Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,645.1 |
1,659.9 |
14.8 |
0.9% |
1,716.3 |
High |
1,669.2 |
1,667.1 |
-2.1 |
-0.1% |
1,720.0 |
Low |
1,639.1 |
1,642.3 |
3.2 |
0.2% |
1,637.3 |
Close |
1,661.8 |
1,658.1 |
-3.7 |
-0.2% |
1,658.1 |
Range |
30.1 |
24.8 |
-5.3 |
-17.6% |
82.7 |
ATR |
32.4 |
31.8 |
-0.5 |
-1.7% |
0.0 |
Volume |
33,229 |
25,557 |
-7,672 |
-23.1% |
133,143 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.2 |
1,719.0 |
1,671.7 |
|
R3 |
1,705.4 |
1,694.2 |
1,664.9 |
|
R2 |
1,680.6 |
1,680.6 |
1,662.6 |
|
R1 |
1,669.4 |
1,669.4 |
1,660.4 |
1,662.6 |
PP |
1,655.8 |
1,655.8 |
1,655.8 |
1,652.5 |
S1 |
1,644.6 |
1,644.6 |
1,655.8 |
1,637.8 |
S2 |
1,631.0 |
1,631.0 |
1,653.6 |
|
S3 |
1,606.2 |
1,619.8 |
1,651.3 |
|
S4 |
1,581.4 |
1,595.0 |
1,644.5 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.9 |
1,871.7 |
1,703.6 |
|
R3 |
1,837.2 |
1,789.0 |
1,680.8 |
|
R2 |
1,754.5 |
1,754.5 |
1,673.3 |
|
R1 |
1,706.3 |
1,706.3 |
1,665.7 |
1,689.1 |
PP |
1,671.8 |
1,671.8 |
1,671.8 |
1,663.2 |
S1 |
1,623.6 |
1,623.6 |
1,650.5 |
1,606.4 |
S2 |
1,589.1 |
1,589.1 |
1,642.9 |
|
S3 |
1,506.4 |
1,540.9 |
1,635.4 |
|
S4 |
1,423.7 |
1,458.2 |
1,612.6 |
|
|
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% |
34.1 |
2.1% |
25% |
False |
False |
26,628 |
10 |
1,720.0 |
1,637.3 |
82.7 |
5.0% |
31.5 |
1.9% |
25% |
False |
False |
22,416 |
20 |
1,795.1 |
1,637.3 |
157.8 |
9.5% |
31.6 |
1.9% |
13% |
False |
False |
15,622 |
40 |
1,795.1 |
1,637.3 |
157.8 |
9.5% |
28.4 |
1.7% |
13% |
False |
False |
10,599 |
60 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
26.9 |
1.6% |
49% |
False |
False |
8,394 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
28.8 |
1.7% |
49% |
False |
False |
6,867 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
29.4 |
1.8% |
46% |
False |
False |
5,670 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
30.7 |
1.9% |
46% |
False |
False |
4,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,772.5 |
2.618 |
1,732.0 |
1.618 |
1,707.2 |
1.000 |
1,691.9 |
0.618 |
1,682.4 |
HIGH |
1,667.1 |
0.618 |
1,657.6 |
0.500 |
1,654.7 |
0.382 |
1,651.8 |
LOW |
1,642.3 |
0.618 |
1,627.0 |
1.000 |
1,617.5 |
1.618 |
1,602.2 |
2.618 |
1,577.4 |
4.250 |
1,536.9 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,657.0 |
1,661.2 |
PP |
1,655.8 |
1,660.2 |
S1 |
1,654.7 |
1,659.1 |
|