Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,186.0 |
7,161.0 |
-25.0 |
-0.3% |
6,875.0 |
High |
7,188.0 |
7,165.0 |
-23.0 |
-0.3% |
7,211.0 |
Low |
7,107.0 |
7,045.0 |
-62.0 |
-0.9% |
6,861.5 |
Close |
7,179.5 |
7,087.0 |
-92.5 |
-1.3% |
7,177.5 |
Range |
81.0 |
120.0 |
39.0 |
48.1% |
349.5 |
ATR |
108.1 |
110.0 |
1.9 |
1.7% |
0.0 |
Volume |
103,210 |
123,308 |
20,098 |
19.5% |
506,611 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,459.0 |
7,393.0 |
7,153.0 |
|
R3 |
7,339.0 |
7,273.0 |
7,120.0 |
|
R2 |
7,219.0 |
7,219.0 |
7,109.0 |
|
R1 |
7,153.0 |
7,153.0 |
7,098.0 |
7,126.0 |
PP |
7,099.0 |
7,099.0 |
7,099.0 |
7,085.5 |
S1 |
7,033.0 |
7,033.0 |
7,076.0 |
7,006.0 |
S2 |
6,979.0 |
6,979.0 |
7,065.0 |
|
S3 |
6,859.0 |
6,913.0 |
7,054.0 |
|
S4 |
6,739.0 |
6,793.0 |
7,021.0 |
|
|
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 |
7,030.5 |
180.5 |
2.5% |
86.2 |
1.2% |
31% |
False |
False |
112,022 |
10 |
7,211.0 |
6,627.0 |
584.0 |
8.2% |
98.5 |
1.4% |
79% |
False |
False |
75,213 |
20 |
7,211.0 |
6,617.5 |
593.5 |
8.4% |
108.5 |
1.5% |
79% |
False |
False |
38,779 |
40 |
7,211.0 |
6,384.0 |
827.0 |
11.7% |
102.3 |
1.4% |
85% |
False |
False |
19,630 |
60 |
7,211.0 |
5,795.5 |
1,415.5 |
20.0% |
100.8 |
1.4% |
91% |
False |
False |
13,216 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.1% |
114.1 |
1.6% |
92% |
False |
False |
10,500 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.4% |
124.7 |
1.8% |
93% |
False |
False |
8,433 |
120 |
7,211.0 |
5,187.5 |
2,023.5 |
28.6% |
128.2 |
1.8% |
94% |
False |
False |
7,044 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,675.0 |
2.618 |
7,479.2 |
1.618 |
7,359.2 |
1.000 |
7,285.0 |
0.618 |
7,239.2 |
HIGH |
7,165.0 |
0.618 |
7,119.2 |
0.500 |
7,105.0 |
0.382 |
7,090.8 |
LOW |
7,045.0 |
0.618 |
6,970.8 |
1.000 |
6,925.0 |
1.618 |
6,850.8 |
2.618 |
6,730.8 |
4.250 |
6,535.0 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,105.0 |
7,128.0 |
PP |
7,099.0 |
7,114.3 |
S1 |
7,093.0 |
7,100.7 |
|