Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,400.00 |
1,397.75 |
-2.25 |
-0.2% |
1,366.75 |
High |
1,405.75 |
1,400.75 |
-5.00 |
-0.4% |
1,400.50 |
Low |
1,394.25 |
1,382.50 |
-11.75 |
-0.8% |
1,360.25 |
Close |
1,397.50 |
1,389.00 |
-8.50 |
-0.6% |
1,398.50 |
Range |
11.50 |
18.25 |
6.75 |
58.7% |
40.25 |
ATR |
13.67 |
14.00 |
0.33 |
2.4% |
0.00 |
Volume |
1,533,339 |
1,682,241 |
148,902 |
9.7% |
10,035,315 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,445.50 |
1,435.50 |
1,399.00 |
|
R3 |
1,427.25 |
1,417.25 |
1,394.00 |
|
R2 |
1,409.00 |
1,409.00 |
1,392.25 |
|
R1 |
1,399.00 |
1,399.00 |
1,390.75 |
1,395.00 |
PP |
1,390.75 |
1,390.75 |
1,390.75 |
1,388.75 |
S1 |
1,380.75 |
1,380.75 |
1,387.25 |
1,376.50 |
S2 |
1,372.50 |
1,372.50 |
1,385.75 |
|
S3 |
1,354.25 |
1,362.50 |
1,384.00 |
|
S4 |
1,336.00 |
1,344.25 |
1,379.00 |
|
|
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 |
1,382.50 |
25.50 |
1.8% |
12.75 |
0.9% |
25% |
False |
True |
1,538,920 |
10 |
1,408.00 |
1,357.50 |
50.50 |
3.6% |
13.00 |
0.9% |
62% |
False |
False |
1,824,204 |
20 |
1,408.00 |
1,332.75 |
75.25 |
5.4% |
14.00 |
1.0% |
75% |
False |
False |
979,604 |
40 |
1,408.00 |
1,291.25 |
116.75 |
8.4% |
14.00 |
1.0% |
84% |
False |
False |
491,646 |
60 |
1,408.00 |
1,237.75 |
170.25 |
12.3% |
13.75 |
1.0% |
89% |
False |
False |
328,427 |
80 |
1,408.00 |
1,161.00 |
247.00 |
17.8% |
16.00 |
1.1% |
92% |
False |
False |
246,479 |
100 |
1,408.00 |
1,140.25 |
267.75 |
19.3% |
16.00 |
1.2% |
93% |
False |
False |
197,198 |
120 |
1,408.00 |
1,057.50 |
350.50 |
25.2% |
18.25 |
1.3% |
95% |
False |
False |
164,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,478.25 |
2.618 |
1,448.50 |
1.618 |
1,430.25 |
1.000 |
1,419.00 |
0.618 |
1,412.00 |
HIGH |
1,400.75 |
0.618 |
1,393.75 |
0.500 |
1,391.50 |
0.382 |
1,389.50 |
LOW |
1,382.50 |
0.618 |
1,371.25 |
1.000 |
1,364.25 |
1.618 |
1,353.00 |
2.618 |
1,334.75 |
4.250 |
1,305.00 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,391.50 |
1,394.00 |
PP |
1,390.75 |
1,392.50 |
S1 |
1,390.00 |
1,390.75 |
|