Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,406.25 |
1,399.50 |
-6.75 |
-0.5% |
1,397.25 |
High |
1,412.25 |
1,404.00 |
-8.25 |
-0.6% |
1,408.00 |
Low |
1,392.00 |
1,386.25 |
-5.75 |
-0.4% |
1,380.75 |
Close |
1,400.25 |
1,398.25 |
-2.00 |
-0.1% |
1,394.00 |
Range |
20.25 |
17.75 |
-2.50 |
-12.3% |
27.25 |
ATR |
15.01 |
15.21 |
0.20 |
1.3% |
0.00 |
Volume |
1,752,041 |
1,826,376 |
74,335 |
4.2% |
7,876,534 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,449.50 |
1,441.50 |
1,408.00 |
|
R3 |
1,431.75 |
1,423.75 |
1,403.25 |
|
R2 |
1,414.00 |
1,414.00 |
1,401.50 |
|
R1 |
1,406.00 |
1,406.00 |
1,400.00 |
1,401.00 |
PP |
1,396.25 |
1,396.25 |
1,396.25 |
1,393.75 |
S1 |
1,388.25 |
1,388.25 |
1,396.50 |
1,383.50 |
S2 |
1,378.50 |
1,378.50 |
1,395.00 |
|
S3 |
1,360.75 |
1,370.50 |
1,393.25 |
|
S4 |
1,343.00 |
1,352.75 |
1,388.50 |
|
|
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% |
17.75 |
1.3% |
45% |
False |
False |
1,569,108 |
10 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
15.25 |
1.1% |
45% |
False |
False |
1,554,014 |
20 |
1,419.75 |
1,332.75 |
87.00 |
6.2% |
15.00 |
1.1% |
75% |
False |
False |
1,369,915 |
40 |
1,419.75 |
1,312.00 |
107.75 |
7.7% |
14.00 |
1.0% |
80% |
False |
False |
686,951 |
60 |
1,419.75 |
1,255.25 |
164.50 |
11.8% |
14.50 |
1.0% |
87% |
False |
False |
459,107 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.4% |
15.50 |
1.1% |
91% |
False |
False |
344,529 |
100 |
1,419.75 |
1,140.25 |
279.50 |
20.0% |
15.75 |
1.1% |
92% |
False |
False |
275,652 |
120 |
1,419.75 |
1,134.25 |
285.50 |
20.4% |
17.25 |
1.2% |
92% |
False |
False |
229,713 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,479.50 |
2.618 |
1,450.50 |
1.618 |
1,432.75 |
1.000 |
1,421.75 |
0.618 |
1,415.00 |
HIGH |
1,404.00 |
0.618 |
1,397.25 |
0.500 |
1,395.00 |
0.382 |
1,393.00 |
LOW |
1,386.25 |
0.618 |
1,375.25 |
1.000 |
1,368.50 |
1.618 |
1,357.50 |
2.618 |
1,339.75 |
4.250 |
1,310.75 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,397.25 |
1,403.00 |
PP |
1,396.25 |
1,401.50 |
S1 |
1,395.00 |
1,399.75 |
|