Trading Metrics calculated at close of trading on 30-Mar-2012 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2012 |
30-Mar-2012 |
Change |
Change % |
Previous Week |
Open |
1,668.3 |
1,665.7 |
-2.6 |
-0.2% |
1,671.5 |
High |
1,668.3 |
1,674.9 |
6.6 |
0.4% |
1,700.9 |
Low |
1,649.4 |
1,664.0 |
14.6 |
0.9% |
1,649.4 |
Close |
1,657.2 |
1,674.3 |
17.1 |
1.0% |
1,674.3 |
Range |
18.9 |
10.9 |
-8.0 |
-42.3% |
51.5 |
ATR |
26.0 |
25.4 |
-0.6 |
-2.3% |
0.0 |
Volume |
7,526 |
4,466 |
-3,060 |
-40.7% |
24,734 |
|
Daily Pivots for day following 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,703.8 |
1,699.9 |
1,680.3 |
|
R3 |
1,692.9 |
1,689.0 |
1,677.3 |
|
R2 |
1,682.0 |
1,682.0 |
1,676.3 |
|
R1 |
1,678.1 |
1,678.1 |
1,675.3 |
1,680.1 |
PP |
1,671.1 |
1,671.1 |
1,671.1 |
1,672.0 |
S1 |
1,667.2 |
1,667.2 |
1,673.3 |
1,669.2 |
S2 |
1,660.2 |
1,660.2 |
1,672.3 |
|
S3 |
1,649.3 |
1,656.3 |
1,671.3 |
|
S4 |
1,638.4 |
1,645.4 |
1,668.3 |
|
|
Weekly Pivots for week ending 30-Mar-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,829.4 |
1,803.3 |
1,702.6 |
|
R3 |
1,777.9 |
1,751.8 |
1,688.5 |
|
R2 |
1,726.4 |
1,726.4 |
1,683.7 |
|
R1 |
1,700.3 |
1,700.3 |
1,679.0 |
1,713.4 |
PP |
1,674.9 |
1,674.9 |
1,674.9 |
1,681.4 |
S1 |
1,648.8 |
1,648.8 |
1,669.6 |
1,661.9 |
S2 |
1,623.4 |
1,623.4 |
1,664.9 |
|
S3 |
1,571.9 |
1,597.3 |
1,660.1 |
|
S4 |
1,520.4 |
1,545.8 |
1,646.0 |
|
|
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 |
1,649.4 |
51.5 |
3.1% |
22.0 |
1.3% |
48% |
False |
False |
4,946 |
10 |
1,700.9 |
1,632.9 |
68.0 |
4.1% |
20.1 |
1.2% |
61% |
False |
False |
3,522 |
20 |
1,721.7 |
1,632.9 |
88.8 |
5.3% |
24.5 |
1.5% |
47% |
False |
False |
4,505 |
40 |
1,797.7 |
1,632.9 |
164.8 |
9.8% |
24.5 |
1.5% |
25% |
False |
False |
3,378 |
60 |
1,797.7 |
1,608.0 |
189.7 |
11.3% |
22.5 |
1.3% |
35% |
False |
False |
2,695 |
80 |
1,797.7 |
1,537.0 |
260.7 |
15.6% |
22.8 |
1.4% |
53% |
False |
False |
2,137 |
100 |
1,807.2 |
1,537.0 |
270.2 |
16.1% |
22.5 |
1.3% |
51% |
False |
False |
1,844 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,721.2 |
2.618 |
1,703.4 |
1.618 |
1,692.5 |
1.000 |
1,685.8 |
0.618 |
1,681.6 |
HIGH |
1,674.9 |
0.618 |
1,670.7 |
0.500 |
1,669.5 |
0.382 |
1,668.2 |
LOW |
1,664.0 |
0.618 |
1,657.3 |
1.000 |
1,653.1 |
1.618 |
1,646.4 |
2.618 |
1,635.5 |
4.250 |
1,617.7 |
|
|
Fisher Pivots for day following 30-Mar-2012 |
Pivot |
1 day |
3 day |
R1 |
1,672.7 |
1,672.3 |
PP |
1,671.1 |
1,670.3 |
S1 |
1,669.5 |
1,668.4 |
|