Trading Metrics calculated at close of trading on 22-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2012 |
22-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,658.2 |
1,655.0 |
-3.2 |
-0.2% |
1,721.7 |
High |
1,664.5 |
1,660.0 |
-4.5 |
-0.3% |
1,721.7 |
Low |
1,653.3 |
1,632.9 |
-20.4 |
-1.2% |
1,639.8 |
Close |
1,655.0 |
1,647.2 |
-7.8 |
-0.5% |
1,660.5 |
Range |
11.2 |
27.1 |
15.9 |
142.0% |
81.9 |
ATR |
26.5 |
26.6 |
0.0 |
0.2% |
0.0 |
Volume |
2,074 |
2,129 |
55 |
2.7% |
34,653 |
|
Daily Pivots for day following 22-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.0 |
1,714.7 |
1,662.1 |
|
R3 |
1,700.9 |
1,687.6 |
1,654.7 |
|
R2 |
1,673.8 |
1,673.8 |
1,652.2 |
|
R1 |
1,660.5 |
1,660.5 |
1,649.7 |
1,653.6 |
PP |
1,646.7 |
1,646.7 |
1,646.7 |
1,643.3 |
S1 |
1,633.4 |
1,633.4 |
1,644.7 |
1,626.5 |
S2 |
1,619.6 |
1,619.6 |
1,642.2 |
|
S3 |
1,592.5 |
1,606.3 |
1,639.7 |
|
S4 |
1,565.4 |
1,579.2 |
1,632.3 |
|
|
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 |
1,632.9 |
40.2 |
2.4% |
18.6 |
1.1% |
36% |
False |
True |
3,413 |
10 |
1,721.7 |
1,632.9 |
88.8 |
5.4% |
26.5 |
1.6% |
16% |
False |
True |
4,965 |
20 |
1,797.7 |
1,632.9 |
164.8 |
10.0% |
26.9 |
1.6% |
9% |
False |
True |
3,917 |
40 |
1,797.7 |
1,632.9 |
164.8 |
10.0% |
23.6 |
1.4% |
9% |
False |
True |
2,860 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.4 |
1.4% |
42% |
False |
False |
2,297 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.8% |
22.5 |
1.4% |
42% |
False |
False |
1,874 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.4% |
21.7 |
1.3% |
41% |
False |
False |
1,594 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,775.2 |
2.618 |
1,730.9 |
1.618 |
1,703.8 |
1.000 |
1,687.1 |
0.618 |
1,676.7 |
HIGH |
1,660.0 |
0.618 |
1,649.6 |
0.500 |
1,646.5 |
0.382 |
1,643.3 |
LOW |
1,632.9 |
0.618 |
1,616.2 |
1.000 |
1,605.8 |
1.618 |
1,589.1 |
2.618 |
1,562.0 |
4.250 |
1,517.7 |
|
|
Fisher Pivots for day following 22-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,647.0 |
1,649.3 |
PP |
1,646.7 |
1,648.6 |
S1 |
1,646.5 |
1,647.9 |
|