Trading Metrics calculated at close of trading on 14-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2012 |
14-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,710.0 |
1,680.0 |
-30.0 |
-1.8% |
1,718.3 |
High |
1,710.0 |
1,683.2 |
-26.8 |
-1.6% |
1,721.7 |
Low |
1,668.0 |
1,639.8 |
-28.2 |
-1.7% |
1,670.6 |
Close |
1,699.3 |
1,647.7 |
-51.6 |
-3.0% |
1,716.9 |
Range |
42.0 |
43.4 |
1.4 |
3.3% |
51.1 |
ATR |
27.3 |
29.6 |
2.3 |
8.4% |
0.0 |
Volume |
4,217 |
6,022 |
1,805 |
42.8% |
20,241 |
|
Daily Pivots for day following 14-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,787.1 |
1,760.8 |
1,671.6 |
|
R3 |
1,743.7 |
1,717.4 |
1,659.6 |
|
R2 |
1,700.3 |
1,700.3 |
1,655.7 |
|
R1 |
1,674.0 |
1,674.0 |
1,651.7 |
1,665.5 |
PP |
1,656.9 |
1,656.9 |
1,656.9 |
1,652.6 |
S1 |
1,630.6 |
1,630.6 |
1,643.7 |
1,622.1 |
S2 |
1,613.5 |
1,613.5 |
1,639.7 |
|
S3 |
1,570.1 |
1,587.2 |
1,635.8 |
|
S4 |
1,526.7 |
1,543.8 |
1,623.8 |
|
|
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 |
1,639.8 |
81.9 |
5.0% |
32.4 |
2.0% |
10% |
False |
True |
5,044 |
10 |
1,731.0 |
1,639.8 |
91.2 |
5.5% |
27.5 |
1.7% |
9% |
False |
True |
4,125 |
20 |
1,797.7 |
1,639.8 |
157.9 |
9.6% |
27.0 |
1.6% |
5% |
False |
True |
3,283 |
40 |
1,797.7 |
1,639.8 |
157.9 |
9.6% |
23.8 |
1.4% |
5% |
False |
True |
2,451 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
21.5 |
1.3% |
42% |
False |
False |
1,857 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.8 |
1.4% |
42% |
False |
False |
1,563 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.4% |
21.1 |
1.3% |
41% |
False |
False |
1,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,867.7 |
2.618 |
1,796.8 |
1.618 |
1,753.4 |
1.000 |
1,726.6 |
0.618 |
1,710.0 |
HIGH |
1,683.2 |
0.618 |
1,666.6 |
0.500 |
1,661.5 |
0.382 |
1,656.4 |
LOW |
1,639.8 |
0.618 |
1,613.0 |
1.000 |
1,596.4 |
1.618 |
1,569.6 |
2.618 |
1,526.2 |
4.250 |
1,455.4 |
|
|
Fisher Pivots for day following 14-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,661.5 |
1,680.8 |
PP |
1,656.9 |
1,669.7 |
S1 |
1,652.3 |
1,658.7 |
|