Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,360.25 |
1,366.75 |
6.50 |
0.5% |
1,361.00 |
High |
1,368.75 |
1,367.00 |
-1.75 |
-0.1% |
1,368.75 |
Low |
1,357.50 |
1,360.25 |
2.75 |
0.2% |
1,332.75 |
Close |
1,366.75 |
1,366.75 |
0.00 |
0.0% |
1,366.75 |
Range |
11.25 |
6.75 |
-4.50 |
-40.0% |
36.00 |
ATR |
14.65 |
14.08 |
-0.56 |
-3.9% |
0.00 |
Volume |
1,889,522 |
1,876,250 |
-13,272 |
-0.7% |
3,180,402 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,385.00 |
1,382.50 |
1,370.50 |
|
R3 |
1,378.25 |
1,375.75 |
1,368.50 |
|
R2 |
1,371.50 |
1,371.50 |
1,368.00 |
|
R1 |
1,369.00 |
1,369.00 |
1,367.25 |
1,370.00 |
PP |
1,364.75 |
1,364.75 |
1,364.75 |
1,365.25 |
S1 |
1,362.25 |
1,362.25 |
1,366.25 |
1,363.50 |
S2 |
1,358.00 |
1,358.00 |
1,365.50 |
|
S3 |
1,351.25 |
1,355.50 |
1,365.00 |
|
S4 |
1,344.50 |
1,348.75 |
1,363.00 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,464.00 |
1,451.50 |
1,386.50 |
|
R3 |
1,428.00 |
1,415.50 |
1,376.75 |
|
R2 |
1,392.00 |
1,392.00 |
1,373.25 |
|
R1 |
1,379.50 |
1,379.50 |
1,370.00 |
1,385.75 |
PP |
1,356.00 |
1,356.00 |
1,356.00 |
1,359.25 |
S1 |
1,343.50 |
1,343.50 |
1,363.50 |
1,349.75 |
S2 |
1,320.00 |
1,320.00 |
1,360.25 |
|
S3 |
1,284.00 |
1,307.50 |
1,356.75 |
|
S4 |
1,248.00 |
1,271.50 |
1,347.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,368.75 |
1,332.75 |
36.00 |
2.6% |
15.00 |
1.1% |
94% |
False |
False |
1,002,127 |
10 |
1,371.25 |
1,332.75 |
38.50 |
2.8% |
14.25 |
1.0% |
88% |
False |
False |
510,483 |
20 |
1,371.25 |
1,327.75 |
43.50 |
3.2% |
13.75 |
1.0% |
90% |
False |
False |
256,849 |
40 |
1,371.25 |
1,267.50 |
103.75 |
7.6% |
14.25 |
1.0% |
96% |
False |
False |
130,367 |
60 |
1,371.25 |
1,190.00 |
181.25 |
13.3% |
14.75 |
1.1% |
98% |
False |
False |
87,314 |
80 |
1,371.25 |
1,140.25 |
231.00 |
16.9% |
15.75 |
1.2% |
98% |
False |
False |
65,527 |
100 |
1,371.25 |
1,140.25 |
231.00 |
16.9% |
17.00 |
1.2% |
98% |
False |
False |
52,436 |
120 |
1,371.25 |
1,057.50 |
313.75 |
23.0% |
19.50 |
1.4% |
99% |
False |
False |
43,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,395.75 |
2.618 |
1,384.75 |
1.618 |
1,378.00 |
1.000 |
1,373.75 |
0.618 |
1,371.25 |
HIGH |
1,367.00 |
0.618 |
1,364.50 |
0.500 |
1,363.50 |
0.382 |
1,362.75 |
LOW |
1,360.25 |
0.618 |
1,356.00 |
1.000 |
1,353.50 |
1.618 |
1,349.25 |
2.618 |
1,342.50 |
4.250 |
1,331.50 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,365.75 |
1,363.50 |
PP |
1,364.75 |
1,360.00 |
S1 |
1,363.50 |
1,356.75 |
|