Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,652.8 |
1,646.6 |
-6.2 |
-0.4% |
1,662.0 |
High |
1,658.4 |
1,668.7 |
10.3 |
0.6% |
1,672.5 |
Low |
1,629.8 |
1,644.1 |
14.3 |
0.9% |
1,629.8 |
Close |
1,644.9 |
1,664.9 |
20.0 |
1.2% |
1,664.9 |
Range |
28.6 |
24.6 |
-4.0 |
-14.0% |
42.7 |
ATR |
29.3 |
29.0 |
-0.3 |
-1.2% |
0.0 |
Volume |
18,715 |
17,965 |
-750 |
-4.0% |
108,713 |
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,733.0 |
1,723.6 |
1,678.4 |
|
R3 |
1,708.4 |
1,699.0 |
1,671.7 |
|
R2 |
1,683.8 |
1,683.8 |
1,669.4 |
|
R1 |
1,674.4 |
1,674.4 |
1,667.2 |
1,679.1 |
PP |
1,659.2 |
1,659.2 |
1,659.2 |
1,661.6 |
S1 |
1,649.8 |
1,649.8 |
1,662.6 |
1,654.5 |
S2 |
1,634.6 |
1,634.6 |
1,660.4 |
|
S3 |
1,610.0 |
1,625.2 |
1,658.1 |
|
S4 |
1,585.4 |
1,600.6 |
1,651.4 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,783.8 |
1,767.1 |
1,688.4 |
|
R3 |
1,741.1 |
1,724.4 |
1,676.6 |
|
R2 |
1,698.4 |
1,698.4 |
1,672.7 |
|
R1 |
1,681.7 |
1,681.7 |
1,668.8 |
1,690.1 |
PP |
1,655.7 |
1,655.7 |
1,655.7 |
1,659.9 |
S1 |
1,639.0 |
1,639.0 |
1,661.0 |
1,647.4 |
S2 |
1,613.0 |
1,613.0 |
1,657.1 |
|
S3 |
1,570.3 |
1,596.3 |
1,653.2 |
|
S4 |
1,527.6 |
1,553.6 |
1,641.4 |
|
|
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% |
82% |
False |
False |
21,742 |
10 |
1,720.0 |
1,629.8 |
90.2 |
5.4% |
28.0 |
1.7% |
39% |
False |
False |
24,185 |
20 |
1,795.1 |
1,629.8 |
165.3 |
9.9% |
31.6 |
1.9% |
21% |
False |
False |
19,526 |
40 |
1,795.1 |
1,629.8 |
165.3 |
9.9% |
27.6 |
1.7% |
21% |
False |
False |
12,579 |
60 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
27.2 |
1.6% |
51% |
False |
False |
10,075 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.0% |
28.1 |
1.7% |
51% |
False |
False |
8,124 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
28.8 |
1.7% |
49% |
False |
False |
6,730 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.8% |
29.2 |
1.8% |
49% |
False |
False |
5,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,773.3 |
2.618 |
1,733.1 |
1.618 |
1,708.5 |
1.000 |
1,693.3 |
0.618 |
1,683.9 |
HIGH |
1,668.7 |
0.618 |
1,659.3 |
0.500 |
1,656.4 |
0.382 |
1,653.5 |
LOW |
1,644.1 |
0.618 |
1,628.9 |
1.000 |
1,619.5 |
1.618 |
1,604.3 |
2.618 |
1,579.7 |
4.250 |
1,539.6 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,662.1 |
1,659.7 |
PP |
1,659.2 |
1,654.5 |
S1 |
1,656.4 |
1,649.3 |
|