Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,100.5 |
7,077.5 |
-23.0 |
-0.3% |
6,875.0 |
High |
7,129.0 |
7,091.5 |
-37.5 |
-0.5% |
7,211.0 |
Low |
7,025.5 |
6,951.0 |
-74.5 |
-1.1% |
6,861.5 |
Close |
7,077.5 |
7,002.0 |
-75.5 |
-1.1% |
7,177.5 |
Range |
103.5 |
140.5 |
37.0 |
35.7% |
349.5 |
ATR |
109.5 |
111.7 |
2.2 |
2.0% |
0.0 |
Volume |
127,250 |
153,465 |
26,215 |
20.6% |
506,611 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,436.3 |
7,359.7 |
7,079.3 |
|
R3 |
7,295.8 |
7,219.2 |
7,040.6 |
|
R2 |
7,155.3 |
7,155.3 |
7,027.8 |
|
R1 |
7,078.7 |
7,078.7 |
7,014.9 |
7,046.8 |
PP |
7,014.8 |
7,014.8 |
7,014.8 |
6,998.9 |
S1 |
6,938.2 |
6,938.2 |
6,989.1 |
6,906.3 |
S2 |
6,874.3 |
6,874.3 |
6,976.2 |
|
S3 |
6,733.8 |
6,797.7 |
6,963.4 |
|
S4 |
6,593.3 |
6,657.2 |
6,924.7 |
|
|
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 |
6,951.0 |
260.0 |
3.7% |
99.8 |
1.4% |
20% |
False |
True |
128,882 |
10 |
7,211.0 |
6,845.0 |
366.0 |
5.2% |
96.3 |
1.4% |
43% |
False |
False |
102,166 |
20 |
7,211.0 |
6,617.5 |
593.5 |
8.5% |
107.8 |
1.5% |
65% |
False |
False |
52,708 |
40 |
7,211.0 |
6,439.0 |
772.0 |
11.0% |
102.6 |
1.5% |
73% |
False |
False |
26,636 |
60 |
7,211.0 |
5,852.5 |
1,358.5 |
19.4% |
101.0 |
1.4% |
85% |
False |
False |
17,884 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.4% |
110.8 |
1.6% |
87% |
False |
False |
14,007 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.7% |
123.8 |
1.8% |
88% |
False |
False |
11,238 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
25.7% |
127.8 |
1.8% |
88% |
False |
False |
9,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,688.6 |
2.618 |
7,459.3 |
1.618 |
7,318.8 |
1.000 |
7,232.0 |
0.618 |
7,178.3 |
HIGH |
7,091.5 |
0.618 |
7,037.8 |
0.500 |
7,021.3 |
0.382 |
7,004.7 |
LOW |
6,951.0 |
0.618 |
6,864.2 |
1.000 |
6,810.5 |
1.618 |
6,723.7 |
2.618 |
6,583.2 |
4.250 |
6,353.9 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,021.3 |
7,058.0 |
PP |
7,014.8 |
7,039.3 |
S1 |
7,008.4 |
7,020.7 |
|