Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,109 |
13,070 |
-39 |
-0.3% |
12,859 |
High |
13,160 |
13,091 |
-69 |
-0.5% |
13,224 |
Low |
13,042 |
12,948 |
-94 |
-0.7% |
12,813 |
Close |
13,066 |
13,001 |
-65 |
-0.5% |
13,163 |
Range |
118 |
143 |
25 |
21.2% |
411 |
ATR |
110 |
112 |
2 |
2.2% |
0 |
Volume |
100,580 |
117,678 |
17,098 |
17.0% |
549,345 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,442 |
13,365 |
13,080 |
|
R3 |
13,299 |
13,222 |
13,040 |
|
R2 |
13,156 |
13,156 |
13,027 |
|
R1 |
13,079 |
13,079 |
13,014 |
13,046 |
PP |
13,013 |
13,013 |
13,013 |
12,997 |
S1 |
12,936 |
12,936 |
12,988 |
12,903 |
S2 |
12,870 |
12,870 |
12,975 |
|
S3 |
12,727 |
12,793 |
12,962 |
|
S4 |
12,584 |
12,650 |
12,922 |
|
|
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 |
12,948 |
276 |
2.1% |
107 |
0.8% |
19% |
False |
True |
98,931 |
10 |
13,224 |
12,795 |
429 |
3.3% |
113 |
0.9% |
48% |
False |
False |
105,200 |
20 |
13,224 |
12,655 |
569 |
4.4% |
116 |
0.9% |
61% |
False |
False |
55,611 |
40 |
13,224 |
12,460 |
764 |
5.9% |
99 |
0.8% |
71% |
False |
False |
27,815 |
60 |
13,224 |
12,013 |
1,211 |
9.3% |
92 |
0.7% |
82% |
False |
False |
18,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,699 |
2.618 |
13,465 |
1.618 |
13,322 |
1.000 |
13,234 |
0.618 |
13,179 |
HIGH |
13,091 |
0.618 |
13,036 |
0.500 |
13,020 |
0.382 |
13,003 |
LOW |
12,948 |
0.618 |
12,860 |
1.000 |
12,805 |
1.618 |
12,717 |
2.618 |
12,574 |
4.250 |
12,340 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,020 |
13,062 |
PP |
13,013 |
13,042 |
S1 |
13,007 |
13,021 |
|