Trading Metrics calculated at close of trading on 19-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2012 |
19-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,660.4 |
1,666.4 |
6.0 |
0.4% |
1,721.7 |
High |
1,668.5 |
1,673.1 |
4.6 |
0.3% |
1,721.7 |
Low |
1,644.3 |
1,660.0 |
15.7 |
1.0% |
1,639.8 |
Close |
1,660.5 |
1,672.1 |
11.6 |
0.7% |
1,660.5 |
Range |
24.2 |
13.1 |
-11.1 |
-45.9% |
81.9 |
ATR |
29.0 |
27.9 |
-1.1 |
-3.9% |
0.0 |
Volume |
8,513 |
1,840 |
-6,673 |
-78.4% |
34,653 |
|
Daily Pivots for day following 19-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,707.7 |
1,703.0 |
1,679.3 |
|
R3 |
1,694.6 |
1,689.9 |
1,675.7 |
|
R2 |
1,681.5 |
1,681.5 |
1,674.5 |
|
R1 |
1,676.8 |
1,676.8 |
1,673.3 |
1,679.2 |
PP |
1,668.4 |
1,668.4 |
1,668.4 |
1,669.6 |
S1 |
1,663.7 |
1,663.7 |
1,670.9 |
1,666.1 |
S2 |
1,655.3 |
1,655.3 |
1,669.7 |
|
S3 |
1,642.2 |
1,650.6 |
1,668.5 |
|
S4 |
1,629.1 |
1,637.5 |
1,664.9 |
|
|
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 |
1,710.0 |
1,639.8 |
70.2 |
4.2% |
29.8 |
1.8% |
46% |
False |
False |
6,279 |
10 |
1,721.7 |
1,639.8 |
81.9 |
4.9% |
28.4 |
1.7% |
39% |
False |
False |
5,413 |
20 |
1,797.7 |
1,639.8 |
157.9 |
9.4% |
27.6 |
1.7% |
20% |
False |
False |
3,992 |
40 |
1,797.7 |
1,639.8 |
157.9 |
9.4% |
24.1 |
1.4% |
20% |
False |
False |
2,837 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.6% |
22.1 |
1.3% |
52% |
False |
False |
2,194 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.6% |
22.4 |
1.3% |
52% |
False |
False |
1,818 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.2% |
21.6 |
1.3% |
50% |
False |
False |
1,540 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,728.8 |
2.618 |
1,707.4 |
1.618 |
1,694.3 |
1.000 |
1,686.2 |
0.618 |
1,681.2 |
HIGH |
1,673.1 |
0.618 |
1,668.1 |
0.500 |
1,666.6 |
0.382 |
1,665.0 |
LOW |
1,660.0 |
0.618 |
1,651.9 |
1.000 |
1,646.9 |
1.618 |
1,638.8 |
2.618 |
1,625.7 |
4.250 |
1,604.3 |
|
|
Fisher Pivots for day following 19-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,670.3 |
1,667.6 |
PP |
1,668.4 |
1,663.2 |
S1 |
1,666.6 |
1,658.7 |
|