Trading Metrics calculated at close of trading on 28-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2012 |
28-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,197 |
13,124 |
-73 |
-0.6% |
13,163 |
High |
13,245 |
13,177 |
-68 |
-0.5% |
13,208 |
Low |
13,122 |
13,003 |
-119 |
-0.9% |
12,932 |
Close |
13,124 |
13,053 |
-71 |
-0.5% |
13,032 |
Range |
123 |
174 |
51 |
41.5% |
276 |
ATR |
117 |
122 |
4 |
3.4% |
0 |
Volume |
86,241 |
117,871 |
31,630 |
36.7% |
507,026 |
|
Daily Pivots for day following 28-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,600 |
13,500 |
13,149 |
|
R3 |
13,426 |
13,326 |
13,101 |
|
R2 |
13,252 |
13,252 |
13,085 |
|
R1 |
13,152 |
13,152 |
13,069 |
13,115 |
PP |
13,078 |
13,078 |
13,078 |
13,059 |
S1 |
12,978 |
12,978 |
13,037 |
12,941 |
S2 |
12,904 |
12,904 |
13,021 |
|
S3 |
12,730 |
12,804 |
13,005 |
|
S4 |
12,556 |
12,630 |
12,957 |
|
|
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% |
147 |
1.1% |
39% |
False |
False |
101,036 |
10 |
13,245 |
12,932 |
313 |
2.4% |
122 |
0.9% |
39% |
False |
False |
99,313 |
20 |
13,245 |
12,655 |
590 |
4.5% |
124 |
0.9% |
67% |
False |
False |
74,971 |
40 |
13,245 |
12,573 |
672 |
5.1% |
107 |
0.8% |
71% |
False |
False |
37,503 |
60 |
13,245 |
12,170 |
1,075 |
8.2% |
98 |
0.8% |
82% |
False |
False |
25,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,917 |
2.618 |
13,633 |
1.618 |
13,459 |
1.000 |
13,351 |
0.618 |
13,285 |
HIGH |
13,177 |
0.618 |
13,111 |
0.500 |
13,090 |
0.382 |
13,070 |
LOW |
13,003 |
0.618 |
12,896 |
1.000 |
12,829 |
1.618 |
12,722 |
2.618 |
12,548 |
4.250 |
12,264 |
|
|
Fisher Pivots for day following 28-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,090 |
13,124 |
PP |
13,078 |
13,100 |
S1 |
13,065 |
13,077 |
|