Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
7,143.5 |
7,065.0 |
-78.5 |
-1.1% |
7,186.0 |
High |
7,167.0 |
7,124.5 |
-42.5 |
-0.6% |
7,188.0 |
Low |
7,075.0 |
6,962.5 |
-112.5 |
-1.6% |
6,921.0 |
Close |
7,075.0 |
6,991.5 |
-83.5 |
-1.2% |
7,034.5 |
Range |
92.0 |
162.0 |
70.0 |
76.1% |
267.0 |
ATR |
113.0 |
116.5 |
3.5 |
3.1% |
0.0 |
Volume |
123,265 |
152,382 |
29,117 |
23.6% |
648,900 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,512.2 |
7,413.8 |
7,080.6 |
|
R3 |
7,350.2 |
7,251.8 |
7,036.1 |
|
R2 |
7,188.2 |
7,188.2 |
7,021.2 |
|
R1 |
7,089.8 |
7,089.8 |
7,006.4 |
7,058.0 |
PP |
7,026.2 |
7,026.2 |
7,026.2 |
7,010.3 |
S1 |
6,927.8 |
6,927.8 |
6,976.7 |
6,896.0 |
S2 |
6,864.2 |
6,864.2 |
6,961.8 |
|
S3 |
6,702.2 |
6,765.8 |
6,947.0 |
|
S4 |
6,540.2 |
6,603.8 |
6,902.4 |
|
|
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% |
131.8 |
1.9% |
29% |
False |
False |
139,309 |
10 |
7,211.0 |
6,921.0 |
290.0 |
4.1% |
110.9 |
1.6% |
24% |
False |
False |
126,903 |
20 |
7,211.0 |
6,617.5 |
593.5 |
8.5% |
114.4 |
1.6% |
63% |
False |
False |
79,696 |
40 |
7,211.0 |
6,617.5 |
593.5 |
8.5% |
105.9 |
1.5% |
63% |
False |
False |
40,158 |
60 |
7,211.0 |
6,014.0 |
1,197.0 |
17.1% |
103.0 |
1.5% |
82% |
False |
False |
26,909 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.4% |
113.0 |
1.6% |
86% |
False |
False |
20,782 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.8% |
120.9 |
1.7% |
88% |
False |
False |
16,665 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
25.8% |
127.6 |
1.8% |
88% |
False |
False |
13,904 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,813.0 |
2.618 |
7,548.6 |
1.618 |
7,386.6 |
1.000 |
7,286.5 |
0.618 |
7,224.6 |
HIGH |
7,124.5 |
0.618 |
7,062.6 |
0.500 |
7,043.5 |
0.382 |
7,024.4 |
LOW |
6,962.5 |
0.618 |
6,862.4 |
1.000 |
6,800.5 |
1.618 |
6,700.4 |
2.618 |
6,538.4 |
4.250 |
6,274.0 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
7,043.5 |
7,064.8 |
PP |
7,026.2 |
7,040.3 |
S1 |
7,008.8 |
7,015.9 |
|