Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
5,934.5 |
5,886.5 |
-48.0 |
-0.8% |
5,821.0 |
High |
5,948.5 |
5,912.0 |
-36.5 |
-0.6% |
5,843.0 |
Low |
5,881.5 |
5,869.5 |
-12.0 |
-0.2% |
5,671.0 |
Close |
5,886.5 |
5,894.5 |
8.0 |
0.1% |
5,829.0 |
Range |
67.0 |
42.5 |
-24.5 |
-36.6% |
172.0 |
ATR |
60.8 |
59.5 |
-1.3 |
-2.1% |
0.0 |
Volume |
137,567 |
120,715 |
-16,852 |
-12.3% |
73,568 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,019.5 |
5,999.5 |
5,918.0 |
|
R3 |
5,977.0 |
5,957.0 |
5,906.0 |
|
R2 |
5,934.5 |
5,934.5 |
5,902.5 |
|
R1 |
5,914.5 |
5,914.5 |
5,898.5 |
5,924.5 |
PP |
5,892.0 |
5,892.0 |
5,892.0 |
5,897.0 |
S1 |
5,872.0 |
5,872.0 |
5,890.5 |
5,882.0 |
S2 |
5,849.5 |
5,849.5 |
5,886.5 |
|
S3 |
5,807.0 |
5,829.5 |
5,883.0 |
|
S4 |
5,764.5 |
5,787.0 |
5,871.0 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,297.0 |
6,235.0 |
5,923.5 |
|
R3 |
6,125.0 |
6,063.0 |
5,876.5 |
|
R2 |
5,953.0 |
5,953.0 |
5,860.5 |
|
R1 |
5,891.0 |
5,891.0 |
5,845.0 |
5,922.0 |
PP |
5,781.0 |
5,781.0 |
5,781.0 |
5,796.5 |
S1 |
5,719.0 |
5,719.0 |
5,813.0 |
5,750.0 |
S2 |
5,609.0 |
5,609.0 |
5,797.5 |
|
S3 |
5,437.0 |
5,547.0 |
5,781.5 |
|
S4 |
5,265.0 |
5,375.0 |
5,734.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,948.5 |
5,788.5 |
160.0 |
2.7% |
60.5 |
1.0% |
66% |
False |
False |
112,137 |
10 |
5,948.5 |
5,671.0 |
277.5 |
4.7% |
65.0 |
1.1% |
81% |
False |
False |
58,359 |
20 |
5,948.5 |
5,671.0 |
277.5 |
4.7% |
52.5 |
0.9% |
81% |
False |
False |
29,309 |
40 |
5,948.5 |
5,563.0 |
385.5 |
6.5% |
47.0 |
0.8% |
86% |
False |
False |
14,672 |
60 |
5,948.5 |
5,277.5 |
671.0 |
11.4% |
36.5 |
0.6% |
92% |
False |
False |
9,786 |
80 |
5,948.5 |
5,070.5 |
878.0 |
14.9% |
30.0 |
0.5% |
94% |
False |
False |
7,363 |
100 |
5,948.5 |
5,070.5 |
878.0 |
14.9% |
25.5 |
0.4% |
94% |
False |
False |
5,898 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,092.5 |
2.618 |
6,023.5 |
1.618 |
5,981.0 |
1.000 |
5,954.5 |
0.618 |
5,938.5 |
HIGH |
5,912.0 |
0.618 |
5,896.0 |
0.500 |
5,891.0 |
0.382 |
5,885.5 |
LOW |
5,869.5 |
0.618 |
5,843.0 |
1.000 |
5,827.0 |
1.618 |
5,800.5 |
2.618 |
5,758.0 |
4.250 |
5,689.0 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
5,893.0 |
5,900.0 |
PP |
5,892.0 |
5,898.5 |
S1 |
5,891.0 |
5,896.5 |
|