Trading Metrics calculated at close of trading on 12-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2012 |
12-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,711.3 |
1,721.7 |
10.4 |
0.6% |
1,718.3 |
High |
1,721.7 |
1,721.7 |
0.0 |
0.0% |
1,721.7 |
Low |
1,683.9 |
1,699.1 |
15.2 |
0.9% |
1,670.6 |
Close |
1,716.9 |
1,705.0 |
-11.9 |
-0.7% |
1,716.9 |
Range |
37.8 |
22.6 |
-15.2 |
-40.2% |
51.1 |
ATR |
26.4 |
26.2 |
-0.3 |
-1.0% |
0.0 |
Volume |
6,446 |
5,098 |
-1,348 |
-20.9% |
20,241 |
|
Daily Pivots for day following 12-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,776.4 |
1,763.3 |
1,717.4 |
|
R3 |
1,753.8 |
1,740.7 |
1,711.2 |
|
R2 |
1,731.2 |
1,731.2 |
1,709.1 |
|
R1 |
1,718.1 |
1,718.1 |
1,707.1 |
1,713.4 |
PP |
1,708.6 |
1,708.6 |
1,708.6 |
1,706.2 |
S1 |
1,695.5 |
1,695.5 |
1,702.9 |
1,690.8 |
S2 |
1,686.0 |
1,686.0 |
1,700.9 |
|
S3 |
1,663.4 |
1,672.9 |
1,698.8 |
|
S4 |
1,640.8 |
1,650.3 |
1,692.6 |
|
|
Weekly Pivots for week ending 09-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,856.4 |
1,837.7 |
1,745.0 |
|
R3 |
1,805.3 |
1,786.6 |
1,731.0 |
|
R2 |
1,754.2 |
1,754.2 |
1,726.3 |
|
R1 |
1,735.5 |
1,735.5 |
1,721.6 |
1,719.3 |
PP |
1,703.1 |
1,703.1 |
1,703.1 |
1,695.0 |
S1 |
1,684.4 |
1,684.4 |
1,712.2 |
1,668.2 |
S2 |
1,652.0 |
1,652.0 |
1,707.5 |
|
S3 |
1,600.9 |
1,633.3 |
1,702.8 |
|
S4 |
1,549.8 |
1,582.2 |
1,688.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,721.7 |
1,670.6 |
51.1 |
3.0% |
27.0 |
1.6% |
67% |
True |
False |
4,547 |
10 |
1,797.7 |
1,670.6 |
127.1 |
7.5% |
31.2 |
1.8% |
27% |
False |
False |
3,567 |
20 |
1,797.7 |
1,670.6 |
127.1 |
7.5% |
23.8 |
1.4% |
27% |
False |
False |
2,959 |
40 |
1,797.7 |
1,637.3 |
160.4 |
9.4% |
22.9 |
1.3% |
42% |
False |
False |
2,254 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.3% |
21.8 |
1.3% |
64% |
False |
False |
1,704 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.3% |
22.1 |
1.3% |
64% |
False |
False |
1,446 |
100 |
1,807.2 |
1,537.0 |
270.2 |
15.8% |
20.7 |
1.2% |
62% |
False |
False |
1,230 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,817.8 |
2.618 |
1,780.9 |
1.618 |
1,758.3 |
1.000 |
1,744.3 |
0.618 |
1,735.7 |
HIGH |
1,721.7 |
0.618 |
1,713.1 |
0.500 |
1,710.4 |
0.382 |
1,707.7 |
LOW |
1,699.1 |
0.618 |
1,685.1 |
1.000 |
1,676.5 |
1.618 |
1,662.5 |
2.618 |
1,639.9 |
4.250 |
1,603.1 |
|
|
Fisher Pivots for day following 12-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,710.4 |
1,704.3 |
PP |
1,708.6 |
1,703.5 |
S1 |
1,706.8 |
1,702.8 |
|