Trading Metrics calculated at close of trading on 26-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,002 |
13,030 |
28 |
0.2% |
13,163 |
High |
13,041 |
13,204 |
163 |
1.2% |
13,208 |
Low |
12,932 |
13,021 |
89 |
0.7% |
12,932 |
Close |
13,032 |
13,200 |
168 |
1.3% |
13,032 |
Range |
109 |
183 |
74 |
67.9% |
276 |
ATR |
112 |
117 |
5 |
4.5% |
0 |
Volume |
85,775 |
97,619 |
11,844 |
13.8% |
507,026 |
|
Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,691 |
13,628 |
13,301 |
|
R3 |
13,508 |
13,445 |
13,250 |
|
R2 |
13,325 |
13,325 |
13,234 |
|
R1 |
13,262 |
13,262 |
13,217 |
13,294 |
PP |
13,142 |
13,142 |
13,142 |
13,157 |
S1 |
13,079 |
13,079 |
13,183 |
13,111 |
S2 |
12,959 |
12,959 |
13,167 |
|
S3 |
12,776 |
12,896 |
13,150 |
|
S4 |
12,593 |
12,713 |
13,099 |
|
|
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 |
13,204 |
12,932 |
272 |
2.1% |
135 |
1.0% |
99% |
True |
False |
101,415 |
10 |
13,224 |
12,892 |
332 |
2.5% |
122 |
0.9% |
93% |
False |
False |
104,736 |
20 |
13,224 |
12,655 |
569 |
4.3% |
122 |
0.9% |
96% |
False |
False |
64,778 |
40 |
13,224 |
12,460 |
764 |
5.8% |
104 |
0.8% |
97% |
False |
False |
32,400 |
60 |
13,224 |
12,082 |
1,142 |
8.7% |
95 |
0.7% |
98% |
False |
False |
21,603 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,982 |
2.618 |
13,683 |
1.618 |
13,500 |
1.000 |
13,387 |
0.618 |
13,317 |
HIGH |
13,204 |
0.618 |
13,134 |
0.500 |
13,113 |
0.382 |
13,091 |
LOW |
13,021 |
0.618 |
12,908 |
1.000 |
12,838 |
1.618 |
12,725 |
2.618 |
12,542 |
4.250 |
12,243 |
|
|
Fisher Pivots for day following 26-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,171 |
13,156 |
PP |
13,142 |
13,112 |
S1 |
13,113 |
13,068 |
|