Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
13,051 |
13,076 |
25 |
0.2% |
13,030 |
High |
13,087 |
13,158 |
71 |
0.5% |
13,245 |
Low |
12,965 |
13,067 |
102 |
0.8% |
12,965 |
Close |
13,078 |
13,142 |
64 |
0.5% |
13,142 |
Range |
122 |
91 |
-31 |
-25.4% |
280 |
ATR |
122 |
119 |
-2 |
-1.8% |
0 |
Volume |
108,216 |
88,397 |
-19,819 |
-18.3% |
498,344 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,395 |
13,360 |
13,192 |
|
R3 |
13,304 |
13,269 |
13,167 |
|
R2 |
13,213 |
13,213 |
13,159 |
|
R1 |
13,178 |
13,178 |
13,150 |
13,196 |
PP |
13,122 |
13,122 |
13,122 |
13,131 |
S1 |
13,087 |
13,087 |
13,134 |
13,105 |
S2 |
13,031 |
13,031 |
13,125 |
|
S3 |
12,940 |
12,996 |
13,117 |
|
S4 |
12,849 |
12,905 |
13,092 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,957 |
13,830 |
13,296 |
|
R3 |
13,677 |
13,550 |
13,219 |
|
R2 |
13,397 |
13,397 |
13,193 |
|
R1 |
13,270 |
13,270 |
13,168 |
13,334 |
PP |
13,117 |
13,117 |
13,117 |
13,149 |
S1 |
12,990 |
12,990 |
13,116 |
13,054 |
S2 |
12,837 |
12,837 |
13,091 |
|
S3 |
12,557 |
12,710 |
13,065 |
|
S4 |
12,277 |
12,430 |
12,988 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,245 |
12,965 |
280 |
2.1% |
139 |
1.1% |
63% |
False |
False |
99,668 |
10 |
13,245 |
12,932 |
313 |
2.4% |
127 |
1.0% |
67% |
False |
False |
100,537 |
20 |
13,245 |
12,655 |
590 |
4.5% |
125 |
0.9% |
83% |
False |
False |
84,784 |
40 |
13,245 |
12,631 |
614 |
4.7% |
110 |
0.8% |
83% |
False |
False |
42,418 |
60 |
13,245 |
12,170 |
1,075 |
8.2% |
100 |
0.8% |
90% |
False |
False |
28,281 |
80 |
13,245 |
11,639 |
1,606 |
12.2% |
100 |
0.8% |
94% |
False |
False |
21,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,545 |
2.618 |
13,396 |
1.618 |
13,305 |
1.000 |
13,249 |
0.618 |
13,214 |
HIGH |
13,158 |
0.618 |
13,123 |
0.500 |
13,113 |
0.382 |
13,102 |
LOW |
13,067 |
0.618 |
13,011 |
1.000 |
12,976 |
1.618 |
12,920 |
2.618 |
12,829 |
4.250 |
12,680 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
13,132 |
13,118 |
PP |
13,122 |
13,095 |
S1 |
13,113 |
13,071 |
|