Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,662.0 |
1,666.1 |
4.1 |
0.2% |
1,716.3 |
High |
1,672.5 |
1,667.0 |
-5.5 |
-0.3% |
1,720.0 |
Low |
1,654.9 |
1,643.8 |
-11.1 |
-0.7% |
1,637.3 |
Close |
1,669.7 |
1,649.4 |
-20.3 |
-1.2% |
1,658.1 |
Range |
17.6 |
23.2 |
5.6 |
31.8% |
82.7 |
ATR |
30.8 |
30.5 |
-0.4 |
-1.1% |
0.0 |
Volume |
29,411 |
21,990 |
-7,421 |
-25.2% |
133,143 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,723.0 |
1,709.4 |
1,662.2 |
|
R3 |
1,699.8 |
1,686.2 |
1,655.8 |
|
R2 |
1,676.6 |
1,676.6 |
1,653.7 |
|
R1 |
1,663.0 |
1,663.0 |
1,651.5 |
1,658.2 |
PP |
1,653.4 |
1,653.4 |
1,653.4 |
1,651.0 |
S1 |
1,639.8 |
1,639.8 |
1,647.3 |
1,635.0 |
S2 |
1,630.2 |
1,630.2 |
1,645.1 |
|
S3 |
1,607.0 |
1,616.6 |
1,643.0 |
|
S4 |
1,583.8 |
1,593.4 |
1,636.6 |
|
|
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 |
1,685.1 |
1,637.3 |
47.8 |
2.9% |
28.7 |
1.7% |
25% |
False |
False |
25,995 |
10 |
1,720.0 |
1,637.3 |
82.7 |
5.0% |
28.7 |
1.7% |
15% |
False |
False |
25,857 |
20 |
1,795.1 |
1,637.3 |
157.8 |
9.6% |
31.1 |
1.9% |
8% |
False |
False |
17,703 |
40 |
1,795.1 |
1,637.3 |
157.8 |
9.6% |
28.5 |
1.7% |
8% |
False |
False |
11,528 |
60 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
26.6 |
1.6% |
45% |
False |
False |
9,176 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
28.2 |
1.7% |
45% |
False |
False |
7,463 |
100 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
29.0 |
1.8% |
43% |
False |
False |
6,177 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
29.5 |
1.8% |
43% |
False |
False |
5,215 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,765.6 |
2.618 |
1,727.7 |
1.618 |
1,704.5 |
1.000 |
1,690.2 |
0.618 |
1,681.3 |
HIGH |
1,667.0 |
0.618 |
1,658.1 |
0.500 |
1,655.4 |
0.382 |
1,652.7 |
LOW |
1,643.8 |
0.618 |
1,629.5 |
1.000 |
1,620.6 |
1.618 |
1,606.3 |
2.618 |
1,583.1 |
4.250 |
1,545.2 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,655.4 |
1,657.4 |
PP |
1,653.4 |
1,654.7 |
S1 |
1,651.4 |
1,652.1 |
|