Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,682.7 |
1,664.6 |
-18.1 |
-1.1% |
1,662.0 |
High |
1,687.2 |
1,666.9 |
-20.3 |
-1.2% |
1,672.5 |
Low |
1,656.2 |
1,646.7 |
-9.5 |
-0.6% |
1,629.8 |
Close |
1,660.5 |
1,654.9 |
-5.6 |
-0.3% |
1,664.9 |
Range |
31.0 |
20.2 |
-10.8 |
-34.8% |
42.7 |
ATR |
29.0 |
28.4 |
-0.6 |
-2.2% |
0.0 |
Volume |
79,720 |
150,738 |
71,018 |
89.1% |
108,713 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,716.8 |
1,706.0 |
1,666.0 |
|
R3 |
1,696.6 |
1,685.8 |
1,660.5 |
|
R2 |
1,676.4 |
1,676.4 |
1,658.6 |
|
R1 |
1,665.6 |
1,665.6 |
1,656.8 |
1,660.9 |
PP |
1,656.2 |
1,656.2 |
1,656.2 |
1,653.8 |
S1 |
1,645.4 |
1,645.4 |
1,653.0 |
1,640.7 |
S2 |
1,636.0 |
1,636.0 |
1,651.2 |
|
S3 |
1,615.8 |
1,625.2 |
1,649.3 |
|
S4 |
1,595.6 |
1,605.0 |
1,643.8 |
|
|
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 |
1,644.1 |
55.5 |
3.4% |
26.5 |
1.6% |
19% |
False |
False |
68,576 |
10 |
1,699.6 |
1,629.8 |
69.8 |
4.2% |
24.2 |
1.5% |
36% |
False |
False |
45,918 |
20 |
1,727.6 |
1,629.8 |
97.8 |
5.9% |
27.6 |
1.7% |
26% |
False |
False |
33,515 |
40 |
1,795.1 |
1,629.8 |
165.3 |
10.0% |
28.2 |
1.7% |
15% |
False |
False |
19,837 |
60 |
1,795.1 |
1,599.5 |
195.6 |
11.8% |
26.7 |
1.6% |
28% |
False |
False |
15,405 |
80 |
1,795.1 |
1,528.6 |
266.5 |
16.1% |
28.1 |
1.7% |
47% |
False |
False |
12,031 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
28.5 |
1.7% |
45% |
False |
False |
9,930 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.9% |
28.7 |
1.7% |
45% |
False |
False |
8,382 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,752.8 |
2.618 |
1,719.8 |
1.618 |
1,699.6 |
1.000 |
1,687.1 |
0.618 |
1,679.4 |
HIGH |
1,666.9 |
0.618 |
1,659.2 |
0.500 |
1,656.8 |
0.382 |
1,654.4 |
LOW |
1,646.7 |
0.618 |
1,634.2 |
1.000 |
1,626.5 |
1.618 |
1,614.0 |
2.618 |
1,593.8 |
4.250 |
1,560.9 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,656.8 |
1,673.2 |
PP |
1,656.2 |
1,667.1 |
S1 |
1,655.5 |
1,661.0 |
|