Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,169 |
13,163 |
-6 |
0.0% |
12,859 |
High |
13,224 |
13,208 |
-16 |
-0.1% |
13,224 |
Low |
13,157 |
13,123 |
-34 |
-0.3% |
12,813 |
Close |
13,163 |
13,167 |
4 |
0.0% |
13,163 |
Range |
67 |
85 |
18 |
26.9% |
411 |
ATR |
110 |
108 |
-2 |
-1.6% |
0 |
Volume |
73,406 |
97,568 |
24,162 |
32.9% |
549,345 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,421 |
13,379 |
13,214 |
|
R3 |
13,336 |
13,294 |
13,191 |
|
R2 |
13,251 |
13,251 |
13,183 |
|
R1 |
13,209 |
13,209 |
13,175 |
13,230 |
PP |
13,166 |
13,166 |
13,166 |
13,177 |
S1 |
13,124 |
13,124 |
13,159 |
13,145 |
S2 |
13,081 |
13,081 |
13,152 |
|
S3 |
12,996 |
13,039 |
13,144 |
|
S4 |
12,911 |
12,954 |
13,120 |
|
|
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 |
12,892 |
332 |
2.5% |
108 |
0.8% |
83% |
False |
False |
108,058 |
10 |
13,224 |
12,655 |
569 |
4.3% |
121 |
0.9% |
90% |
False |
False |
78,737 |
20 |
13,224 |
12,655 |
569 |
4.3% |
109 |
0.8% |
90% |
False |
False |
39,432 |
40 |
13,224 |
12,460 |
764 |
5.8% |
94 |
0.7% |
93% |
False |
False |
19,724 |
60 |
13,224 |
11,930 |
1,294 |
9.8% |
90 |
0.7% |
96% |
False |
False |
13,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,569 |
2.618 |
13,431 |
1.618 |
13,346 |
1.000 |
13,293 |
0.618 |
13,261 |
HIGH |
13,208 |
0.618 |
13,176 |
0.500 |
13,166 |
0.382 |
13,156 |
LOW |
13,123 |
0.618 |
13,071 |
1.000 |
13,038 |
1.618 |
12,986 |
2.618 |
12,901 |
4.250 |
12,762 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,167 |
13,165 |
PP |
13,166 |
13,163 |
S1 |
13,166 |
13,161 |
|