Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,404.00 |
1,400.00 |
-4.00 |
-0.3% |
1,366.75 |
High |
1,405.00 |
1,405.75 |
0.75 |
0.1% |
1,400.50 |
Low |
1,391.75 |
1,394.25 |
2.50 |
0.2% |
1,360.25 |
Close |
1,400.00 |
1,397.50 |
-2.50 |
-0.2% |
1,398.50 |
Range |
13.25 |
11.50 |
-1.75 |
-13.2% |
40.25 |
ATR |
13.84 |
13.67 |
-0.17 |
-1.2% |
0.00 |
Volume |
1,583,682 |
1,533,339 |
-50,343 |
-3.2% |
10,035,315 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.75 |
1,427.00 |
1,403.75 |
|
R3 |
1,422.25 |
1,415.50 |
1,400.75 |
|
R2 |
1,410.75 |
1,410.75 |
1,399.50 |
|
R1 |
1,404.00 |
1,404.00 |
1,398.50 |
1,401.50 |
PP |
1,399.25 |
1,399.25 |
1,399.25 |
1,398.00 |
S1 |
1,392.50 |
1,392.50 |
1,396.50 |
1,390.00 |
S2 |
1,387.75 |
1,387.75 |
1,395.50 |
|
S3 |
1,376.25 |
1,381.00 |
1,394.25 |
|
S4 |
1,364.75 |
1,369.50 |
1,391.25 |
|
|
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 |
1,384.75 |
23.25 |
1.7% |
11.75 |
0.8% |
55% |
False |
False |
1,591,781 |
10 |
1,408.00 |
1,344.75 |
63.25 |
4.5% |
13.00 |
0.9% |
83% |
False |
False |
1,747,733 |
20 |
1,408.00 |
1,332.75 |
75.25 |
5.4% |
13.75 |
1.0% |
86% |
False |
False |
895,651 |
40 |
1,408.00 |
1,291.25 |
116.75 |
8.4% |
14.00 |
1.0% |
91% |
False |
False |
449,868 |
60 |
1,408.00 |
1,237.75 |
170.25 |
12.2% |
13.75 |
1.0% |
94% |
False |
False |
300,445 |
80 |
1,408.00 |
1,140.25 |
267.75 |
19.2% |
16.00 |
1.1% |
96% |
False |
False |
225,452 |
100 |
1,408.00 |
1,140.25 |
267.75 |
19.2% |
16.25 |
1.2% |
96% |
False |
False |
180,376 |
120 |
1,408.00 |
1,057.50 |
350.50 |
25.1% |
18.25 |
1.3% |
97% |
False |
False |
150,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,454.50 |
2.618 |
1,435.75 |
1.618 |
1,424.25 |
1.000 |
1,417.25 |
0.618 |
1,412.75 |
HIGH |
1,405.75 |
0.618 |
1,401.25 |
0.500 |
1,400.00 |
0.382 |
1,398.75 |
LOW |
1,394.25 |
0.618 |
1,387.25 |
1.000 |
1,382.75 |
1.618 |
1,375.75 |
2.618 |
1,364.25 |
4.250 |
1,345.50 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,400.00 |
1,400.00 |
PP |
1,399.25 |
1,399.00 |
S1 |
1,398.25 |
1,398.25 |
|