Trading Metrics calculated at close of trading on 20-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2012 |
20-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,666.4 |
1,665.7 |
-0.7 |
0.0% |
1,721.7 |
High |
1,673.1 |
1,665.7 |
-7.4 |
-0.4% |
1,721.7 |
Low |
1,660.0 |
1,648.3 |
-11.7 |
-0.7% |
1,639.8 |
Close |
1,672.1 |
1,651.7 |
-20.4 |
-1.2% |
1,660.5 |
Range |
13.1 |
17.4 |
4.3 |
32.8% |
81.9 |
ATR |
27.9 |
27.6 |
-0.3 |
-1.0% |
0.0 |
Volume |
1,840 |
2,510 |
670 |
36.4% |
34,653 |
|
Daily Pivots for day following 20-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,707.4 |
1,697.0 |
1,661.3 |
|
R3 |
1,690.0 |
1,679.6 |
1,656.5 |
|
R2 |
1,672.6 |
1,672.6 |
1,654.9 |
|
R1 |
1,662.2 |
1,662.2 |
1,653.3 |
1,658.7 |
PP |
1,655.2 |
1,655.2 |
1,655.2 |
1,653.5 |
S1 |
1,644.8 |
1,644.8 |
1,650.1 |
1,641.3 |
S2 |
1,637.8 |
1,637.8 |
1,648.5 |
|
S3 |
1,620.4 |
1,627.4 |
1,646.9 |
|
S4 |
1,603.0 |
1,610.0 |
1,642.1 |
|
|
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 |
1,683.2 |
1,639.8 |
43.4 |
2.6% |
24.9 |
1.5% |
27% |
False |
False |
5,937 |
10 |
1,721.7 |
1,639.8 |
81.9 |
5.0% |
25.7 |
1.6% |
15% |
False |
False |
5,362 |
20 |
1,797.7 |
1,639.8 |
157.9 |
9.6% |
27.2 |
1.6% |
8% |
False |
False |
3,975 |
40 |
1,797.7 |
1,639.8 |
157.9 |
9.6% |
24.4 |
1.5% |
8% |
False |
False |
2,878 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.0 |
1.3% |
44% |
False |
False |
2,233 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.4 |
1.4% |
44% |
False |
False |
1,841 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.4% |
21.8 |
1.3% |
42% |
False |
False |
1,563 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,739.7 |
2.618 |
1,711.3 |
1.618 |
1,693.9 |
1.000 |
1,683.1 |
0.618 |
1,676.5 |
HIGH |
1,665.7 |
0.618 |
1,659.1 |
0.500 |
1,657.0 |
0.382 |
1,654.9 |
LOW |
1,648.3 |
0.618 |
1,637.5 |
1.000 |
1,630.9 |
1.618 |
1,620.1 |
2.618 |
1,602.7 |
4.250 |
1,574.4 |
|
|
Fisher Pivots for day following 20-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,657.0 |
1,658.7 |
PP |
1,655.2 |
1,656.4 |
S1 |
1,653.5 |
1,654.0 |
|