Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,399.50 |
1,398.00 |
-1.50 |
-0.1% |
1,393.75 |
High |
1,404.00 |
1,406.25 |
2.25 |
0.2% |
1,419.75 |
Low |
1,386.25 |
1,395.75 |
9.50 |
0.7% |
1,386.25 |
Close |
1,398.25 |
1,403.25 |
5.00 |
0.4% |
1,403.25 |
Range |
17.75 |
10.50 |
-7.25 |
-40.8% |
33.50 |
ATR |
15.21 |
14.87 |
-0.34 |
-2.2% |
0.00 |
Volume |
1,826,376 |
1,616,860 |
-209,516 |
-11.5% |
7,903,072 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,433.25 |
1,428.75 |
1,409.00 |
|
R3 |
1,422.75 |
1,418.25 |
1,406.25 |
|
R2 |
1,412.25 |
1,412.25 |
1,405.25 |
|
R1 |
1,407.75 |
1,407.75 |
1,404.25 |
1,410.00 |
PP |
1,401.75 |
1,401.75 |
1,401.75 |
1,403.00 |
S1 |
1,397.25 |
1,397.25 |
1,402.25 |
1,399.50 |
S2 |
1,391.25 |
1,391.25 |
1,401.25 |
|
S3 |
1,380.75 |
1,386.75 |
1,400.25 |
|
S4 |
1,370.25 |
1,376.25 |
1,397.50 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,503.50 |
1,487.00 |
1,421.75 |
|
R3 |
1,470.00 |
1,453.50 |
1,412.50 |
|
R2 |
1,436.50 |
1,436.50 |
1,409.50 |
|
R1 |
1,420.00 |
1,420.00 |
1,406.25 |
1,428.25 |
PP |
1,403.00 |
1,403.00 |
1,403.00 |
1,407.25 |
S1 |
1,386.50 |
1,386.50 |
1,400.25 |
1,394.75 |
S2 |
1,369.50 |
1,369.50 |
1,397.00 |
|
S3 |
1,336.00 |
1,353.00 |
1,394.00 |
|
S4 |
1,302.50 |
1,319.50 |
1,384.75 |
|
|
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 |
1,386.25 |
33.50 |
2.4% |
17.00 |
1.2% |
51% |
False |
False |
1,580,614 |
10 |
1,419.75 |
1,380.75 |
39.00 |
2.8% |
15.75 |
1.1% |
58% |
False |
False |
1,577,960 |
20 |
1,419.75 |
1,332.75 |
87.00 |
6.2% |
15.00 |
1.1% |
81% |
False |
False |
1,449,766 |
40 |
1,419.75 |
1,315.75 |
104.00 |
7.4% |
14.25 |
1.0% |
84% |
False |
False |
727,347 |
60 |
1,419.75 |
1,255.25 |
164.50 |
11.7% |
14.25 |
1.0% |
90% |
False |
False |
486,042 |
80 |
1,419.75 |
1,190.00 |
229.75 |
16.4% |
15.50 |
1.1% |
93% |
False |
False |
364,731 |
100 |
1,419.75 |
1,140.25 |
279.50 |
19.9% |
16.00 |
1.1% |
94% |
False |
False |
291,820 |
120 |
1,419.75 |
1,140.25 |
279.50 |
19.9% |
17.25 |
1.2% |
94% |
False |
False |
243,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,451.00 |
2.618 |
1,433.75 |
1.618 |
1,423.25 |
1.000 |
1,416.75 |
0.618 |
1,412.75 |
HIGH |
1,406.25 |
0.618 |
1,402.25 |
0.500 |
1,401.00 |
0.382 |
1,399.75 |
LOW |
1,395.75 |
0.618 |
1,389.25 |
1.000 |
1,385.25 |
1.618 |
1,378.75 |
2.618 |
1,368.25 |
4.250 |
1,351.00 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,402.50 |
1,402.00 |
PP |
1,401.75 |
1,400.50 |
S1 |
1,401.00 |
1,399.25 |
|