Trading Metrics calculated at close of trading on 23-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2012 |
23-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,655.0 |
1,651.8 |
-3.2 |
-0.2% |
1,666.4 |
High |
1,660.0 |
1,670.6 |
10.6 |
0.6% |
1,673.1 |
Low |
1,632.9 |
1,648.5 |
15.6 |
1.0% |
1,632.9 |
Close |
1,647.2 |
1,667.3 |
20.1 |
1.2% |
1,667.3 |
Range |
27.1 |
22.1 |
-5.0 |
-18.5% |
40.2 |
ATR |
26.6 |
26.3 |
-0.2 |
-0.8% |
0.0 |
Volume |
2,129 |
1,937 |
-192 |
-9.0% |
10,490 |
|
Daily Pivots for day following 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,728.4 |
1,720.0 |
1,679.5 |
|
R3 |
1,706.3 |
1,697.9 |
1,673.4 |
|
R2 |
1,684.2 |
1,684.2 |
1,671.4 |
|
R1 |
1,675.8 |
1,675.8 |
1,669.3 |
1,680.0 |
PP |
1,662.1 |
1,662.1 |
1,662.1 |
1,664.3 |
S1 |
1,653.7 |
1,653.7 |
1,665.3 |
1,657.9 |
S2 |
1,640.0 |
1,640.0 |
1,663.2 |
|
S3 |
1,617.9 |
1,631.6 |
1,661.2 |
|
S4 |
1,595.8 |
1,609.5 |
1,655.1 |
|
|
Weekly Pivots for week ending 23-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,778.4 |
1,763.0 |
1,689.4 |
|
R3 |
1,738.2 |
1,722.8 |
1,678.4 |
|
R2 |
1,698.0 |
1,698.0 |
1,674.7 |
|
R1 |
1,682.6 |
1,682.6 |
1,671.0 |
1,690.3 |
PP |
1,657.8 |
1,657.8 |
1,657.8 |
1,661.6 |
S1 |
1,642.4 |
1,642.4 |
1,663.6 |
1,650.1 |
S2 |
1,617.6 |
1,617.6 |
1,659.9 |
|
S3 |
1,577.4 |
1,602.2 |
1,656.2 |
|
S4 |
1,537.2 |
1,562.0 |
1,645.2 |
|
|
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% |
18.2 |
1.1% |
86% |
False |
False |
2,098 |
10 |
1,721.7 |
1,632.9 |
88.8 |
5.3% |
24.9 |
1.5% |
39% |
False |
False |
4,514 |
20 |
1,797.7 |
1,632.9 |
164.8 |
9.9% |
27.7 |
1.7% |
21% |
False |
False |
3,982 |
40 |
1,797.7 |
1,632.9 |
164.8 |
9.9% |
23.6 |
1.4% |
21% |
False |
False |
2,875 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.6% |
22.5 |
1.4% |
50% |
False |
False |
2,327 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.6% |
22.6 |
1.4% |
50% |
False |
False |
1,884 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.2% |
21.9 |
1.3% |
48% |
False |
False |
1,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,764.5 |
2.618 |
1,728.5 |
1.618 |
1,706.4 |
1.000 |
1,692.7 |
0.618 |
1,684.3 |
HIGH |
1,670.6 |
0.618 |
1,662.2 |
0.500 |
1,659.6 |
0.382 |
1,656.9 |
LOW |
1,648.5 |
0.618 |
1,634.8 |
1.000 |
1,626.4 |
1.618 |
1,612.7 |
2.618 |
1,590.6 |
4.250 |
1,554.6 |
|
|
Fisher Pivots for day following 23-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,664.7 |
1,662.1 |
PP |
1,662.1 |
1,656.9 |
S1 |
1,659.6 |
1,651.8 |
|