Trading Metrics calculated at close of trading on 26-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2012 |
26-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,651.8 |
1,671.5 |
19.7 |
1.2% |
1,666.4 |
High |
1,670.6 |
1,696.7 |
26.1 |
1.6% |
1,673.1 |
Low |
1,648.5 |
1,660.0 |
11.5 |
0.7% |
1,632.9 |
Close |
1,667.3 |
1,690.6 |
23.3 |
1.4% |
1,667.3 |
Range |
22.1 |
36.7 |
14.6 |
66.1% |
40.2 |
ATR |
26.3 |
27.1 |
0.7 |
2.8% |
0.0 |
Volume |
1,937 |
1,493 |
-444 |
-22.9% |
10,490 |
|
Daily Pivots for day following 26-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,792.5 |
1,778.3 |
1,710.8 |
|
R3 |
1,755.8 |
1,741.6 |
1,700.7 |
|
R2 |
1,719.1 |
1,719.1 |
1,697.3 |
|
R1 |
1,704.9 |
1,704.9 |
1,694.0 |
1,712.0 |
PP |
1,682.4 |
1,682.4 |
1,682.4 |
1,686.0 |
S1 |
1,668.2 |
1,668.2 |
1,687.2 |
1,675.3 |
S2 |
1,645.7 |
1,645.7 |
1,683.9 |
|
S3 |
1,609.0 |
1,631.5 |
1,680.5 |
|
S4 |
1,572.3 |
1,594.8 |
1,670.4 |
|
|
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 |
1,696.7 |
1,632.9 |
63.8 |
3.8% |
22.9 |
1.4% |
90% |
True |
False |
2,028 |
10 |
1,710.0 |
1,632.9 |
77.1 |
4.6% |
26.4 |
1.6% |
75% |
False |
False |
4,153 |
20 |
1,797.7 |
1,632.9 |
164.8 |
9.7% |
28.8 |
1.7% |
35% |
False |
False |
3,860 |
40 |
1,797.7 |
1,632.9 |
164.8 |
9.7% |
24.0 |
1.4% |
35% |
False |
False |
2,892 |
60 |
1,797.7 |
1,537.0 |
260.7 |
15.4% |
22.7 |
1.3% |
59% |
False |
False |
2,349 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.4% |
22.9 |
1.4% |
59% |
False |
False |
1,888 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.0% |
22.2 |
1.3% |
57% |
False |
False |
1,626 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,852.7 |
2.618 |
1,792.8 |
1.618 |
1,756.1 |
1.000 |
1,733.4 |
0.618 |
1,719.4 |
HIGH |
1,696.7 |
0.618 |
1,682.7 |
0.500 |
1,678.4 |
0.382 |
1,674.0 |
LOW |
1,660.0 |
0.618 |
1,637.3 |
1.000 |
1,623.3 |
1.618 |
1,600.6 |
2.618 |
1,563.9 |
4.250 |
1,504.0 |
|
|
Fisher Pivots for day following 26-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,686.5 |
1,682.0 |
PP |
1,682.4 |
1,673.4 |
S1 |
1,678.4 |
1,664.8 |
|