Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,077.5 |
7,002.0 |
-75.5 |
-1.1% |
7,186.0 |
High |
7,091.5 |
7,042.0 |
-49.5 |
-0.7% |
7,188.0 |
Low |
6,951.0 |
6,921.0 |
-30.0 |
-0.4% |
6,921.0 |
Close |
7,002.0 |
7,034.5 |
32.5 |
0.5% |
7,034.5 |
Range |
140.5 |
121.0 |
-19.5 |
-13.9% |
267.0 |
ATR |
111.7 |
112.4 |
0.7 |
0.6% |
0.0 |
Volume |
153,465 |
141,667 |
-11,798 |
-7.7% |
648,900 |
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,362.2 |
7,319.3 |
7,101.1 |
|
R3 |
7,241.2 |
7,198.3 |
7,067.8 |
|
R2 |
7,120.2 |
7,120.2 |
7,056.7 |
|
R1 |
7,077.3 |
7,077.3 |
7,045.6 |
7,098.8 |
PP |
6,999.2 |
6,999.2 |
6,999.2 |
7,009.9 |
S1 |
6,956.3 |
6,956.3 |
7,023.4 |
6,977.8 |
S2 |
6,878.2 |
6,878.2 |
7,012.3 |
|
S3 |
6,757.2 |
6,835.3 |
7,001.2 |
|
S4 |
6,636.2 |
6,714.3 |
6,968.0 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,848.8 |
7,708.7 |
7,181.4 |
|
R3 |
7,581.8 |
7,441.7 |
7,107.9 |
|
R2 |
7,314.8 |
7,314.8 |
7,083.5 |
|
R1 |
7,174.7 |
7,174.7 |
7,059.0 |
7,111.3 |
PP |
7,047.8 |
7,047.8 |
7,047.8 |
7,016.1 |
S1 |
6,907.7 |
6,907.7 |
7,010.0 |
6,844.3 |
S2 |
6,780.8 |
6,780.8 |
6,985.6 |
|
S3 |
6,513.8 |
6,640.7 |
6,961.1 |
|
S4 |
6,246.8 |
6,373.7 |
6,887.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,188.0 |
6,921.0 |
267.0 |
3.8% |
113.2 |
1.6% |
43% |
False |
True |
129,780 |
10 |
7,211.0 |
6,861.5 |
349.5 |
5.0% |
100.3 |
1.4% |
49% |
False |
False |
115,551 |
20 |
7,211.0 |
6,617.5 |
593.5 |
8.4% |
111.1 |
1.6% |
70% |
False |
False |
59,754 |
40 |
7,211.0 |
6,439.0 |
772.0 |
11.0% |
103.6 |
1.5% |
77% |
False |
False |
30,163 |
60 |
7,211.0 |
5,910.0 |
1,301.0 |
18.5% |
102.0 |
1.5% |
86% |
False |
False |
20,243 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.3% |
111.3 |
1.6% |
89% |
False |
False |
15,774 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.6% |
121.7 |
1.7% |
90% |
False |
False |
12,652 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
25.6% |
127.5 |
1.8% |
90% |
False |
False |
10,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,556.3 |
2.618 |
7,358.8 |
1.618 |
7,237.8 |
1.000 |
7,163.0 |
0.618 |
7,116.8 |
HIGH |
7,042.0 |
0.618 |
6,995.8 |
0.500 |
6,981.5 |
0.382 |
6,967.2 |
LOW |
6,921.0 |
0.618 |
6,846.2 |
1.000 |
6,800.0 |
1.618 |
6,725.2 |
2.618 |
6,604.2 |
4.250 |
6,406.8 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,016.8 |
7,031.3 |
PP |
6,999.2 |
7,028.2 |
S1 |
6,981.5 |
7,025.0 |
|