Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
12,843 |
12,859 |
16 |
0.1% |
12,895 |
High |
12,905 |
12,904 |
-1 |
0.0% |
12,905 |
Low |
12,795 |
12,813 |
18 |
0.1% |
12,655 |
Close |
12,863 |
12,897 |
34 |
0.3% |
12,863 |
Range |
110 |
91 |
-19 |
-17.3% |
250 |
ATR |
111 |
110 |
-1 |
-1.3% |
0 |
Volume |
81,405 |
106,622 |
25,217 |
31.0% |
140,971 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,144 |
13,112 |
12,947 |
|
R3 |
13,053 |
13,021 |
12,922 |
|
R2 |
12,962 |
12,962 |
12,914 |
|
R1 |
12,930 |
12,930 |
12,905 |
12,946 |
PP |
12,871 |
12,871 |
12,871 |
12,880 |
S1 |
12,839 |
12,839 |
12,889 |
12,855 |
S2 |
12,780 |
12,780 |
12,880 |
|
S3 |
12,689 |
12,748 |
12,872 |
|
S4 |
12,598 |
12,657 |
12,847 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,558 |
13,460 |
13,001 |
|
R3 |
13,308 |
13,210 |
12,932 |
|
R2 |
13,058 |
13,058 |
12,909 |
|
R1 |
12,960 |
12,960 |
12,886 |
12,884 |
PP |
12,808 |
12,808 |
12,808 |
12,770 |
S1 |
12,710 |
12,710 |
12,840 |
12,634 |
S2 |
12,558 |
12,558 |
12,817 |
|
S3 |
12,308 |
12,460 |
12,794 |
|
S4 |
12,058 |
12,210 |
12,726 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
12,905 |
12,655 |
250 |
1.9% |
135 |
1.0% |
97% |
False |
False |
49,417 |
10 |
12,983 |
12,655 |
328 |
2.5% |
121 |
0.9% |
74% |
False |
False |
24,821 |
20 |
12,983 |
12,632 |
351 |
2.7% |
111 |
0.9% |
75% |
False |
False |
12,425 |
40 |
12,983 |
12,202 |
781 |
6.1% |
96 |
0.7% |
89% |
False |
False |
6,218 |
60 |
12,983 |
11,639 |
1,344 |
10.4% |
91 |
0.7% |
94% |
False |
False |
4,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,291 |
2.618 |
13,142 |
1.618 |
13,051 |
1.000 |
12,995 |
0.618 |
12,960 |
HIGH |
12,904 |
0.618 |
12,869 |
0.500 |
12,859 |
0.382 |
12,848 |
LOW |
12,813 |
0.618 |
12,757 |
1.000 |
12,722 |
1.618 |
12,666 |
2.618 |
12,575 |
4.250 |
12,426 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
12,884 |
12,874 |
PP |
12,871 |
12,852 |
S1 |
12,859 |
12,829 |
|