Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,665.3 |
1,692.3 |
27.0 |
1.6% |
1,662.0 |
High |
1,696.0 |
1,699.6 |
3.6 |
0.2% |
1,672.5 |
Low |
1,657.5 |
1,681.5 |
24.0 |
1.4% |
1,629.8 |
Close |
1,688.2 |
1,687.7 |
-0.5 |
0.0% |
1,664.9 |
Range |
38.5 |
18.1 |
-20.4 |
-53.0% |
42.7 |
ATR |
29.7 |
28.8 |
-0.8 |
-2.8% |
0.0 |
Volume |
22,648 |
71,810 |
49,162 |
217.1% |
108,713 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,743.9 |
1,733.9 |
1,697.7 |
|
R3 |
1,725.8 |
1,715.8 |
1,692.7 |
|
R2 |
1,707.7 |
1,707.7 |
1,691.0 |
|
R1 |
1,697.7 |
1,697.7 |
1,689.4 |
1,693.7 |
PP |
1,689.6 |
1,689.6 |
1,689.6 |
1,687.6 |
S1 |
1,679.6 |
1,679.6 |
1,686.0 |
1,675.6 |
S2 |
1,671.5 |
1,671.5 |
1,684.4 |
|
S3 |
1,653.4 |
1,661.5 |
1,682.7 |
|
S4 |
1,635.3 |
1,643.4 |
1,677.7 |
|
|
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 |
1,699.6 |
1,629.8 |
69.8 |
4.1% |
25.0 |
1.5% |
83% |
True |
False |
30,354 |
10 |
1,699.6 |
1,629.8 |
69.8 |
4.1% |
26.9 |
1.6% |
83% |
True |
False |
28,174 |
20 |
1,794.3 |
1,629.8 |
164.5 |
9.7% |
32.3 |
1.9% |
35% |
False |
False |
23,082 |
40 |
1,795.1 |
1,629.8 |
165.3 |
9.8% |
27.9 |
1.7% |
35% |
False |
False |
14,296 |
60 |
1,795.1 |
1,556.0 |
239.1 |
14.2% |
26.9 |
1.6% |
55% |
False |
False |
11,620 |
80 |
1,795.1 |
1,528.6 |
266.5 |
15.8% |
28.0 |
1.7% |
60% |
False |
False |
9,228 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.6% |
28.6 |
1.7% |
57% |
False |
False |
7,669 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.6% |
28.7 |
1.7% |
57% |
False |
False |
6,466 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,776.5 |
2.618 |
1,747.0 |
1.618 |
1,728.9 |
1.000 |
1,717.7 |
0.618 |
1,710.8 |
HIGH |
1,699.6 |
0.618 |
1,692.7 |
0.500 |
1,690.6 |
0.382 |
1,688.4 |
LOW |
1,681.5 |
0.618 |
1,670.3 |
1.000 |
1,663.4 |
1.618 |
1,652.2 |
2.618 |
1,634.1 |
4.250 |
1,604.6 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,690.6 |
1,682.4 |
PP |
1,689.6 |
1,677.1 |
S1 |
1,688.7 |
1,671.9 |
|