Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,030 |
13,197 |
167 |
1.3% |
13,163 |
High |
13,204 |
13,245 |
41 |
0.3% |
13,208 |
Low |
13,021 |
13,122 |
101 |
0.8% |
12,932 |
Close |
13,200 |
13,124 |
-76 |
-0.6% |
13,032 |
Range |
183 |
123 |
-60 |
-32.8% |
276 |
ATR |
117 |
117 |
0 |
0.4% |
0 |
Volume |
97,619 |
86,241 |
-11,378 |
-11.7% |
507,026 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,533 |
13,451 |
13,192 |
|
R3 |
13,410 |
13,328 |
13,158 |
|
R2 |
13,287 |
13,287 |
13,147 |
|
R1 |
13,205 |
13,205 |
13,135 |
13,185 |
PP |
13,164 |
13,164 |
13,164 |
13,153 |
S1 |
13,082 |
13,082 |
13,113 |
13,062 |
S2 |
13,041 |
13,041 |
13,102 |
|
S3 |
12,918 |
12,959 |
13,090 |
|
S4 |
12,795 |
12,836 |
13,056 |
|
|
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 |
13,245 |
12,932 |
313 |
2.4% |
135 |
1.0% |
61% |
True |
False |
97,578 |
10 |
13,245 |
12,932 |
313 |
2.4% |
112 |
0.9% |
61% |
True |
False |
99,030 |
20 |
13,245 |
12,655 |
590 |
4.5% |
122 |
0.9% |
79% |
True |
False |
69,083 |
40 |
13,245 |
12,494 |
751 |
5.7% |
105 |
0.8% |
84% |
True |
False |
34,556 |
60 |
13,245 |
12,082 |
1,163 |
8.9% |
97 |
0.7% |
90% |
True |
False |
23,040 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,768 |
2.618 |
13,567 |
1.618 |
13,444 |
1.000 |
13,368 |
0.618 |
13,321 |
HIGH |
13,245 |
0.618 |
13,198 |
0.500 |
13,184 |
0.382 |
13,169 |
LOW |
13,122 |
0.618 |
13,046 |
1.000 |
12,999 |
1.618 |
12,923 |
2.618 |
12,800 |
4.250 |
12,599 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,184 |
13,112 |
PP |
13,164 |
13,100 |
S1 |
13,144 |
13,089 |
|