Trading Metrics calculated at close of trading on 15-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2012 |
15-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,680.0 |
1,647.8 |
-32.2 |
-1.9% |
1,718.3 |
High |
1,683.2 |
1,670.8 |
-12.4 |
-0.7% |
1,721.7 |
Low |
1,639.8 |
1,644.5 |
4.7 |
0.3% |
1,670.6 |
Close |
1,647.7 |
1,664.2 |
16.5 |
1.0% |
1,716.9 |
Range |
43.4 |
26.3 |
-17.1 |
-39.4% |
51.1 |
ATR |
29.6 |
29.4 |
-0.2 |
-0.8% |
0.0 |
Volume |
6,022 |
10,803 |
4,781 |
79.4% |
20,241 |
|
Daily Pivots for day following 15-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,738.7 |
1,727.8 |
1,678.7 |
|
R3 |
1,712.4 |
1,701.5 |
1,671.4 |
|
R2 |
1,686.1 |
1,686.1 |
1,669.0 |
|
R1 |
1,675.2 |
1,675.2 |
1,666.6 |
1,680.7 |
PP |
1,659.8 |
1,659.8 |
1,659.8 |
1,662.6 |
S1 |
1,648.9 |
1,648.9 |
1,661.8 |
1,654.4 |
S2 |
1,633.5 |
1,633.5 |
1,659.4 |
|
S3 |
1,607.2 |
1,622.6 |
1,657.0 |
|
S4 |
1,580.9 |
1,596.3 |
1,649.7 |
|
|
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 |
4.9% |
34.4 |
2.1% |
30% |
False |
False |
6,517 |
10 |
1,729.3 |
1,639.8 |
89.5 |
5.4% |
28.1 |
1.7% |
27% |
False |
False |
4,881 |
20 |
1,797.7 |
1,639.8 |
157.9 |
9.5% |
27.6 |
1.7% |
15% |
False |
False |
3,625 |
40 |
1,797.7 |
1,639.8 |
157.9 |
9.5% |
24.0 |
1.4% |
15% |
False |
False |
2,650 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
21.7 |
1.3% |
49% |
False |
False |
2,031 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.6 |
1.4% |
49% |
False |
False |
1,694 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.2% |
21.3 |
1.3% |
47% |
False |
False |
1,438 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,782.6 |
2.618 |
1,739.7 |
1.618 |
1,713.4 |
1.000 |
1,697.1 |
0.618 |
1,687.1 |
HIGH |
1,670.8 |
0.618 |
1,660.8 |
0.500 |
1,657.7 |
0.382 |
1,654.5 |
LOW |
1,644.5 |
0.618 |
1,628.2 |
1.000 |
1,618.2 |
1.618 |
1,601.9 |
2.618 |
1,575.6 |
4.250 |
1,532.7 |
|
|
Fisher Pivots for day following 15-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,662.0 |
1,674.9 |
PP |
1,659.8 |
1,671.3 |
S1 |
1,657.7 |
1,667.8 |
|