Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,124 |
13,051 |
-73 |
-0.6% |
13,163 |
High |
13,177 |
13,087 |
-90 |
-0.7% |
13,208 |
Low |
13,003 |
12,965 |
-38 |
-0.3% |
12,932 |
Close |
13,053 |
13,078 |
25 |
0.2% |
13,032 |
Range |
174 |
122 |
-52 |
-29.9% |
276 |
ATR |
122 |
122 |
0 |
0.0% |
0 |
Volume |
117,871 |
108,216 |
-9,655 |
-8.2% |
507,026 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,409 |
13,366 |
13,145 |
|
R3 |
13,287 |
13,244 |
13,112 |
|
R2 |
13,165 |
13,165 |
13,100 |
|
R1 |
13,122 |
13,122 |
13,089 |
13,144 |
PP |
13,043 |
13,043 |
13,043 |
13,054 |
S1 |
13,000 |
13,000 |
13,067 |
13,022 |
S2 |
12,921 |
12,921 |
13,056 |
|
S3 |
12,799 |
12,878 |
13,045 |
|
S4 |
12,677 |
12,756 |
13,011 |
|
|
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% |
142 |
1.1% |
47% |
False |
False |
99,144 |
10 |
13,245 |
12,932 |
313 |
2.4% |
125 |
1.0% |
47% |
False |
False |
99,037 |
20 |
13,245 |
12,655 |
590 |
4.5% |
124 |
0.9% |
72% |
False |
False |
80,375 |
40 |
13,245 |
12,573 |
672 |
5.1% |
109 |
0.8% |
75% |
False |
False |
40,208 |
60 |
13,245 |
12,170 |
1,075 |
8.2% |
99 |
0.8% |
84% |
False |
False |
26,808 |
80 |
13,245 |
11,639 |
1,606 |
12.3% |
99 |
0.8% |
90% |
False |
False |
20,108 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,606 |
2.618 |
13,407 |
1.618 |
13,285 |
1.000 |
13,209 |
0.618 |
13,163 |
HIGH |
13,087 |
0.618 |
13,041 |
0.500 |
13,026 |
0.382 |
13,012 |
LOW |
12,965 |
0.618 |
12,890 |
1.000 |
12,843 |
1.618 |
12,768 |
2.618 |
12,646 |
4.250 |
12,447 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,061 |
13,105 |
PP |
13,043 |
13,096 |
S1 |
13,026 |
13,087 |
|