Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,166 |
13,109 |
-57 |
-0.4% |
12,859 |
High |
13,176 |
13,160 |
-16 |
-0.1% |
13,224 |
Low |
13,053 |
13,042 |
-11 |
-0.1% |
12,813 |
Close |
13,108 |
13,066 |
-42 |
-0.3% |
13,163 |
Range |
123 |
118 |
-5 |
-4.1% |
411 |
ATR |
109 |
110 |
1 |
0.6% |
0 |
Volume |
105,425 |
100,580 |
-4,845 |
-4.6% |
549,345 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,443 |
13,373 |
13,131 |
|
R3 |
13,325 |
13,255 |
13,099 |
|
R2 |
13,207 |
13,207 |
13,088 |
|
R1 |
13,137 |
13,137 |
13,077 |
13,113 |
PP |
13,089 |
13,089 |
13,089 |
13,078 |
S1 |
13,019 |
13,019 |
13,055 |
12,995 |
S2 |
12,971 |
12,971 |
13,044 |
|
S3 |
12,853 |
12,901 |
13,034 |
|
S4 |
12,735 |
12,783 |
13,001 |
|
|
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 |
13,042 |
182 |
1.4% |
97 |
0.7% |
13% |
False |
True |
97,591 |
10 |
13,224 |
12,753 |
471 |
3.6% |
111 |
0.8% |
66% |
False |
False |
97,792 |
20 |
13,224 |
12,655 |
569 |
4.4% |
112 |
0.9% |
72% |
False |
False |
49,728 |
40 |
13,224 |
12,460 |
764 |
5.8% |
98 |
0.8% |
79% |
False |
False |
24,874 |
60 |
13,224 |
12,013 |
1,211 |
9.3% |
91 |
0.7% |
87% |
False |
False |
16,586 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,662 |
2.618 |
13,469 |
1.618 |
13,351 |
1.000 |
13,278 |
0.618 |
13,233 |
HIGH |
13,160 |
0.618 |
13,115 |
0.500 |
13,101 |
0.382 |
13,087 |
LOW |
13,042 |
0.618 |
12,969 |
1.000 |
12,924 |
1.618 |
12,851 |
2.618 |
12,733 |
4.250 |
12,541 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,101 |
13,125 |
PP |
13,089 |
13,105 |
S1 |
13,078 |
13,086 |
|