Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,677.9 |
1,645.1 |
-32.8 |
-2.0% |
1,715.5 |
High |
1,685.1 |
1,669.2 |
-15.9 |
-0.9% |
1,719.8 |
Low |
1,637.3 |
1,639.1 |
1.8 |
0.1% |
1,666.1 |
Close |
1,645.3 |
1,661.8 |
16.5 |
1.0% |
1,714.3 |
Range |
47.8 |
30.1 |
-17.7 |
-37.0% |
53.7 |
ATR |
32.6 |
32.4 |
-0.2 |
-0.5% |
0.0 |
Volume |
19,791 |
33,229 |
13,438 |
67.9% |
91,025 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,747.0 |
1,734.5 |
1,678.4 |
|
R3 |
1,716.9 |
1,704.4 |
1,670.1 |
|
R2 |
1,686.8 |
1,686.8 |
1,667.3 |
|
R1 |
1,674.3 |
1,674.3 |
1,664.6 |
1,680.6 |
PP |
1,656.7 |
1,656.7 |
1,656.7 |
1,659.8 |
S1 |
1,644.2 |
1,644.2 |
1,659.0 |
1,650.5 |
S2 |
1,626.6 |
1,626.6 |
1,656.3 |
|
S3 |
1,596.5 |
1,614.1 |
1,653.5 |
|
S4 |
1,566.4 |
1,584.0 |
1,645.2 |
|
|
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% |
37.0 |
2.2% |
30% |
False |
False |
26,942 |
10 |
1,727.6 |
1,637.3 |
90.3 |
5.4% |
31.0 |
1.9% |
27% |
False |
False |
21,112 |
20 |
1,795.1 |
1,637.3 |
157.8 |
9.5% |
31.6 |
1.9% |
16% |
False |
False |
14,611 |
40 |
1,795.1 |
1,637.3 |
157.8 |
9.5% |
28.3 |
1.7% |
16% |
False |
False |
10,112 |
60 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
26.8 |
1.6% |
50% |
False |
False |
8,000 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
28.8 |
1.7% |
50% |
False |
False |
6,581 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
29.4 |
1.8% |
48% |
False |
False |
5,420 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
31.4 |
1.9% |
48% |
False |
False |
4,591 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,797.1 |
2.618 |
1,748.0 |
1.618 |
1,717.9 |
1.000 |
1,699.3 |
0.618 |
1,687.8 |
HIGH |
1,669.2 |
0.618 |
1,657.7 |
0.500 |
1,654.2 |
0.382 |
1,650.6 |
LOW |
1,639.1 |
0.618 |
1,620.5 |
1.000 |
1,609.0 |
1.618 |
1,590.4 |
2.618 |
1,560.3 |
4.250 |
1,511.2 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,659.3 |
1,672.9 |
PP |
1,656.7 |
1,669.2 |
S1 |
1,654.2 |
1,665.5 |
|