Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,110 |
13,125 |
15 |
0.1% |
12,895 |
High |
13,154 |
13,188 |
34 |
0.3% |
12,905 |
Low |
13,079 |
13,098 |
19 |
0.1% |
12,655 |
Close |
13,130 |
13,172 |
42 |
0.3% |
12,863 |
Range |
75 |
90 |
15 |
20.0% |
250 |
ATR |
115 |
113 |
-2 |
-1.6% |
0 |
Volume |
115,041 |
110,976 |
-4,065 |
-3.5% |
140,971 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,423 |
13,387 |
13,222 |
|
R3 |
13,333 |
13,297 |
13,197 |
|
R2 |
13,243 |
13,243 |
13,189 |
|
R1 |
13,207 |
13,207 |
13,180 |
13,225 |
PP |
13,153 |
13,153 |
13,153 |
13,162 |
S1 |
13,117 |
13,117 |
13,164 |
13,135 |
S2 |
13,063 |
13,063 |
13,156 |
|
S3 |
12,973 |
13,027 |
13,147 |
|
S4 |
12,883 |
12,937 |
13,123 |
|
|
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 |
13,188 |
12,795 |
393 |
3.0% |
118 |
0.9% |
96% |
True |
False |
111,468 |
10 |
13,188 |
12,655 |
533 |
4.0% |
123 |
0.9% |
97% |
True |
False |
61,713 |
20 |
13,188 |
12,632 |
556 |
4.2% |
114 |
0.9% |
97% |
True |
False |
30,889 |
40 |
13,188 |
12,430 |
758 |
5.8% |
95 |
0.7% |
98% |
True |
False |
15,451 |
60 |
13,188 |
11,639 |
1,549 |
11.8% |
95 |
0.7% |
99% |
True |
False |
10,304 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,571 |
2.618 |
13,424 |
1.618 |
13,334 |
1.000 |
13,278 |
0.618 |
13,244 |
HIGH |
13,188 |
0.618 |
13,154 |
0.500 |
13,143 |
0.382 |
13,133 |
LOW |
13,098 |
0.618 |
13,043 |
1.000 |
13,008 |
1.618 |
12,953 |
2.618 |
12,863 |
4.250 |
12,716 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,162 |
13,128 |
PP |
13,153 |
13,084 |
S1 |
13,143 |
13,040 |
|