Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,415.00 |
1,406.25 |
-8.75 |
-0.6% |
1,397.25 |
High |
1,419.75 |
1,412.25 |
-7.50 |
-0.5% |
1,408.00 |
Low |
1,406.00 |
1,392.00 |
-14.00 |
-1.0% |
1,380.75 |
Close |
1,406.50 |
1,400.25 |
-6.25 |
-0.4% |
1,394.00 |
Range |
13.75 |
20.25 |
6.50 |
47.3% |
27.25 |
ATR |
14.61 |
15.01 |
0.40 |
2.8% |
0.00 |
Volume |
1,251,732 |
1,752,041 |
500,309 |
40.0% |
7,876,534 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,462.25 |
1,451.50 |
1,411.50 |
|
R3 |
1,442.00 |
1,431.25 |
1,405.75 |
|
R2 |
1,421.75 |
1,421.75 |
1,404.00 |
|
R1 |
1,411.00 |
1,411.00 |
1,402.00 |
1,406.25 |
PP |
1,401.50 |
1,401.50 |
1,401.50 |
1,399.00 |
S1 |
1,390.75 |
1,390.75 |
1,398.50 |
1,386.00 |
S2 |
1,381.25 |
1,381.25 |
1,396.50 |
|
S3 |
1,361.00 |
1,370.50 |
1,394.75 |
|
S4 |
1,340.75 |
1,350.25 |
1,389.00 |
|
|
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 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
18.00 |
1.3% |
50% |
False |
False |
1,540,281 |
10 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
14.75 |
1.1% |
50% |
False |
False |
1,566,031 |
20 |
1,419.75 |
1,332.75 |
87.00 |
6.2% |
15.00 |
1.1% |
78% |
False |
False |
1,279,427 |
40 |
1,419.75 |
1,299.00 |
120.75 |
8.6% |
14.25 |
1.0% |
84% |
False |
False |
641,548 |
60 |
1,419.75 |
1,255.25 |
164.50 |
11.7% |
14.25 |
1.0% |
88% |
False |
False |
428,672 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.4% |
15.50 |
1.1% |
92% |
False |
False |
321,699 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.0% |
16.00 |
1.1% |
93% |
False |
False |
257,389 |
120 |
1,419.75 |
1,118.75 |
301.00 |
21.5% |
17.50 |
1.2% |
94% |
False |
False |
214,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,498.25 |
2.618 |
1,465.25 |
1.618 |
1,445.00 |
1.000 |
1,432.50 |
0.618 |
1,424.75 |
HIGH |
1,412.25 |
0.618 |
1,404.50 |
0.500 |
1,402.00 |
0.382 |
1,399.75 |
LOW |
1,392.00 |
0.618 |
1,379.50 |
1.000 |
1,371.75 |
1.618 |
1,359.25 |
2.618 |
1,339.00 |
4.250 |
1,306.00 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,402.00 |
1,406.00 |
PP |
1,401.50 |
1,404.00 |
S1 |
1,401.00 |
1,402.00 |
|