Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,125 |
13,169 |
44 |
0.3% |
12,859 |
High |
13,188 |
13,224 |
36 |
0.3% |
13,224 |
Low |
13,098 |
13,157 |
59 |
0.5% |
12,813 |
Close |
13,172 |
13,163 |
-9 |
-0.1% |
13,163 |
Range |
90 |
67 |
-23 |
-25.6% |
411 |
ATR |
113 |
110 |
-3 |
-2.9% |
0 |
Volume |
110,976 |
73,406 |
-37,570 |
-33.9% |
549,345 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,382 |
13,340 |
13,200 |
|
R3 |
13,315 |
13,273 |
13,182 |
|
R2 |
13,248 |
13,248 |
13,175 |
|
R1 |
13,206 |
13,206 |
13,169 |
13,194 |
PP |
13,181 |
13,181 |
13,181 |
13,175 |
S1 |
13,139 |
13,139 |
13,157 |
13,127 |
S2 |
13,114 |
13,114 |
13,151 |
|
S3 |
13,047 |
13,072 |
13,145 |
|
S4 |
12,980 |
13,005 |
13,126 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,300 |
14,142 |
13,389 |
|
R3 |
13,889 |
13,731 |
13,276 |
|
R2 |
13,478 |
13,478 |
13,238 |
|
R1 |
13,320 |
13,320 |
13,201 |
13,399 |
PP |
13,067 |
13,067 |
13,067 |
13,106 |
S1 |
12,909 |
12,909 |
13,125 |
12,988 |
S2 |
12,656 |
12,656 |
13,088 |
|
S3 |
12,245 |
12,498 |
13,050 |
|
S4 |
11,834 |
12,087 |
12,937 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,224 |
12,813 |
411 |
3.1% |
109 |
0.8% |
85% |
True |
False |
109,869 |
10 |
13,224 |
12,655 |
569 |
4.3% |
123 |
0.9% |
89% |
True |
False |
69,031 |
20 |
13,224 |
12,655 |
569 |
4.3% |
109 |
0.8% |
89% |
True |
False |
34,555 |
40 |
13,224 |
12,460 |
764 |
5.8% |
95 |
0.7% |
92% |
True |
False |
17,285 |
60 |
13,224 |
11,695 |
1,529 |
11.6% |
93 |
0.7% |
96% |
True |
False |
11,527 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,509 |
2.618 |
13,400 |
1.618 |
13,333 |
1.000 |
13,291 |
0.618 |
13,266 |
HIGH |
13,224 |
0.618 |
13,199 |
0.500 |
13,191 |
0.382 |
13,183 |
LOW |
13,157 |
0.618 |
13,116 |
1.000 |
13,090 |
1.618 |
13,049 |
2.618 |
12,982 |
4.250 |
12,872 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,191 |
13,159 |
PP |
13,181 |
13,155 |
S1 |
13,172 |
13,152 |
|