Trading Metrics calculated at close of trading on 21-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2012 |
21-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,665.7 |
1,658.2 |
-7.5 |
-0.5% |
1,721.7 |
High |
1,665.7 |
1,664.5 |
-1.2 |
-0.1% |
1,721.7 |
Low |
1,648.3 |
1,653.3 |
5.0 |
0.3% |
1,639.8 |
Close |
1,651.7 |
1,655.0 |
3.3 |
0.2% |
1,660.5 |
Range |
17.4 |
11.2 |
-6.2 |
-35.6% |
81.9 |
ATR |
27.6 |
26.5 |
-1.1 |
-3.8% |
0.0 |
Volume |
2,510 |
2,074 |
-436 |
-17.4% |
34,653 |
|
Daily Pivots for day following 21-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,691.2 |
1,684.3 |
1,661.2 |
|
R3 |
1,680.0 |
1,673.1 |
1,658.1 |
|
R2 |
1,668.8 |
1,668.8 |
1,657.1 |
|
R1 |
1,661.9 |
1,661.9 |
1,656.0 |
1,659.8 |
PP |
1,657.6 |
1,657.6 |
1,657.6 |
1,656.5 |
S1 |
1,650.7 |
1,650.7 |
1,654.0 |
1,648.6 |
S2 |
1,646.4 |
1,646.4 |
1,652.9 |
|
S3 |
1,635.2 |
1,639.5 |
1,651.9 |
|
S4 |
1,624.0 |
1,628.3 |
1,648.8 |
|
|
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 |
1,673.1 |
1,644.3 |
28.8 |
1.7% |
18.4 |
1.1% |
37% |
False |
False |
5,148 |
10 |
1,721.7 |
1,639.8 |
81.9 |
4.9% |
25.4 |
1.5% |
19% |
False |
False |
5,096 |
20 |
1,797.7 |
1,639.8 |
157.9 |
9.5% |
26.3 |
1.6% |
10% |
False |
False |
3,919 |
40 |
1,797.7 |
1,639.8 |
157.9 |
9.5% |
24.3 |
1.5% |
10% |
False |
False |
2,868 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.0 |
1.3% |
45% |
False |
False |
2,262 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.3 |
1.3% |
45% |
False |
False |
1,861 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.3% |
21.7 |
1.3% |
44% |
False |
False |
1,582 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,712.1 |
2.618 |
1,693.8 |
1.618 |
1,682.6 |
1.000 |
1,675.7 |
0.618 |
1,671.4 |
HIGH |
1,664.5 |
0.618 |
1,660.2 |
0.500 |
1,658.9 |
0.382 |
1,657.6 |
LOW |
1,653.3 |
0.618 |
1,646.4 |
1.000 |
1,642.1 |
1.618 |
1,635.2 |
2.618 |
1,624.0 |
4.250 |
1,605.7 |
|
|
Fisher Pivots for day following 21-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,658.9 |
1,660.7 |
PP |
1,657.6 |
1,658.8 |
S1 |
1,656.3 |
1,656.9 |
|