Trading Metrics calculated at close of trading on 26-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,389.00 |
1,393.75 |
4.75 |
0.3% |
1,397.25 |
High |
1,395.25 |
1,415.50 |
20.25 |
1.5% |
1,408.00 |
Low |
1,380.75 |
1,392.50 |
11.75 |
0.9% |
1,380.75 |
Close |
1,394.00 |
1,415.00 |
21.00 |
1.5% |
1,394.00 |
Range |
14.50 |
23.00 |
8.50 |
58.6% |
27.25 |
ATR |
14.04 |
14.68 |
0.64 |
4.6% |
0.00 |
Volume |
1,559,328 |
1,456,063 |
-103,265 |
-6.6% |
7,876,534 |
|
Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.75 |
1,468.75 |
1,427.75 |
|
R3 |
1,453.75 |
1,445.75 |
1,421.25 |
|
R2 |
1,430.75 |
1,430.75 |
1,419.25 |
|
R1 |
1,422.75 |
1,422.75 |
1,417.00 |
1,426.75 |
PP |
1,407.75 |
1,407.75 |
1,407.75 |
1,409.50 |
S1 |
1,399.75 |
1,399.75 |
1,413.00 |
1,403.75 |
S2 |
1,384.75 |
1,384.75 |
1,410.75 |
|
S3 |
1,361.75 |
1,376.75 |
1,408.75 |
|
S4 |
1,338.75 |
1,353.75 |
1,402.25 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,476.00 |
1,462.25 |
1,409.00 |
|
R3 |
1,448.75 |
1,435.00 |
1,401.50 |
|
R2 |
1,421.50 |
1,421.50 |
1,399.00 |
|
R1 |
1,407.75 |
1,407.75 |
1,396.50 |
1,401.00 |
PP |
1,394.25 |
1,394.25 |
1,394.25 |
1,391.00 |
S1 |
1,380.50 |
1,380.50 |
1,391.50 |
1,373.75 |
S2 |
1,367.00 |
1,367.00 |
1,389.00 |
|
S3 |
1,339.75 |
1,353.25 |
1,386.50 |
|
S4 |
1,312.50 |
1,326.00 |
1,379.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,415.50 |
1,380.75 |
34.75 |
2.5% |
16.00 |
1.1% |
99% |
True |
False |
1,562,930 |
10 |
1,415.50 |
1,366.00 |
49.50 |
3.5% |
15.00 |
1.1% |
99% |
True |
False |
1,749,166 |
20 |
1,415.50 |
1,332.75 |
82.75 |
5.8% |
14.75 |
1.0% |
99% |
True |
False |
1,129,825 |
40 |
1,415.50 |
1,291.25 |
124.25 |
8.8% |
14.25 |
1.0% |
100% |
True |
False |
566,663 |
60 |
1,415.50 |
1,240.25 |
175.25 |
12.4% |
14.00 |
1.0% |
100% |
True |
False |
378,650 |
80 |
1,415.50 |
1,179.00 |
236.50 |
16.7% |
16.00 |
1.1% |
100% |
True |
False |
284,158 |
100 |
1,415.50 |
1,140.25 |
275.25 |
19.5% |
16.00 |
1.1% |
100% |
True |
False |
227,352 |
120 |
1,415.50 |
1,057.50 |
358.00 |
25.3% |
17.75 |
1.3% |
100% |
True |
False |
189,463 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,513.25 |
2.618 |
1,475.75 |
1.618 |
1,452.75 |
1.000 |
1,438.50 |
0.618 |
1,429.75 |
HIGH |
1,415.50 |
0.618 |
1,406.75 |
0.500 |
1,404.00 |
0.382 |
1,401.25 |
LOW |
1,392.50 |
0.618 |
1,378.25 |
1.000 |
1,369.50 |
1.618 |
1,355.25 |
2.618 |
1,332.25 |
4.250 |
1,294.75 |
|
|
Fisher Pivots for day following 26-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,411.25 |
1,409.50 |
PP |
1,407.75 |
1,403.75 |
S1 |
1,404.00 |
1,398.00 |
|