Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,664.6 |
1,663.2 |
-1.4 |
-0.1% |
1,665.3 |
High |
1,666.9 |
1,672.7 |
5.8 |
0.3% |
1,699.6 |
Low |
1,646.7 |
1,661.2 |
14.5 |
0.9% |
1,646.7 |
Close |
1,654.9 |
1,671.9 |
17.0 |
1.0% |
1,671.9 |
Range |
20.2 |
11.5 |
-8.7 |
-43.1% |
52.9 |
ATR |
28.4 |
27.6 |
-0.8 |
-2.7% |
0.0 |
Volume |
150,738 |
101,475 |
-49,263 |
-32.7% |
426,391 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.1 |
1,699.0 |
1,678.2 |
|
R3 |
1,691.6 |
1,687.5 |
1,675.1 |
|
R2 |
1,680.1 |
1,680.1 |
1,674.0 |
|
R1 |
1,676.0 |
1,676.0 |
1,673.0 |
1,678.1 |
PP |
1,668.6 |
1,668.6 |
1,668.6 |
1,669.6 |
S1 |
1,664.5 |
1,664.5 |
1,670.8 |
1,666.6 |
S2 |
1,657.1 |
1,657.1 |
1,669.8 |
|
S3 |
1,645.6 |
1,653.0 |
1,668.7 |
|
S4 |
1,634.1 |
1,641.5 |
1,665.6 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,831.4 |
1,804.6 |
1,701.0 |
|
R3 |
1,778.5 |
1,751.7 |
1,686.4 |
|
R2 |
1,725.6 |
1,725.6 |
1,681.6 |
|
R1 |
1,698.8 |
1,698.8 |
1,676.7 |
1,712.2 |
PP |
1,672.7 |
1,672.7 |
1,672.7 |
1,679.5 |
S1 |
1,645.9 |
1,645.9 |
1,667.1 |
1,659.3 |
S2 |
1,619.8 |
1,619.8 |
1,662.2 |
|
S3 |
1,566.9 |
1,593.0 |
1,657.4 |
|
S4 |
1,514.0 |
1,540.1 |
1,642.8 |
|
|
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 |
1,646.7 |
52.9 |
3.2% |
23.9 |
1.4% |
48% |
False |
False |
85,278 |
10 |
1,699.6 |
1,629.8 |
69.8 |
4.2% |
22.9 |
1.4% |
60% |
False |
False |
53,510 |
20 |
1,720.0 |
1,629.8 |
90.2 |
5.4% |
27.2 |
1.6% |
47% |
False |
False |
37,963 |
40 |
1,795.1 |
1,629.8 |
165.3 |
9.9% |
28.0 |
1.7% |
25% |
False |
False |
22,321 |
60 |
1,795.1 |
1,604.3 |
190.8 |
11.4% |
26.4 |
1.6% |
35% |
False |
False |
16,951 |
80 |
1,795.1 |
1,528.6 |
266.5 |
15.9% |
27.8 |
1.7% |
54% |
False |
False |
13,268 |
100 |
1,808.5 |
1,528.6 |
279.9 |
16.7% |
28.5 |
1.7% |
51% |
False |
False |
10,941 |
120 |
1,808.5 |
1,528.6 |
279.9 |
16.7% |
28.5 |
1.7% |
51% |
False |
False |
9,222 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.6 |
2.618 |
1,702.8 |
1.618 |
1,691.3 |
1.000 |
1,684.2 |
0.618 |
1,679.8 |
HIGH |
1,672.7 |
0.618 |
1,668.3 |
0.500 |
1,667.0 |
0.382 |
1,665.6 |
LOW |
1,661.2 |
0.618 |
1,654.1 |
1.000 |
1,649.7 |
1.618 |
1,642.6 |
2.618 |
1,631.1 |
4.250 |
1,612.3 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,670.3 |
1,670.3 |
PP |
1,668.6 |
1,668.6 |
S1 |
1,667.0 |
1,667.0 |
|