Trading Metrics calculated at close of trading on 13-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2012 |
13-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,721.7 |
1,710.0 |
-11.7 |
-0.7% |
1,718.3 |
High |
1,721.7 |
1,710.0 |
-11.7 |
-0.7% |
1,721.7 |
Low |
1,699.1 |
1,668.0 |
-31.1 |
-1.8% |
1,670.6 |
Close |
1,705.0 |
1,699.3 |
-5.7 |
-0.3% |
1,716.9 |
Range |
22.6 |
42.0 |
19.4 |
85.8% |
51.1 |
ATR |
26.2 |
27.3 |
1.1 |
4.3% |
0.0 |
Volume |
5,098 |
4,217 |
-881 |
-17.3% |
20,241 |
|
Daily Pivots for day following 13-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,818.4 |
1,800.9 |
1,722.4 |
|
R3 |
1,776.4 |
1,758.9 |
1,710.9 |
|
R2 |
1,734.4 |
1,734.4 |
1,707.0 |
|
R1 |
1,716.9 |
1,716.9 |
1,703.2 |
1,704.7 |
PP |
1,692.4 |
1,692.4 |
1,692.4 |
1,686.3 |
S1 |
1,674.9 |
1,674.9 |
1,695.5 |
1,662.7 |
S2 |
1,650.4 |
1,650.4 |
1,691.6 |
|
S3 |
1,608.4 |
1,632.9 |
1,687.8 |
|
S4 |
1,566.4 |
1,590.9 |
1,676.2 |
|
|
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 |
1,668.0 |
53.7 |
3.2% |
26.5 |
1.6% |
58% |
False |
True |
4,788 |
10 |
1,797.7 |
1,668.0 |
129.7 |
7.6% |
33.4 |
2.0% |
24% |
False |
True |
3,680 |
20 |
1,797.7 |
1,668.0 |
129.7 |
7.6% |
25.4 |
1.5% |
24% |
False |
True |
3,066 |
40 |
1,797.7 |
1,642.8 |
154.9 |
9.1% |
23.5 |
1.4% |
36% |
False |
False |
2,327 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.3% |
21.3 |
1.3% |
62% |
False |
False |
1,766 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.3% |
22.4 |
1.3% |
62% |
False |
False |
1,496 |
100 |
1,807.2 |
1,537.0 |
270.2 |
15.9% |
20.7 |
1.2% |
60% |
False |
False |
1,270 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,888.5 |
2.618 |
1,820.0 |
1.618 |
1,778.0 |
1.000 |
1,752.0 |
0.618 |
1,736.0 |
HIGH |
1,710.0 |
0.618 |
1,694.0 |
0.500 |
1,689.0 |
0.382 |
1,684.0 |
LOW |
1,668.0 |
0.618 |
1,642.0 |
1.000 |
1,626.0 |
1.618 |
1,600.0 |
2.618 |
1,558.0 |
4.250 |
1,489.5 |
|
|
Fisher Pivots for day following 13-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,695.9 |
1,697.8 |
PP |
1,692.4 |
1,696.3 |
S1 |
1,689.0 |
1,694.9 |
|