Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,102.0 |
7,163.0 |
61.0 |
0.9% |
6,875.0 |
High |
7,179.0 |
7,211.0 |
32.0 |
0.4% |
7,211.0 |
Low |
7,088.0 |
7,157.0 |
69.0 |
1.0% |
6,861.5 |
Close |
7,167.0 |
7,177.5 |
10.5 |
0.1% |
7,177.5 |
Range |
91.0 |
54.0 |
-37.0 |
-40.7% |
349.5 |
ATR |
114.5 |
110.2 |
-4.3 |
-3.8% |
0.0 |
Volume |
81,537 |
137,181 |
55,644 |
68.2% |
506,611 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,343.8 |
7,314.7 |
7,207.2 |
|
R3 |
7,289.8 |
7,260.7 |
7,192.4 |
|
R2 |
7,235.8 |
7,235.8 |
7,187.4 |
|
R1 |
7,206.7 |
7,206.7 |
7,182.5 |
7,221.3 |
PP |
7,181.8 |
7,181.8 |
7,181.8 |
7,189.1 |
S1 |
7,152.7 |
7,152.7 |
7,172.6 |
7,167.3 |
S2 |
7,127.8 |
7,127.8 |
7,167.6 |
|
S3 |
7,073.8 |
7,098.7 |
7,162.7 |
|
S4 |
7,019.8 |
7,044.7 |
7,147.8 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,131.8 |
8,004.2 |
7,369.7 |
|
R3 |
7,782.3 |
7,654.7 |
7,273.6 |
|
R2 |
7,432.8 |
7,432.8 |
7,241.6 |
|
R1 |
7,305.2 |
7,305.2 |
7,209.5 |
7,369.0 |
PP |
7,083.3 |
7,083.3 |
7,083.3 |
7,115.3 |
S1 |
6,955.7 |
6,955.7 |
7,145.5 |
7,019.5 |
S2 |
6,733.8 |
6,733.8 |
7,113.4 |
|
S3 |
6,384.3 |
6,606.2 |
7,081.4 |
|
S4 |
6,034.8 |
6,256.7 |
6,985.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,211.0 |
6,861.5 |
349.5 |
4.9% |
87.3 |
1.2% |
90% |
True |
False |
101,322 |
10 |
7,211.0 |
6,617.5 |
593.5 |
8.3% |
112.7 |
1.6% |
94% |
True |
False |
53,930 |
20 |
7,211.0 |
6,617.5 |
593.5 |
8.3% |
107.1 |
1.5% |
94% |
True |
False |
27,530 |
40 |
7,211.0 |
6,358.0 |
853.0 |
11.9% |
101.9 |
1.4% |
96% |
True |
False |
13,983 |
60 |
7,211.0 |
5,795.5 |
1,415.5 |
19.7% |
99.3 |
1.4% |
98% |
True |
False |
9,458 |
80 |
7,211.0 |
5,409.0 |
1,802.0 |
25.1% |
115.1 |
1.6% |
98% |
True |
False |
7,672 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.1% |
125.6 |
1.8% |
98% |
True |
False |
6,168 |
120 |
7,211.0 |
5,187.5 |
2,023.5 |
28.2% |
128.2 |
1.8% |
98% |
True |
False |
5,156 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,440.5 |
2.618 |
7,352.4 |
1.618 |
7,298.4 |
1.000 |
7,265.0 |
0.618 |
7,244.4 |
HIGH |
7,211.0 |
0.618 |
7,190.4 |
0.500 |
7,184.0 |
0.382 |
7,177.6 |
LOW |
7,157.0 |
0.618 |
7,123.6 |
1.000 |
7,103.0 |
1.618 |
7,069.6 |
2.618 |
7,015.6 |
4.250 |
6,927.5 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,184.0 |
7,158.6 |
PP |
7,181.8 |
7,139.7 |
S1 |
7,179.7 |
7,120.8 |
|