Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,366.75 |
1,366.75 |
0.00 |
0.0% |
1,361.00 |
High |
1,367.00 |
1,391.25 |
24.25 |
1.8% |
1,368.75 |
Low |
1,360.25 |
1,366.00 |
5.75 |
0.4% |
1,332.75 |
Close |
1,366.75 |
1,390.75 |
24.00 |
1.8% |
1,366.75 |
Range |
6.75 |
25.25 |
18.50 |
274.1% |
36.00 |
ATR |
14.08 |
14.88 |
0.80 |
5.7% |
0.00 |
Volume |
1,876,250 |
2,739,820 |
863,570 |
46.0% |
3,180,402 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,458.50 |
1,449.75 |
1,404.75 |
|
R3 |
1,433.25 |
1,424.50 |
1,397.75 |
|
R2 |
1,408.00 |
1,408.00 |
1,395.50 |
|
R1 |
1,399.25 |
1,399.25 |
1,393.00 |
1,403.50 |
PP |
1,382.75 |
1,382.75 |
1,382.75 |
1,384.75 |
S1 |
1,374.00 |
1,374.00 |
1,388.50 |
1,378.50 |
S2 |
1,357.50 |
1,357.50 |
1,386.00 |
|
S3 |
1,332.25 |
1,348.75 |
1,383.75 |
|
S4 |
1,307.00 |
1,323.50 |
1,376.75 |
|
|
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 |
1,391.25 |
1,335.75 |
55.50 |
4.0% |
14.75 |
1.1% |
99% |
True |
False |
1,526,496 |
10 |
1,391.25 |
1,332.75 |
58.50 |
4.2% |
16.00 |
1.1% |
99% |
True |
False |
784,114 |
20 |
1,391.25 |
1,327.75 |
63.50 |
4.6% |
14.75 |
1.1% |
99% |
True |
False |
393,801 |
40 |
1,391.25 |
1,276.25 |
115.00 |
8.3% |
14.25 |
1.0% |
100% |
True |
False |
198,829 |
60 |
1,391.25 |
1,190.00 |
201.25 |
14.5% |
15.00 |
1.1% |
100% |
True |
False |
132,974 |
80 |
1,391.25 |
1,140.25 |
251.00 |
18.0% |
15.75 |
1.1% |
100% |
True |
False |
99,774 |
100 |
1,391.25 |
1,140.25 |
251.00 |
18.0% |
16.75 |
1.2% |
100% |
True |
False |
79,834 |
120 |
1,391.25 |
1,057.50 |
333.75 |
24.0% |
19.75 |
1.4% |
100% |
True |
False |
66,532 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,498.50 |
2.618 |
1,457.25 |
1.618 |
1,432.00 |
1.000 |
1,416.50 |
0.618 |
1,406.75 |
HIGH |
1,391.25 |
0.618 |
1,381.50 |
0.500 |
1,378.50 |
0.382 |
1,375.75 |
LOW |
1,366.00 |
0.618 |
1,350.50 |
1.000 |
1,340.75 |
1.618 |
1,325.25 |
2.618 |
1,300.00 |
4.250 |
1,258.75 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,386.75 |
1,385.25 |
PP |
1,382.75 |
1,379.75 |
S1 |
1,378.50 |
1,374.50 |
|