Trading Metrics calculated at close of trading on 29-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2012 |
29-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,683.0 |
1,668.3 |
-14.7 |
-0.9% |
1,666.4 |
High |
1,687.3 |
1,668.3 |
-19.0 |
-1.1% |
1,673.1 |
Low |
1,660.0 |
1,649.4 |
-10.6 |
-0.6% |
1,632.9 |
Close |
1,662.9 |
1,657.2 |
-5.7 |
-0.3% |
1,667.3 |
Range |
27.3 |
18.9 |
-8.4 |
-30.8% |
40.2 |
ATR |
26.6 |
26.0 |
-0.5 |
-2.1% |
0.0 |
Volume |
6,825 |
7,526 |
701 |
10.3% |
10,490 |
|
Daily Pivots for day following 29-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,715.0 |
1,705.0 |
1,667.6 |
|
R3 |
1,696.1 |
1,686.1 |
1,662.4 |
|
R2 |
1,677.2 |
1,677.2 |
1,660.7 |
|
R1 |
1,667.2 |
1,667.2 |
1,658.9 |
1,662.8 |
PP |
1,658.3 |
1,658.3 |
1,658.3 |
1,656.1 |
S1 |
1,648.3 |
1,648.3 |
1,655.5 |
1,643.9 |
S2 |
1,639.4 |
1,639.4 |
1,653.7 |
|
S3 |
1,620.5 |
1,629.4 |
1,652.0 |
|
S4 |
1,601.6 |
1,610.5 |
1,646.8 |
|
|
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 |
1,648.5 |
52.4 |
3.2% |
24.2 |
1.5% |
17% |
False |
False |
4,441 |
10 |
1,700.9 |
1,632.9 |
68.0 |
4.1% |
21.4 |
1.3% |
36% |
False |
False |
3,927 |
20 |
1,729.3 |
1,632.9 |
96.4 |
5.8% |
24.7 |
1.5% |
25% |
False |
False |
4,404 |
40 |
1,797.7 |
1,632.9 |
164.8 |
9.9% |
24.6 |
1.5% |
15% |
False |
False |
3,274 |
60 |
1,797.7 |
1,602.5 |
195.2 |
11.8% |
22.7 |
1.4% |
28% |
False |
False |
2,632 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.7% |
23.0 |
1.4% |
46% |
False |
False |
2,096 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.3% |
22.5 |
1.4% |
44% |
False |
False |
1,804 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,748.6 |
2.618 |
1,717.8 |
1.618 |
1,698.9 |
1.000 |
1,687.2 |
0.618 |
1,680.0 |
HIGH |
1,668.3 |
0.618 |
1,661.1 |
0.500 |
1,658.9 |
0.382 |
1,656.6 |
LOW |
1,649.4 |
0.618 |
1,637.7 |
1.000 |
1,630.5 |
1.618 |
1,618.8 |
2.618 |
1,599.9 |
4.250 |
1,569.1 |
|
|
Fisher Pivots for day following 29-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,658.9 |
1,675.2 |
PP |
1,658.3 |
1,669.2 |
S1 |
1,657.8 |
1,663.2 |
|