Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,702.9 |
1,677.9 |
-25.0 |
-1.5% |
1,715.5 |
High |
1,708.4 |
1,685.1 |
-23.3 |
-1.4% |
1,719.8 |
Low |
1,665.0 |
1,637.3 |
-27.7 |
-1.7% |
1,666.1 |
Close |
1,696.8 |
1,645.3 |
-51.5 |
-3.0% |
1,714.3 |
Range |
43.4 |
47.8 |
4.4 |
10.1% |
53.7 |
ATR |
30.5 |
32.6 |
2.1 |
6.8% |
0.0 |
Volume |
38,988 |
19,791 |
-19,197 |
-49.2% |
91,025 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,799.3 |
1,770.1 |
1,671.6 |
|
R3 |
1,751.5 |
1,722.3 |
1,658.4 |
|
R2 |
1,703.7 |
1,703.7 |
1,654.1 |
|
R1 |
1,674.5 |
1,674.5 |
1,649.7 |
1,665.2 |
PP |
1,655.9 |
1,655.9 |
1,655.9 |
1,651.3 |
S1 |
1,626.7 |
1,626.7 |
1,640.9 |
1,617.4 |
S2 |
1,608.1 |
1,608.1 |
1,636.5 |
|
S3 |
1,560.3 |
1,578.9 |
1,632.2 |
|
S4 |
1,512.5 |
1,531.1 |
1,619.0 |
|
|
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 |
1,637.3 |
82.7 |
5.0% |
34.9 |
2.1% |
10% |
False |
True |
24,880 |
10 |
1,729.6 |
1,637.3 |
92.3 |
5.6% |
31.1 |
1.9% |
9% |
False |
True |
19,141 |
20 |
1,795.1 |
1,637.3 |
157.8 |
9.6% |
31.0 |
1.9% |
5% |
False |
True |
13,359 |
40 |
1,795.1 |
1,637.3 |
157.8 |
9.6% |
27.9 |
1.7% |
5% |
False |
True |
9,498 |
60 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
26.7 |
1.6% |
44% |
False |
False |
7,476 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
29.0 |
1.8% |
44% |
False |
False |
6,185 |
100 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
29.5 |
1.8% |
42% |
False |
False |
5,098 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
31.6 |
1.9% |
42% |
False |
False |
4,316 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,888.3 |
2.618 |
1,810.2 |
1.618 |
1,762.4 |
1.000 |
1,732.9 |
0.618 |
1,714.6 |
HIGH |
1,685.1 |
0.618 |
1,666.8 |
0.500 |
1,661.2 |
0.382 |
1,655.6 |
LOW |
1,637.3 |
0.618 |
1,607.8 |
1.000 |
1,589.5 |
1.618 |
1,560.0 |
2.618 |
1,512.2 |
4.250 |
1,434.2 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,661.2 |
1,678.7 |
PP |
1,655.9 |
1,667.5 |
S1 |
1,650.6 |
1,656.4 |
|