Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,652.8 |
1,652.8 |
0.0 |
0.0% |
1,716.3 |
High |
1,664.2 |
1,658.4 |
-5.8 |
-0.3% |
1,720.0 |
Low |
1,648.9 |
1,629.8 |
-19.1 |
-1.2% |
1,637.3 |
Close |
1,652.7 |
1,644.9 |
-7.8 |
-0.5% |
1,658.1 |
Range |
15.3 |
28.6 |
13.3 |
86.9% |
82.7 |
ATR |
29.4 |
29.3 |
-0.1 |
-0.2% |
0.0 |
Volume |
20,632 |
18,715 |
-1,917 |
-9.3% |
133,143 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.2 |
1,716.1 |
1,660.6 |
|
R3 |
1,701.6 |
1,687.5 |
1,652.8 |
|
R2 |
1,673.0 |
1,673.0 |
1,650.1 |
|
R1 |
1,658.9 |
1,658.9 |
1,647.5 |
1,651.7 |
PP |
1,644.4 |
1,644.4 |
1,644.4 |
1,640.7 |
S1 |
1,630.3 |
1,630.3 |
1,642.3 |
1,623.1 |
S2 |
1,615.8 |
1,615.8 |
1,639.7 |
|
S3 |
1,587.2 |
1,601.7 |
1,637.0 |
|
S4 |
1,558.6 |
1,573.1 |
1,629.2 |
|
|
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 |
1,629.8 |
42.7 |
2.6% |
21.9 |
1.3% |
35% |
False |
True |
23,261 |
10 |
1,720.0 |
1,629.8 |
90.2 |
5.5% |
29.5 |
1.8% |
17% |
False |
True |
25,101 |
20 |
1,795.1 |
1,629.8 |
165.3 |
10.0% |
31.0 |
1.9% |
9% |
False |
True |
18,930 |
40 |
1,795.1 |
1,629.8 |
165.3 |
10.0% |
27.6 |
1.7% |
9% |
False |
True |
12,291 |
60 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
27.0 |
1.6% |
44% |
False |
False |
9,792 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.2% |
28.1 |
1.7% |
44% |
False |
False |
7,913 |
100 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
28.8 |
1.7% |
42% |
False |
False |
6,552 |
120 |
1,808.5 |
1,528.6 |
279.9 |
17.0% |
29.2 |
1.8% |
42% |
False |
False |
5,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,780.0 |
2.618 |
1,733.3 |
1.618 |
1,704.7 |
1.000 |
1,687.0 |
0.618 |
1,676.1 |
HIGH |
1,658.4 |
0.618 |
1,647.5 |
0.500 |
1,644.1 |
0.382 |
1,640.7 |
LOW |
1,629.8 |
0.618 |
1,612.1 |
1.000 |
1,601.2 |
1.618 |
1,583.5 |
2.618 |
1,554.9 |
4.250 |
1,508.3 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,644.6 |
1,648.4 |
PP |
1,644.4 |
1,647.2 |
S1 |
1,644.1 |
1,646.1 |
|