Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,397.25 |
1,404.00 |
6.75 |
0.5% |
1,366.75 |
High |
1,408.00 |
1,405.00 |
-3.00 |
-0.2% |
1,400.50 |
Low |
1,393.50 |
1,391.75 |
-1.75 |
-0.1% |
1,360.25 |
Close |
1,404.00 |
1,400.00 |
-4.00 |
-0.3% |
1,398.50 |
Range |
14.50 |
13.25 |
-1.25 |
-8.6% |
40.25 |
ATR |
13.89 |
13.84 |
-0.05 |
-0.3% |
0.00 |
Volume |
1,517,944 |
1,583,682 |
65,738 |
4.3% |
10,035,315 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,438.75 |
1,432.50 |
1,407.25 |
|
R3 |
1,425.50 |
1,419.25 |
1,403.75 |
|
R2 |
1,412.25 |
1,412.25 |
1,402.50 |
|
R1 |
1,406.00 |
1,406.00 |
1,401.25 |
1,402.50 |
PP |
1,399.00 |
1,399.00 |
1,399.00 |
1,397.00 |
S1 |
1,392.75 |
1,392.75 |
1,398.75 |
1,389.25 |
S2 |
1,385.75 |
1,385.75 |
1,397.50 |
|
S3 |
1,372.50 |
1,379.50 |
1,396.25 |
|
S4 |
1,359.25 |
1,366.25 |
1,392.75 |
|
|
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 |
1,384.25 |
23.75 |
1.7% |
11.50 |
0.8% |
66% |
False |
False |
1,704,174 |
10 |
1,408.00 |
1,335.75 |
72.25 |
5.2% |
13.00 |
0.9% |
89% |
False |
False |
1,615,335 |
20 |
1,408.00 |
1,332.75 |
75.25 |
5.4% |
13.50 |
1.0% |
89% |
False |
False |
819,254 |
40 |
1,408.00 |
1,291.25 |
116.75 |
8.3% |
14.00 |
1.0% |
93% |
False |
False |
411,542 |
60 |
1,408.00 |
1,226.75 |
181.25 |
12.9% |
13.75 |
1.0% |
96% |
False |
False |
274,903 |
80 |
1,408.00 |
1,140.25 |
267.75 |
19.1% |
16.00 |
1.1% |
97% |
False |
False |
206,285 |
100 |
1,408.00 |
1,140.25 |
267.75 |
19.1% |
16.50 |
1.2% |
97% |
False |
False |
165,043 |
120 |
1,408.00 |
1,057.50 |
350.50 |
25.0% |
18.50 |
1.3% |
98% |
False |
False |
137,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,461.25 |
2.618 |
1,439.75 |
1.618 |
1,426.50 |
1.000 |
1,418.25 |
0.618 |
1,413.25 |
HIGH |
1,405.00 |
0.618 |
1,400.00 |
0.500 |
1,398.50 |
0.382 |
1,396.75 |
LOW |
1,391.75 |
0.618 |
1,383.50 |
1.000 |
1,378.50 |
1.618 |
1,370.25 |
2.618 |
1,357.00 |
4.250 |
1,335.50 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,399.50 |
1,400.00 |
PP |
1,399.00 |
1,400.00 |
S1 |
1,398.50 |
1,400.00 |
|