Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
6,982.5 |
6,936.0 |
-46.5 |
-0.7% |
7,051.0 |
High |
7,007.5 |
6,976.5 |
-31.0 |
-0.4% |
7,167.0 |
Low |
6,854.5 |
6,911.0 |
56.5 |
0.8% |
6,854.5 |
Close |
6,922.5 |
6,961.0 |
38.5 |
0.6% |
6,961.0 |
Range |
153.0 |
65.5 |
-87.5 |
-57.2% |
312.5 |
ATR |
119.1 |
115.3 |
-3.8 |
-3.2% |
0.0 |
Volume |
164,685 |
120,460 |
-44,225 |
-26.9% |
686,562 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,146.0 |
7,119.0 |
6,997.0 |
|
R3 |
7,080.5 |
7,053.5 |
6,979.0 |
|
R2 |
7,015.0 |
7,015.0 |
6,973.0 |
|
R1 |
6,988.0 |
6,988.0 |
6,967.0 |
7,001.5 |
PP |
6,949.5 |
6,949.5 |
6,949.5 |
6,956.3 |
S1 |
6,922.5 |
6,922.5 |
6,955.0 |
6,936.0 |
S2 |
6,884.0 |
6,884.0 |
6,949.0 |
|
S3 |
6,818.5 |
6,857.0 |
6,943.0 |
|
S4 |
6,753.0 |
6,791.5 |
6,925.0 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,931.7 |
7,758.8 |
7,132.9 |
|
R3 |
7,619.2 |
7,446.3 |
7,046.9 |
|
R2 |
7,306.7 |
7,306.7 |
7,018.3 |
|
R1 |
7,133.8 |
7,133.8 |
6,989.6 |
7,064.0 |
PP |
6,994.2 |
6,994.2 |
6,994.2 |
6,959.3 |
S1 |
6,821.3 |
6,821.3 |
6,932.4 |
6,751.5 |
S2 |
6,681.7 |
6,681.7 |
6,903.7 |
|
S3 |
6,369.2 |
6,508.8 |
6,875.1 |
|
S4 |
6,056.7 |
6,196.3 |
6,789.1 |
|
|
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 |
6,854.5 |
312.5 |
4.5% |
123.2 |
1.8% |
34% |
False |
False |
137,312 |
10 |
7,188.0 |
6,854.5 |
333.5 |
4.8% |
118.2 |
1.7% |
32% |
False |
False |
133,546 |
20 |
7,211.0 |
6,617.5 |
593.5 |
8.5% |
115.4 |
1.7% |
58% |
False |
False |
93,738 |
40 |
7,211.0 |
6,617.5 |
593.5 |
8.5% |
106.1 |
1.5% |
58% |
False |
False |
47,273 |
60 |
7,211.0 |
6,014.0 |
1,197.0 |
17.2% |
103.1 |
1.5% |
79% |
False |
False |
31,645 |
80 |
7,211.0 |
5,641.5 |
1,569.5 |
22.5% |
110.1 |
1.6% |
84% |
False |
False |
24,333 |
100 |
7,211.0 |
5,409.0 |
1,802.0 |
25.9% |
117.2 |
1.7% |
86% |
False |
False |
19,503 |
120 |
7,211.0 |
5,409.0 |
1,802.0 |
25.9% |
127.4 |
1.8% |
86% |
False |
False |
16,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,254.9 |
2.618 |
7,148.0 |
1.618 |
7,082.5 |
1.000 |
7,042.0 |
0.618 |
7,017.0 |
HIGH |
6,976.5 |
0.618 |
6,951.5 |
0.500 |
6,943.8 |
0.382 |
6,936.0 |
LOW |
6,911.0 |
0.618 |
6,870.5 |
1.000 |
6,845.5 |
1.618 |
6,805.0 |
2.618 |
6,739.5 |
4.250 |
6,632.6 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
6,955.3 |
6,989.5 |
PP |
6,949.5 |
6,980.0 |
S1 |
6,943.8 |
6,970.5 |
|