Trading Metrics calculated at close of trading on 26-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,002.0 |
7,051.0 |
49.0 |
0.7% |
7,186.0 |
High |
7,042.0 |
7,124.5 |
82.5 |
1.2% |
7,188.0 |
Low |
6,921.0 |
6,981.0 |
60.0 |
0.9% |
6,921.0 |
Close |
7,034.5 |
7,093.0 |
58.5 |
0.8% |
7,034.5 |
Range |
121.0 |
143.5 |
22.5 |
18.6% |
267.0 |
ATR |
112.4 |
114.6 |
2.2 |
2.0% |
0.0 |
Volume |
141,667 |
125,770 |
-15,897 |
-11.2% |
648,900 |
|
Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,496.7 |
7,438.3 |
7,171.9 |
|
R3 |
7,353.2 |
7,294.8 |
7,132.5 |
|
R2 |
7,209.7 |
7,209.7 |
7,119.3 |
|
R1 |
7,151.3 |
7,151.3 |
7,106.2 |
7,180.5 |
PP |
7,066.2 |
7,066.2 |
7,066.2 |
7,080.8 |
S1 |
7,007.8 |
7,007.8 |
7,079.8 |
7,037.0 |
S2 |
6,922.7 |
6,922.7 |
7,066.7 |
|
S3 |
6,779.2 |
6,864.3 |
7,053.5 |
|
S4 |
6,635.7 |
6,720.8 |
7,014.1 |
|
|
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 |
7,165.0 |
6,921.0 |
244.0 |
3.4% |
125.7 |
1.8% |
70% |
False |
False |
134,292 |
10 |
7,211.0 |
6,921.0 |
290.0 |
4.1% |
107.1 |
1.5% |
59% |
False |
False |
123,102 |
20 |
7,211.0 |
6,617.5 |
593.5 |
8.4% |
112.1 |
1.6% |
80% |
False |
False |
66,017 |
40 |
7,211.0 |
6,468.0 |
743.0 |
10.5% |
105.6 |
1.5% |
84% |
False |
False |
33,303 |
60 |
7,211.0 |
6,014.0 |
1,197.0 |
16.9% |
101.4 |
1.4% |
90% |
False |
False |
22,334 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.1% |
112.0 |
1.6% |
92% |
False |
False |
17,345 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.4% |
120.9 |
1.7% |
93% |
False |
False |
13,910 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
25.4% |
127.9 |
1.8% |
93% |
False |
False |
11,609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,734.4 |
2.618 |
7,500.2 |
1.618 |
7,356.7 |
1.000 |
7,268.0 |
0.618 |
7,213.2 |
HIGH |
7,124.5 |
0.618 |
7,069.7 |
0.500 |
7,052.8 |
0.382 |
7,035.8 |
LOW |
6,981.0 |
0.618 |
6,892.3 |
1.000 |
6,837.5 |
1.618 |
6,748.8 |
2.618 |
6,605.3 |
4.250 |
6,371.1 |
|
|
Fisher Pivots for day following 26-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,079.6 |
7,069.6 |
PP |
7,066.2 |
7,046.2 |
S1 |
7,052.8 |
7,022.8 |
|