Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,388.25 |
1,395.75 |
7.50 |
0.5% |
1,366.75 |
High |
1,397.50 |
1,400.50 |
3.00 |
0.2% |
1,400.50 |
Low |
1,384.75 |
1,394.00 |
9.25 |
0.7% |
1,360.25 |
Close |
1,396.00 |
1,398.50 |
2.50 |
0.2% |
1,398.50 |
Range |
12.75 |
6.50 |
-6.25 |
-49.0% |
40.25 |
ATR |
14.40 |
13.84 |
-0.56 |
-3.9% |
0.00 |
Volume |
1,946,542 |
1,377,398 |
-569,144 |
-29.2% |
10,035,315 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,417.25 |
1,414.25 |
1,402.00 |
|
R3 |
1,410.75 |
1,407.75 |
1,400.25 |
|
R2 |
1,404.25 |
1,404.25 |
1,399.75 |
|
R1 |
1,401.25 |
1,401.25 |
1,399.00 |
1,402.75 |
PP |
1,397.75 |
1,397.75 |
1,397.75 |
1,398.50 |
S1 |
1,394.75 |
1,394.75 |
1,398.00 |
1,396.25 |
S2 |
1,391.25 |
1,391.25 |
1,397.25 |
|
S3 |
1,384.75 |
1,388.25 |
1,396.75 |
|
S4 |
1,378.25 |
1,381.75 |
1,395.00 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,507.25 |
1,493.00 |
1,420.75 |
|
R3 |
1,467.00 |
1,452.75 |
1,409.50 |
|
R2 |
1,426.75 |
1,426.75 |
1,406.00 |
|
R1 |
1,412.50 |
1,412.50 |
1,402.25 |
1,419.50 |
PP |
1,386.50 |
1,386.50 |
1,386.50 |
1,390.00 |
S1 |
1,372.25 |
1,372.25 |
1,394.75 |
1,379.50 |
S2 |
1,346.25 |
1,346.25 |
1,391.00 |
|
S3 |
1,306.00 |
1,332.00 |
1,387.50 |
|
S4 |
1,265.75 |
1,291.75 |
1,376.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,400.50 |
1,360.25 |
40.25 |
2.9% |
12.25 |
0.9% |
95% |
True |
False |
2,007,063 |
10 |
1,400.50 |
1,332.75 |
67.75 |
4.8% |
14.00 |
1.0% |
97% |
True |
False |
1,321,571 |
20 |
1,400.50 |
1,332.75 |
67.75 |
4.8% |
13.25 |
1.0% |
97% |
True |
False |
664,479 |
40 |
1,400.50 |
1,291.25 |
109.25 |
7.8% |
13.75 |
1.0% |
98% |
True |
False |
334,204 |
60 |
1,400.50 |
1,193.50 |
207.00 |
14.8% |
14.50 |
1.0% |
99% |
True |
False |
223,250 |
80 |
1,400.50 |
1,140.25 |
260.25 |
18.6% |
16.00 |
1.1% |
99% |
True |
False |
167,515 |
100 |
1,400.50 |
1,140.25 |
260.25 |
18.6% |
16.75 |
1.2% |
99% |
True |
False |
134,026 |
120 |
1,400.50 |
1,057.50 |
343.00 |
24.5% |
19.00 |
1.4% |
99% |
True |
False |
111,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,428.00 |
2.618 |
1,417.50 |
1.618 |
1,411.00 |
1.000 |
1,407.00 |
0.618 |
1,404.50 |
HIGH |
1,400.50 |
0.618 |
1,398.00 |
0.500 |
1,397.25 |
0.382 |
1,396.50 |
LOW |
1,394.00 |
0.618 |
1,390.00 |
1.000 |
1,387.50 |
1.618 |
1,383.50 |
2.618 |
1,377.00 |
4.250 |
1,366.50 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,398.00 |
1,396.50 |
PP |
1,397.75 |
1,394.50 |
S1 |
1,397.25 |
1,392.50 |
|