Trading Metrics calculated at close of trading on 27-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2012 |
27-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,671.5 |
1,694.5 |
23.0 |
1.4% |
1,666.4 |
High |
1,696.7 |
1,700.9 |
4.2 |
0.2% |
1,673.1 |
Low |
1,660.0 |
1,684.9 |
24.9 |
1.5% |
1,632.9 |
Close |
1,690.6 |
1,690.1 |
-0.5 |
0.0% |
1,667.3 |
Range |
36.7 |
16.0 |
-20.7 |
-56.4% |
40.2 |
ATR |
27.1 |
26.3 |
-0.8 |
-2.9% |
0.0 |
Volume |
1,493 |
4,424 |
2,931 |
196.3% |
10,490 |
|
Daily Pivots for day following 27-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,740.0 |
1,731.0 |
1,698.9 |
|
R3 |
1,724.0 |
1,715.0 |
1,694.5 |
|
R2 |
1,708.0 |
1,708.0 |
1,693.0 |
|
R1 |
1,699.0 |
1,699.0 |
1,691.6 |
1,695.5 |
PP |
1,692.0 |
1,692.0 |
1,692.0 |
1,690.2 |
S1 |
1,683.0 |
1,683.0 |
1,688.6 |
1,679.5 |
S2 |
1,676.0 |
1,676.0 |
1,687.2 |
|
S3 |
1,660.0 |
1,667.0 |
1,685.7 |
|
S4 |
1,644.0 |
1,651.0 |
1,681.3 |
|
|
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 |
1,700.9 |
1,632.9 |
68.0 |
4.0% |
22.6 |
1.3% |
84% |
True |
False |
2,411 |
10 |
1,700.9 |
1,632.9 |
68.0 |
4.0% |
23.8 |
1.4% |
84% |
True |
False |
4,174 |
20 |
1,797.7 |
1,632.9 |
164.8 |
9.8% |
28.6 |
1.7% |
35% |
False |
False |
3,927 |
40 |
1,797.7 |
1,632.9 |
164.8 |
9.8% |
24.1 |
1.4% |
35% |
False |
False |
2,952 |
60 |
1,797.7 |
1,563.0 |
234.7 |
13.9% |
22.5 |
1.3% |
54% |
False |
False |
2,419 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.4% |
22.7 |
1.3% |
59% |
False |
False |
1,929 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.0% |
22.3 |
1.3% |
57% |
False |
False |
1,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,768.9 |
2.618 |
1,742.8 |
1.618 |
1,726.8 |
1.000 |
1,716.9 |
0.618 |
1,710.8 |
HIGH |
1,700.9 |
0.618 |
1,694.8 |
0.500 |
1,692.9 |
0.382 |
1,691.0 |
LOW |
1,684.9 |
0.618 |
1,675.0 |
1.000 |
1,668.9 |
1.618 |
1,659.0 |
2.618 |
1,643.0 |
4.250 |
1,616.9 |
|
|
Fisher Pivots for day following 27-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,692.9 |
1,685.0 |
PP |
1,692.0 |
1,679.8 |
S1 |
1,691.0 |
1,674.7 |
|