Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,716.3 |
1,702.9 |
-13.4 |
-0.8% |
1,715.5 |
High |
1,720.0 |
1,708.4 |
-11.6 |
-0.7% |
1,719.8 |
Low |
1,695.5 |
1,665.0 |
-30.5 |
-1.8% |
1,666.1 |
Close |
1,702.4 |
1,696.8 |
-5.6 |
-0.3% |
1,714.3 |
Range |
24.5 |
43.4 |
18.9 |
77.1% |
53.7 |
ATR |
29.5 |
30.5 |
1.0 |
3.4% |
0.0 |
Volume |
15,578 |
38,988 |
23,410 |
150.3% |
91,025 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,820.3 |
1,801.9 |
1,720.7 |
|
R3 |
1,776.9 |
1,758.5 |
1,708.7 |
|
R2 |
1,733.5 |
1,733.5 |
1,704.8 |
|
R1 |
1,715.1 |
1,715.1 |
1,700.8 |
1,702.6 |
PP |
1,690.1 |
1,690.1 |
1,690.1 |
1,683.8 |
S1 |
1,671.7 |
1,671.7 |
1,692.8 |
1,659.2 |
S2 |
1,646.7 |
1,646.7 |
1,688.8 |
|
S3 |
1,603.3 |
1,628.3 |
1,684.9 |
|
S4 |
1,559.9 |
1,584.9 |
1,672.9 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,861.2 |
1,841.4 |
1,743.8 |
|
R3 |
1,807.5 |
1,787.7 |
1,729.1 |
|
R2 |
1,753.8 |
1,753.8 |
1,724.1 |
|
R1 |
1,734.0 |
1,734.0 |
1,719.2 |
1,717.1 |
PP |
1,700.1 |
1,700.1 |
1,700.1 |
1,691.6 |
S1 |
1,680.3 |
1,680.3 |
1,709.4 |
1,663.4 |
S2 |
1,646.4 |
1,646.4 |
1,704.5 |
|
S3 |
1,592.7 |
1,626.6 |
1,699.5 |
|
S4 |
1,539.0 |
1,572.9 |
1,684.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,720.0 |
1,665.0 |
55.0 |
3.2% |
28.7 |
1.7% |
58% |
False |
True |
25,718 |
10 |
1,794.3 |
1,665.0 |
129.3 |
7.6% |
37.7 |
2.2% |
25% |
False |
True |
17,990 |
20 |
1,795.1 |
1,665.0 |
130.1 |
7.7% |
29.4 |
1.7% |
24% |
False |
True |
12,488 |
40 |
1,795.1 |
1,639.8 |
155.3 |
9.2% |
27.6 |
1.6% |
37% |
False |
False |
9,220 |
60 |
1,795.1 |
1,528.6 |
266.5 |
15.7% |
26.5 |
1.6% |
63% |
False |
False |
7,196 |
80 |
1,795.1 |
1,528.6 |
266.5 |
15.7% |
28.8 |
1.7% |
63% |
False |
False |
5,949 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.5% |
29.2 |
1.7% |
60% |
False |
False |
4,910 |
120 |
1,820.0 |
1,528.6 |
291.4 |
17.2% |
31.4 |
1.9% |
58% |
False |
False |
4,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,892.9 |
2.618 |
1,822.0 |
1.618 |
1,778.6 |
1.000 |
1,751.8 |
0.618 |
1,735.2 |
HIGH |
1,708.4 |
0.618 |
1,691.8 |
0.500 |
1,686.7 |
0.382 |
1,681.6 |
LOW |
1,665.0 |
0.618 |
1,638.2 |
1.000 |
1,621.6 |
1.618 |
1,594.8 |
2.618 |
1,551.4 |
4.250 |
1,480.6 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,693.4 |
1,695.4 |
PP |
1,690.1 |
1,693.9 |
S1 |
1,686.7 |
1,692.5 |
|