
|
R2 |
7,235.7 |
7,235.7 |
7,183.7 |
|
R1 |
7,201.3 |
7,201.3 |
7,175.3 |
7,218.5 |
PP |
7,144.7 |
7,144.7 |
7,144.7 |
7,153.3 |
S1 |
7,110.3 |
7,110.3 |
7,158.7 |
7,127.5 |
S2 |
7,053.7 |
7,053.7 |
7,150.3 |
|
S3 |
6,962.7 |
7,019.3 |
7,142.0 |
|
S4 |
6,871.7 |
6,928.3 |
7,117.0 |
|
|
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 |
7,179.0 |
6,845.0 |
334.0 |
4.7% |
92.7 |
1.3% |
96% |
True |
False |
75,450 |
10 |
7,179.0 |
6,617.5 |
561.5 |
7.8% |
113.4 |
1.6% |
98% |
True |
False |
40,516 |
20 |
7,179.0 |
6,617.5 |
561.5 |
7.8% |
108.3 |
1.5% |
98% |
True |
False |
20,712 |
40 |
7,179.0 |
6,358.0 |
821.0 |
11.5% |
101.9 |
1.4% |
99% |
True |
False |
10,566 |
60 |
7,179.0 |
5,795.5 |
1,383.5 |
19.3% |
99.7 |
1.4% |
99% |
True |
False |
7,184 |
80 |
7,179.0 |
5,409.0 |
1,770.0 |
24.7% |
116.1 |
1.6% |
99% |
True |
False |
5,958 |
100 |
7,179.0 |
5,409.0 |
1,770.0 |
24.7% |
127.5 |
1.8% |
99% |
True |
False |
4,800 |
120 |
7,179.0 |
5,187.5 |
1,991.5 |
27.8% |
128.4 |
1.8% |
99% |
True |
False |
4,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,565.8 |
2.618 |
7,417.2 |
1.618 |
7,326.2 |
1.000 |
7,270.0 |
0.618 |
7,235.2 |
HIGH |
7,179.0 |
0.618 |
7,144.2 |
0.500 |
7,133.5 |
0.382 |
7,122.8 |
LOW |
7,088.0 |
0.618 |
7,031.8 |
1.000 |
6,997.0 |
1.618 |
6,940.8 |
2.618 |
6,849.8 |
4.250 |
6,701.3 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,155.8 |
7,129.8 |
PP |
7,144.7 |
7,092.7 |
S1 |
7,133.5 |
7,055.5 |
|