Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,070 |
13,002 |
-68 |
-0.5% |
13,163 |
High |
13,091 |
13,041 |
-50 |
-0.4% |
13,208 |
Low |
12,948 |
12,932 |
-16 |
-0.1% |
12,932 |
Close |
13,001 |
13,032 |
31 |
0.2% |
13,032 |
Range |
143 |
109 |
-34 |
-23.8% |
276 |
ATR |
112 |
112 |
0 |
-0.2% |
0 |
Volume |
117,678 |
85,775 |
-31,903 |
-27.1% |
507,026 |
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,329 |
13,289 |
13,092 |
|
R3 |
13,220 |
13,180 |
13,062 |
|
R2 |
13,111 |
13,111 |
13,052 |
|
R1 |
13,071 |
13,071 |
13,042 |
13,091 |
PP |
13,002 |
13,002 |
13,002 |
13,012 |
S1 |
12,962 |
12,962 |
13,022 |
12,982 |
S2 |
12,893 |
12,893 |
13,012 |
|
S3 |
12,784 |
12,853 |
13,002 |
|
S4 |
12,675 |
12,744 |
12,972 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,885 |
13,735 |
13,184 |
|
R3 |
13,609 |
13,459 |
13,108 |
|
R2 |
13,333 |
13,333 |
13,083 |
|
R1 |
13,183 |
13,183 |
13,057 |
13,120 |
PP |
13,057 |
13,057 |
13,057 |
13,026 |
S1 |
12,907 |
12,907 |
13,007 |
12,844 |
S2 |
12,781 |
12,781 |
12,982 |
|
S3 |
12,505 |
12,631 |
12,956 |
|
S4 |
12,229 |
12,355 |
12,880 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,208 |
12,932 |
276 |
2.1% |
116 |
0.9% |
36% |
False |
True |
101,405 |
10 |
13,224 |
12,813 |
411 |
3.2% |
113 |
0.9% |
53% |
False |
False |
105,637 |
20 |
13,224 |
12,655 |
569 |
4.4% |
119 |
0.9% |
66% |
False |
False |
59,898 |
40 |
13,224 |
12,460 |
764 |
5.9% |
101 |
0.8% |
75% |
False |
False |
29,960 |
60 |
13,224 |
12,013 |
1,211 |
9.3% |
93 |
0.7% |
84% |
False |
False |
19,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,504 |
2.618 |
13,326 |
1.618 |
13,217 |
1.000 |
13,150 |
0.618 |
13,108 |
HIGH |
13,041 |
0.618 |
12,999 |
0.500 |
12,987 |
0.382 |
12,974 |
LOW |
12,932 |
0.618 |
12,865 |
1.000 |
12,823 |
1.618 |
12,756 |
2.618 |
12,647 |
4.250 |
12,469 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,017 |
13,046 |
PP |
13,002 |
13,041 |
S1 |
12,987 |
13,037 |
|