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 |
1,390.50 |
1,388.25 |
-2.25 |
-0.2% |
1,361.00 |
High |
1,394.25 |
1,397.50 |
3.25 |
0.2% |
1,368.75 |
Low |
1,384.25 |
1,384.75 |
0.50 |
0.0% |
1,332.75 |
Close |
1,388.75 |
1,396.00 |
7.25 |
0.5% |
1,366.75 |
Range |
10.00 |
12.75 |
2.75 |
27.5% |
36.00 |
ATR |
14.53 |
14.40 |
-0.13 |
-0.9% |
0.00 |
Volume |
2,095,305 |
1,946,542 |
-148,763 |
-7.1% |
3,180,402 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,431.00 |
1,426.25 |
1,403.00 |
|
R3 |
1,418.25 |
1,413.50 |
1,399.50 |
|
R2 |
1,405.50 |
1,405.50 |
1,398.25 |
|
R1 |
1,400.75 |
1,400.75 |
1,397.25 |
1,403.00 |
PP |
1,392.75 |
1,392.75 |
1,392.75 |
1,394.00 |
S1 |
1,388.00 |
1,388.00 |
1,394.75 |
1,390.50 |
S2 |
1,380.00 |
1,380.00 |
1,393.75 |
|
S3 |
1,367.25 |
1,375.25 |
1,392.50 |
|
S4 |
1,354.50 |
1,362.50 |
1,389.00 |
|
|
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 |
1,397.50 |
1,357.50 |
40.00 |
2.9% |
13.25 |
0.9% |
96% |
True |
False |
2,109,487 |
10 |
1,397.50 |
1,332.75 |
64.75 |
4.6% |
14.50 |
1.0% |
98% |
True |
False |
1,185,815 |
20 |
1,397.50 |
1,327.75 |
69.75 |
5.0% |
14.25 |
1.0% |
98% |
True |
False |
595,788 |
40 |
1,397.50 |
1,291.25 |
106.25 |
7.6% |
14.00 |
1.0% |
99% |
True |
False |
299,819 |
60 |
1,397.50 |
1,190.00 |
207.50 |
14.9% |
14.75 |
1.1% |
99% |
True |
False |
200,325 |
80 |
1,397.50 |
1,140.25 |
257.25 |
18.4% |
15.75 |
1.1% |
99% |
True |
False |
150,297 |
100 |
1,397.50 |
1,140.25 |
257.25 |
18.4% |
16.50 |
1.2% |
99% |
True |
False |
120,253 |
120 |
1,397.50 |
1,057.50 |
340.00 |
24.4% |
19.00 |
1.4% |
100% |
True |
False |
100,214 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.75 |
2.618 |
1,431.00 |
1.618 |
1,418.25 |
1.000 |
1,410.25 |
0.618 |
1,405.50 |
HIGH |
1,397.50 |
0.618 |
1,392.75 |
0.500 |
1,391.00 |
0.382 |
1,389.50 |
LOW |
1,384.75 |
0.618 |
1,376.75 |
1.000 |
1,372.00 |
1.618 |
1,364.00 |
2.618 |
1,351.25 |
4.250 |
1,330.50 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,394.50 |
1,391.25 |
PP |
1,392.75 |
1,386.50 |
S1 |
1,391.00 |
1,381.75 |
|