Trading Metrics calculated at close of trading on 16-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2012 |
16-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,647.8 |
1,660.4 |
12.6 |
0.8% |
1,721.7 |
High |
1,670.8 |
1,668.5 |
-2.3 |
-0.1% |
1,721.7 |
Low |
1,644.5 |
1,644.3 |
-0.2 |
0.0% |
1,639.8 |
Close |
1,664.2 |
1,660.5 |
-3.7 |
-0.2% |
1,660.5 |
Range |
26.3 |
24.2 |
-2.1 |
-8.0% |
81.9 |
ATR |
29.4 |
29.0 |
-0.4 |
-1.3% |
0.0 |
Volume |
10,803 |
8,513 |
-2,290 |
-21.2% |
34,653 |
|
Daily Pivots for day following 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,730.4 |
1,719.6 |
1,673.8 |
|
R3 |
1,706.2 |
1,695.4 |
1,667.2 |
|
R2 |
1,682.0 |
1,682.0 |
1,664.9 |
|
R1 |
1,671.2 |
1,671.2 |
1,662.7 |
1,676.6 |
PP |
1,657.8 |
1,657.8 |
1,657.8 |
1,660.5 |
S1 |
1,647.0 |
1,647.0 |
1,658.3 |
1,652.4 |
S2 |
1,633.6 |
1,633.6 |
1,656.1 |
|
S3 |
1,609.4 |
1,622.8 |
1,653.8 |
|
S4 |
1,585.2 |
1,598.6 |
1,647.2 |
|
|
Weekly Pivots for week ending 16-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,919.7 |
1,872.0 |
1,705.5 |
|
R3 |
1,837.8 |
1,790.1 |
1,683.0 |
|
R2 |
1,755.9 |
1,755.9 |
1,675.5 |
|
R1 |
1,708.2 |
1,708.2 |
1,668.0 |
1,691.1 |
PP |
1,674.0 |
1,674.0 |
1,674.0 |
1,665.5 |
S1 |
1,626.3 |
1,626.3 |
1,653.0 |
1,609.2 |
S2 |
1,592.1 |
1,592.1 |
1,645.5 |
|
S3 |
1,510.2 |
1,544.4 |
1,638.0 |
|
S4 |
1,428.3 |
1,462.5 |
1,615.5 |
|
|
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% |
31.7 |
1.9% |
25% |
False |
False |
6,930 |
10 |
1,721.7 |
1,639.8 |
81.9 |
4.9% |
29.0 |
1.7% |
25% |
False |
False |
5,489 |
20 |
1,797.7 |
1,639.8 |
157.9 |
9.5% |
27.8 |
1.7% |
13% |
False |
False |
4,022 |
40 |
1,797.7 |
1,639.8 |
157.9 |
9.5% |
24.2 |
1.5% |
13% |
False |
False |
2,833 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
21.9 |
1.3% |
47% |
False |
False |
2,165 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
22.9 |
1.4% |
47% |
False |
False |
1,795 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.3% |
21.6 |
1.3% |
46% |
False |
False |
1,522 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,771.4 |
2.618 |
1,731.9 |
1.618 |
1,707.7 |
1.000 |
1,692.7 |
0.618 |
1,683.5 |
HIGH |
1,668.5 |
0.618 |
1,659.3 |
0.500 |
1,656.4 |
0.382 |
1,653.5 |
LOW |
1,644.3 |
0.618 |
1,629.3 |
1.000 |
1,620.1 |
1.618 |
1,605.1 |
2.618 |
1,580.9 |
4.250 |
1,541.5 |
|
|
Fisher Pivots for day following 16-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,659.1 |
1,661.5 |
PP |
1,657.8 |
1,661.2 |
S1 |
1,656.4 |
1,660.8 |
|