Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,395.75 |
1,397.25 |
1.50 |
0.1% |
1,366.75 |
High |
1,400.50 |
1,408.00 |
7.50 |
0.5% |
1,400.50 |
Low |
1,394.00 |
1,393.50 |
-0.50 |
0.0% |
1,360.25 |
Close |
1,398.50 |
1,404.00 |
5.50 |
0.4% |
1,398.50 |
Range |
6.50 |
14.50 |
8.00 |
123.1% |
40.25 |
ATR |
13.84 |
13.89 |
0.05 |
0.3% |
0.00 |
Volume |
1,377,398 |
1,517,944 |
140,546 |
10.2% |
10,035,315 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.25 |
1,439.25 |
1,412.00 |
|
R3 |
1,430.75 |
1,424.75 |
1,408.00 |
|
R2 |
1,416.25 |
1,416.25 |
1,406.75 |
|
R1 |
1,410.25 |
1,410.25 |
1,405.25 |
1,413.25 |
PP |
1,401.75 |
1,401.75 |
1,401.75 |
1,403.50 |
S1 |
1,395.75 |
1,395.75 |
1,402.75 |
1,398.75 |
S2 |
1,387.25 |
1,387.25 |
1,401.25 |
|
S3 |
1,372.75 |
1,381.25 |
1,400.00 |
|
S4 |
1,358.25 |
1,366.75 |
1,396.00 |
|
|
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 |
1,408.00 |
1,366.00 |
42.00 |
3.0% |
13.75 |
1.0% |
90% |
True |
False |
1,935,401 |
10 |
1,408.00 |
1,332.75 |
75.25 |
5.4% |
14.50 |
1.0% |
95% |
True |
False |
1,468,764 |
20 |
1,408.00 |
1,332.75 |
75.25 |
5.4% |
13.75 |
1.0% |
95% |
True |
False |
740,294 |
40 |
1,408.00 |
1,291.25 |
116.75 |
8.3% |
14.00 |
1.0% |
97% |
True |
False |
372,086 |
60 |
1,408.00 |
1,218.50 |
189.50 |
13.5% |
14.00 |
1.0% |
98% |
True |
False |
248,534 |
80 |
1,408.00 |
1,140.25 |
267.75 |
19.1% |
16.00 |
1.1% |
99% |
True |
False |
186,489 |
100 |
1,408.00 |
1,140.25 |
267.75 |
19.1% |
16.50 |
1.2% |
99% |
True |
False |
149,206 |
120 |
1,408.00 |
1,057.50 |
350.50 |
25.0% |
18.75 |
1.3% |
99% |
True |
False |
124,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,469.50 |
2.618 |
1,446.00 |
1.618 |
1,431.50 |
1.000 |
1,422.50 |
0.618 |
1,417.00 |
HIGH |
1,408.00 |
0.618 |
1,402.50 |
0.500 |
1,400.75 |
0.382 |
1,399.00 |
LOW |
1,393.50 |
0.618 |
1,384.50 |
1.000 |
1,379.00 |
1.618 |
1,370.00 |
2.618 |
1,355.50 |
4.250 |
1,332.00 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,403.00 |
1,401.50 |
PP |
1,401.75 |
1,399.00 |
S1 |
1,400.75 |
1,396.50 |
|