Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,666.1 |
1,652.8 |
-13.3 |
-0.8% |
1,716.3 |
High |
1,667.0 |
1,664.2 |
-2.8 |
-0.2% |
1,720.0 |
Low |
1,643.8 |
1,648.9 |
5.1 |
0.3% |
1,637.3 |
Close |
1,649.4 |
1,652.7 |
3.3 |
0.2% |
1,658.1 |
Range |
23.2 |
15.3 |
-7.9 |
-34.1% |
82.7 |
ATR |
30.5 |
29.4 |
-1.1 |
-3.6% |
0.0 |
Volume |
21,990 |
20,632 |
-1,358 |
-6.2% |
133,143 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,701.2 |
1,692.2 |
1,661.1 |
|
R3 |
1,685.9 |
1,676.9 |
1,656.9 |
|
R2 |
1,670.6 |
1,670.6 |
1,655.5 |
|
R1 |
1,661.6 |
1,661.6 |
1,654.1 |
1,658.5 |
PP |
1,655.3 |
1,655.3 |
1,655.3 |
1,653.7 |
S1 |
1,646.3 |
1,646.3 |
1,651.3 |
1,643.2 |
S2 |
1,640.0 |
1,640.0 |
1,649.9 |
|
S3 |
1,624.7 |
1,631.0 |
1,648.5 |
|
S4 |
1,609.4 |
1,615.7 |
1,644.3 |
|
|
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 |
1,672.5 |
1,639.1 |
33.4 |
2.0% |
22.2 |
1.3% |
41% |
False |
False |
26,163 |
10 |
1,720.0 |
1,637.3 |
82.7 |
5.0% |
28.6 |
1.7% |
19% |
False |
False |
25,522 |
20 |
1,795.1 |
1,637.3 |
157.8 |
9.5% |
30.3 |
1.8% |
10% |
False |
False |
18,429 |
40 |
1,795.1 |
1,637.3 |
157.8 |
9.5% |
28.4 |
1.7% |
10% |
False |
False |
11,927 |
60 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
26.7 |
1.6% |
47% |
False |
False |
9,493 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
28.0 |
1.7% |
47% |
False |
False |
7,707 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
28.9 |
1.7% |
44% |
False |
False |
6,375 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
29.3 |
1.8% |
44% |
False |
False |
5,385 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,729.2 |
2.618 |
1,704.3 |
1.618 |
1,689.0 |
1.000 |
1,679.5 |
0.618 |
1,673.7 |
HIGH |
1,664.2 |
0.618 |
1,658.4 |
0.500 |
1,656.6 |
0.382 |
1,654.7 |
LOW |
1,648.9 |
0.618 |
1,639.4 |
1.000 |
1,633.6 |
1.618 |
1,624.1 |
2.618 |
1,608.8 |
4.250 |
1,583.9 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,656.6 |
1,658.2 |
PP |
1,655.3 |
1,656.3 |
S1 |
1,654.0 |
1,654.5 |
|