Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,051.0 |
7,143.5 |
92.5 |
1.3% |
7,186.0 |
High |
7,124.5 |
7,167.0 |
42.5 |
0.6% |
7,188.0 |
Low |
6,981.0 |
7,075.0 |
94.0 |
1.3% |
6,921.0 |
Close |
7,093.0 |
7,075.0 |
-18.0 |
-0.3% |
7,034.5 |
Range |
143.5 |
92.0 |
-51.5 |
-35.9% |
267.0 |
ATR |
114.6 |
113.0 |
-1.6 |
-1.4% |
0.0 |
Volume |
125,770 |
123,265 |
-2,505 |
-2.0% |
648,900 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,381.7 |
7,320.3 |
7,125.6 |
|
R3 |
7,289.7 |
7,228.3 |
7,100.3 |
|
R2 |
7,197.7 |
7,197.7 |
7,091.9 |
|
R1 |
7,136.3 |
7,136.3 |
7,083.4 |
7,121.0 |
PP |
7,105.7 |
7,105.7 |
7,105.7 |
7,098.0 |
S1 |
7,044.3 |
7,044.3 |
7,066.6 |
7,029.0 |
S2 |
7,013.7 |
7,013.7 |
7,058.1 |
|
S3 |
6,921.7 |
6,952.3 |
7,049.7 |
|
S4 |
6,829.7 |
6,860.3 |
7,024.4 |
|
|
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 |
7,167.0 |
6,921.0 |
246.0 |
3.5% |
120.1 |
1.7% |
63% |
True |
False |
134,283 |
10 |
7,211.0 |
6,921.0 |
290.0 |
4.1% |
103.2 |
1.5% |
53% |
False |
False |
123,153 |
20 |
7,211.0 |
6,617.5 |
593.5 |
8.4% |
112.4 |
1.6% |
77% |
False |
False |
72,147 |
40 |
7,211.0 |
6,484.0 |
727.0 |
10.3% |
105.9 |
1.5% |
81% |
False |
False |
36,381 |
60 |
7,211.0 |
6,014.0 |
1,197.0 |
16.9% |
101.4 |
1.4% |
89% |
False |
False |
24,375 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.2% |
111.8 |
1.6% |
91% |
False |
False |
18,877 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.5% |
120.7 |
1.7% |
92% |
False |
False |
15,142 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
25.5% |
127.0 |
1.8% |
92% |
False |
False |
12,636 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,558.0 |
2.618 |
7,407.9 |
1.618 |
7,315.9 |
1.000 |
7,259.0 |
0.618 |
7,223.9 |
HIGH |
7,167.0 |
0.618 |
7,131.9 |
0.500 |
7,121.0 |
0.382 |
7,110.1 |
LOW |
7,075.0 |
0.618 |
7,018.1 |
1.000 |
6,983.0 |
1.618 |
6,926.1 |
2.618 |
6,834.1 |
4.250 |
6,684.0 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,121.0 |
7,064.7 |
PP |
7,105.7 |
7,054.3 |
S1 |
7,090.3 |
7,044.0 |
|